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~person:"Gupta, Rangan"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Prognose"
~subject:"Schätzung"
~subject:"Wechselkurs"
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Börsenkurs
Prognose
Schätzung
Wechselkurs
Forecasting model
286
Prognoseverfahren
286
Volatility
119
Volatilität
119
Capital income
92
Kapitaleinkommen
92
Estimation
88
USA
81
United States
81
Share price
78
Risiko
62
Risk
62
Theorie
61
Theory
61
Forecast
58
Forecasting
57
Welt
54
World
54
Time series analysis
51
Zeitreihenanalyse
51
Aktienmarkt
49
Stock market
49
ARCH model
48
ARCH-Modell
48
South Africa
48
Südafrika
48
forecasting
40
Immobilienpreis
35
Real estate price
35
Bayes-Statistik
30
Bayesian inference
30
Oil price
29
Ölpreis
29
VAR model
24
VAR-Modell
24
Inflation
23
Climate change
22
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Article
112
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48
Working Paper
48
Graue Literatur
47
Non-commercial literature
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1
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1
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Language
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English
172
Author
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Gupta, Rangan
Pierdzioch, Christian
113
Ma, Feng
72
Marcellino, Massimiliano
66
Diebold, Francis X.
64
Timmermann, Allan
60
McMillan, David G.
58
McAleer, Michael
57
Rossi, Barbara
54
Franses, Philip Hans
53
Pesaran, M. Hashem
53
Leeper, Eric M.
49
Clements, Michael P.
47
Outlaw, Joe L.
47
Wang, Yudong
46
Kilian, Lutz
45
Clark, Todd E.
44
Ravazzolo, Francesco
44
Ruelke, Jan-Christoph
44
Knapek, George M.
43
Raulston, J. Marc
43
Richardson, James W.
41
Chinn, Menzie David
40
Schorfheide, Frank
40
Zhang, Yaojie
40
Baumeister, Christiane
39
Salisu, Afees A.
39
Zaremba, Adam
37
Ghysels, Eric
36
Narayan, Paresh Kumar
36
Swanson, Norman R.
36
Herbst, Brian K.
35
Zhou, Guofu
34
Deschamps, Robert
33
Spiwoks, Markus
33
Bollerslev, Tim
32
Sarno, Lucio
32
Siliverstovs, Boriss
32
Cheung, Yin-Wong
31
MacDonald, Ronald
31
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Department of Economics working paper series
41
Finance research letters
11
Applied economics
7
Journal of forecasting
7
Economic modelling
5
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
International review of economics & finance : IREF
4
Annals of financial economics
3
Applied economics letters
3
Economics letters
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Energy economics
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Journal of financial markets
3
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Applied financial economics
2
Economics and Business Letters : EBL
2
Emerging markets, finance and trade : EMFT
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of international financial markets, institutions & money
2
Open economies review
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
1
Defence and peace economics
1
EERI research paper series
1
Econometric Institute research papers
1
Economia internazionale
1
Economic systems
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : 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
Finmap working paper
1
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535723
Saved in:
5
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:
6
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014364827
Saved in:
7
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:
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
Saved in:
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