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~person:"Gupta, Rangan"
~person:"Schorfheide, Frank"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Schätzung"
~subject:"Wechselkurs"
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Börsenkurs
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Wechselkurs
Forecasting model
377
Prognoseverfahren
377
Volatility
121
Volatilität
121
Estimation
119
Theorie
109
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109
USA
94
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94
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92
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92
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English
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Gupta, Rangan
Schorfheide, Frank
Pierdzioch, Christian
73
Ma, Feng
61
Marcellino, Massimiliano
57
McMillan, David G.
56
Rossi, Barbara
51
McAleer, Michael
50
Timmermann, Allan
44
Chinn, Menzie David
38
Pesaran, M. Hashem
37
Zaremba, Adam
36
Clark, Todd E.
35
Salisu, Afees A.
35
Diebold, Francis X.
34
Wang, Yudong
34
Franses, Philip Hans
33
Kilian, Lutz
33
Narayan, Paresh Kumar
33
Zhang, Yaojie
33
Cheung, Yin-Wong
31
Bollerslev, Tim
30
Ravazzolo, Francesco
30
Sarno, Lucio
29
Swanson, Norman R.
29
Zhou, Guofu
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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Department of Economics working paper series
37
Finance research letters
8
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
Economic modelling
4
FRB of Philadelphia Working Paper
4
International review of economics & finance : IREF
4
Journal of forecasting
4
NBER Working Paper
4
NBER working paper series
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4
Applied economics
3
Applied economics letters
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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
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Working papers / Penn Institute for Economic Research
3
Economics and Business Letters : EBL
2
Economics letters
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2
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
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1
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1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
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1
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1
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Emerging markets review
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance and economics discussion series
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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
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:
5
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:
6
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
Saved in:
7
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
8
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:
9
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:
10
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:
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