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~person:"Gupta, Rangan"
~person:"Ravazzolo, Francesco"
~type_genre:"Working Paper"
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Search: subject_exact:"Prognosetechnik"
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Forecasting model
149
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149
Volatility
49
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44
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44
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40
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149
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Gupta, Rangan
Ravazzolo, Francesco
Marcellino, Massimiliano
128
Franses, Philip Hans
88
McAleer, Michael
80
Clark, Todd E.
75
Hyndman, Rob J.
69
Timmermann, Allan
64
Diebold, Francis X.
58
Pesaran, M. Hashem
58
McCracken, Michael W.
51
Kilian, Lutz
50
Dijk, Herman K. van
49
Giannone, Domenico
48
Rossi, Barbara
47
Koop, Gary
45
Koopman, Siem Jan
44
Dijk, Dick van
43
Kapetanios, George
41
Schorfheide, Frank
38
Baumeister, Christiane
37
Athanasopoulos, George
36
Carriero, Andrea
36
Härdle, Wolfgang
35
Pierdzioch, Christian
35
Huber, Florian
34
Kim, Hyeongwoo
34
Mitchell, James
32
Siliverstovs, Boriss
32
Clements, Michael P.
31
Fritsche, Ulrich
30
Lahiri, Kajal
30
Swanson, Norman R.
29
Wolfers, Justin
28
Casarin, Roberto
27
Giacomini, Raffaella
27
Hendry, David F.
27
Korobilis, Dimitris
25
Sekhposyan, Tatevik
25
Caporin, Massimiliano
23
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9
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ECONIS (ZBW)
149
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1
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:
2
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:
3
Nowcasting inflation at quantiles : causality from commodities
Boni, Sara
;
Caporin, Massimiliano
;
Ravazzolo, Francesco
-
2024
Persistent link: https://www.econbiz.de/10014514037
Saved in:
4
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:
5
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
6
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:
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
Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
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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