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~person:"Gupta, Rangan"
~person:"Kilian, Lutz"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Schätzung"
~subject:"Wechselkurs"
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Börsenkurs
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Prognoseverfahren
376
Forecasting model
374
Volatility
129
Volatilität
129
Estimation
116
Theorie
106
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106
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Capital income
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forecasting
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English
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Gupta, Rangan
Kilian, Lutz
Pierdzioch, Christian
74
Ma, Feng
62
Marcellino, Massimiliano
57
McMillan, David G.
56
Rossi, Barbara
51
McAleer, Michael
50
Timmermann, Allan
44
Chinn, Menzie David
38
Pesaran, M. Hashem
37
Salisu, Afees A.
36
Wang, Yudong
36
Zaremba, Adam
36
Clark, Todd E.
35
Zhang, Yaojie
35
Diebold, Francis X.
34
Franses, Philip Hans
33
Narayan, Paresh Kumar
33
Schorfheide, Frank
32
Cheung, Yin-Wong
31
Bollerslev, Tim
30
Ravazzolo, Francesco
30
Zhou, Guofu
30
Sarno, Lucio
29
Swanson, Norman R.
29
MacDonald, Ronald
28
Ghysels, Eric
26
Herwartz, Helmut
26
Koop, Gary
26
Döpke, Jörg
25
Huber, Florian
25
Baumeister, Christiane
24
Bekaert, Geert
24
Lux, Thomas
24
Siliverstovs, Boriss
24
Guidolin, Massimo
23
Härdle, Wolfgang
23
Kim, Hyeongwoo
22
Taylor, Mark P.
22
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Research Seminar in International Economics
1
University of Michigan / Department of Economics
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Department of Economics working paper series
37
Finance research letters
8
Discussion paper / Centre for Economic Policy Research
7
The North American journal of economics and finance : a journal of financial economics studies
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
CFS working paper series
4
Economic modelling
4
Energy economics
4
International review of economics & finance : IREF
4
Journal of forecasting
4
Applied economics
3
Applied economics letters
3
CESifo Working Paper Series
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
International journal of finance & economics : IJFE
3
International journal of forecasting
3
International review of financial analysis
3
Staff working paper / Bank of Canada
3
The European journal of finance
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Contemporary economics
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Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Emerging markets review
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
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ECONIS (ZBW)
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1
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
2
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
3
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
4
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
5
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
6
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
7
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
8
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
9
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
Saved in:
10
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
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