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~person:"Gelper, Sarah"
~person:"Ҫepni, Oğuzhan"
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Forecasting model
Zeitreihenanalyse
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Gelper, Sarah
Ҫepni, Oğuzhan
McAleer, Michael
44
Caporale, Guglielmo Maria
36
Gupta, Rangan
31
Gil-Alaña, Luis A.
28
Rossi, Barbara
22
Franses, Philip Hans
20
Härdle, Wolfgang
18
Croux, Christophe
16
Teräsvirta, Timo
16
Dijk, Dick van
13
Huber, Florian
13
Marcellino, Massimiliano
13
Dijk, Herman K. van
12
Giannone, Domenico
12
Pierdzioch, Christian
12
Cepni, Oguzhan
11
Chang, Chia-Lin
11
Pettenuzzo, Davide
11
Benati, Luca
10
Clark, Todd E.
10
Koop, Gary
10
Mitchell, James
10
Nielsen, Morten Ørregaard
10
Ravazzolo, Francesco
10
Timmermann, Allan
10
Allen, David E.
9
Caporin, Massimiliano
9
Clements, Michael P.
9
Hecq, Alain W. J.
9
Phillips, Peter C. B.
9
Reichlin, Lucrezia
9
Sekhposyan, Tatevik
9
Urbain, Jean-Pierre
9
Guo, Hui
8
Hautsch, Nikolaus
8
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8
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8
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Department of Economics working paper series
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ECONIS (ZBW)
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1
Business
applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
Saved in:
2
Business
applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387634
Saved in:
3
The predictive power of the
business
and bank sentiment of firms : a high-dimensional Granger Causality approach
Wilms, I.
;
Gelper, Sarah
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011646403
Saved in:
4
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013435218
Saved in:
5
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
6
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
7
Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model
Karmakar, Sayar
;
Gupta, Rangan
;
Ҫepni, Oğuzhan
; …
-
2022
Persistent link: https://www.econbiz.de/10013366552
Saved in:
8
Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategies
Luo, Jiawen
;
Ҫepni, Oğuzhan
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013469716
Saved in:
9
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
Saved in:
10
Robust control charts for time series data
Croux, Christophe
;
Gelper, Sarah
;
Mahieu, Koen
-
2010
Persistent link: https://www.econbiz.de/10008936002
Saved in:
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