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~person:"Gupta, Rangan"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Schätzung"
~subject:"Wechselkurs"
~subject:"World"
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Börsenkurs
Schätzung
Wechselkurs
World
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
Prognose
58
Forecasting
57
Welt
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
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22
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48
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1
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1
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Language
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English
156
Author
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Gupta, Rangan
Pierdzioch, Christian
84
Ma, Feng
72
Marcellino, Massimiliano
66
McAleer, Michael
62
McMillan, David G.
59
Pesaran, M. Hashem
54
Timmermann, Allan
53
Kilian, Lutz
51
Rossi, Barbara
51
Baumeister, Christiane
47
Wang, Yudong
45
Zhang, Yaojie
45
Salisu, Afees A.
43
Chinn, Menzie David
40
Diebold, Francis X.
40
Schorfheide, Frank
39
Zaremba, Adam
38
Franses, Philip Hans
36
Narayan, Paresh Kumar
36
Ravazzolo, Francesco
36
Clark, Todd E.
35
Huber, Florian
32
Sarno, Lucio
32
Swanson, Norman R.
32
Bollerslev, Tim
31
Cheung, Yin-Wong
31
Lux, Thomas
30
Zhou, Guofu
29
Bouri, Elie
28
Fritsche, Ulrich
28
MacDonald, Ronald
28
Guidolin, Massimo
27
Koop, Gary
27
Koopman, Siem Jan
27
Ruelke, Jan-Christoph
27
Döpke, Jörg
26
Ghysels, Eric
26
Herwartz, Helmut
26
Bekaert, Geert
25
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Department of Economics working paper series
43
Finance research letters
9
Journal of forecasting
6
The North American journal of economics and finance : a journal of financial economics studies
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economic modelling
4
Energy economics
4
International review of economics & finance : IREF
4
Applied 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
International journal of finance & economics : IJFE
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
Economics and Business Letters : EBL
2
Emerging markets, finance and trade : EMFT
2
Finmap working paper
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 financial markets
2
Journal of international financial markets, institutions & money
2
Open economies review
2
Research in international business and finance
2
Annals of financial economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
1
Defence and peace economics
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
Global Research Unit working paper
1
Global finance journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of emerging market finance
1
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
-
2022
Persistent link: https://www.econbiz.de/10012820363
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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