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~isPartOf:"Applied economics"
~isPartOf:"Computational economics"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Cepni, Oguzhan"
~source:"econis"
~subject:"Nationaleinkommen"
~subject:"Prognose"
~subject:"Prognoseverfahren"
~subject:"VAR-Modell"
~subject:"Welt"
~subject:"World"
~subject:"Zeitreihenanalyse"
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Nationaleinkommen
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Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? Matteo Bonato University of Johannesburg and IPAG Oguzhan Cepni Copenhagen Business School and Ostim Technical University Rangan Gupta University of Pretoria Christian Pierdzioch Helmut Schmidt University Stock market
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GARCH-MIDAS
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Higher education institution
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1
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Kapitaleinkommen
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Cepni, Oguzhan
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Bonato, Matteo
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Bouri, Elie
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Salisu, Afees A.
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Ҫepni, Oğuzhan
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Balcilar, Mehmet
5
Allen, David E.
4
Blasques, Francisco
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Burns, Kelly
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Dijk, Dick van
4
Franses, Philip Hans
3
Gausden, Robert
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Hasan, Mohammad S.
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Hindrayanto, Irma
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Karmakar, Sayar
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Kim, Jong-Min
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Madhou, Ashwin
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Plakandaras, Vasilios
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Ramiah, Vikash
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Ravazzolo, Francesco
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Sewak, Tayushma
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Asai, Manabu
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Ballini, Rosangela
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Barth, James R.
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Bas, Eren
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Boot, Tom
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Chen, Jinghui
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Demirer, Rıza
2
Dijk, Herman K. van
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Egrioglu, Erol
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Applied economics
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Discussion paper / Tinbergen Institute
Journal of risk and financial management : JRFM
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2
Applied economics letters
1
International journal of forecasting
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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ECONIS (ZBW)
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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
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:
4
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:
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