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~accessRights:"restricted"
~person:"Salisu, Afees A."
~person:"Wohar, Mark E."
~subject:"Prognoseverfahren"
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Prognoseverfahren
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Salisu, Afees A.
Wohar, Mark E.
Gupta, Rangan
60
Ma, Feng
30
Zaremba, Adam
24
Marcellino, Massimiliano
23
Pierdzioch, Christian
23
Wang, Yudong
23
Zhang, Yaojie
22
Nonejad, Nima
15
Narayan, Paresh Kumar
14
Balcilar, Mehmet
12
Wei, Yu
12
Baumeister, Christiane
9
Ghysels, Eric
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Long, Huaigang
9
McMillan, David G.
9
Timmermann, Allan
9
Wu, Xinyu
9
Demirer, Rıza
8
Huber, Florian
8
Kumar, Dilip
8
Liu, Li
8
Lu, Xinjie
8
Moosa, Imad A.
8
Pan, Zhiyuan
8
Siliverstovs, Boriss
8
Bouri, Elie
7
Dai, Zhifeng
7
He, Mengxi
7
Jawadi, Fredj
7
Kilian, Lutz
7
Li, Bin
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Liang, Chao
7
Yin, Libo
7
Bekiros, Stelios
6
Bollerslev, Tim
6
Clark, Todd E.
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
3
Energy economics
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Open economies review
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied economics
1
International journal of finance & economics : IJFE
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of macroeconomics
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ECONIS (ZBW)
24
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1
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
2
Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.
;
Olaniran, Abeeb
;
Tchankam, Jean Paul
- In:
Energy economics
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
Saved in:
3
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
4
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
; …
- In:
Finance research letters
29
(
2019
),
pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
Saved in:
5
Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Kyei, Clement
;
Wohar, …
- In:
Open economies review
27
(
2016
)
2
,
pp. 229-250
Persistent link: https://www.econbiz.de/10011591762
Saved in:
6
The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan
;
Muteba Mwamba, John
;
Wohar, Mark E.
- In:
Finance research letters
25
(
2018
),
pp. 131-136
Persistent link: https://www.econbiz.de/10012003489
Saved in:
7
Revisiting the forecasting accuracy of Phillips curve : the role of oil price
Salisu, Afees A.
;
Ademuyiwa, Idris
;
Isah, Kazeem O.
- In:
Energy economics
70
(
2018
),
pp. 334-356
Persistent link: https://www.econbiz.de/10011942793
Saved in:
8
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
9
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
10
The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Çepni, Oğuzhan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Applied economics
52
(
2020
)
5
,
pp. 528-536
Persistent link: https://www.econbiz.de/10012197432
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