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Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of forecasting 41 (2022) 2, pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
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Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
Gupta, Rangan; Olson, Eric; Wohar, Mark E. - In: Journal of forecasting 36 (2017) 6, pp. 640-650
Persistent link: https://www.econbiz.de/10011861401
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The informational content of the term spread in forecasting the US inflation rate : a nonlinear approach
Plakandaras, Vasilios; Gkonkas, Periklēs; … - In: Journal of forecasting 36 (2017) 2, pp. 109-121
Persistent link: https://www.econbiz.de/10011729092
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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
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Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - In: Journal of forecasting 42 (2023) 8, pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
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Uncertainty and forecastability of regional output growth in the UK : evidence from machine learning
Balcilar, Mehmet; Gabauer, David; Gupta, Rangan; … - In: Journal of forecasting 41 (2022) 6, pp. 1049-1064
Persistent link: https://www.econbiz.de/10013465678
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Structural and predictive analyses with a mixed copula-based vector autoregression model
Woraphon Yamaka; Gupta, Rangan; Sukrit Thongkairat; … - In: Journal of forecasting 42 (2023) 2, pp. 223-239
Persistent link: https://www.econbiz.de/10014292148