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Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - 2023
Persistent link: https://www.econbiz.de/10014253794
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The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu; Gupta, Rangan; McAleer, Michael - 2019
Persistent link: https://www.econbiz.de/10011986953
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On Bayesian structural inference in a Simultaneous Equation Model
Dijk, Herman K. van (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678732
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Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income
Paap, Richard (contributor); Dijk, Herman K. van (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722263
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Predictive gains from forecast combinations using time varying model weights
Ravazzolo, Francesco (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003746745
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Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.; Liao, Wenting; Gupta, Rangan; Cepni, … - 2023
Persistent link: https://www.econbiz.de/10014329743
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Time-varying effects of extreme weather shocks on output growth of the United States
Sheng, Xin; Gupta, Rangan; Cepni, Oguzhan - 2023
Persistent link: https://www.econbiz.de/10014329744
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Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan; Moodley, Damien - 2023
Persistent link: https://www.econbiz.de/10014443107
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The non-linear response of US state-level tradable and non-tradable inflation to Oil Shocks : the role of oil-dependence
Sheng, Xin; Marfatia, Hardik A.; Gupta, Rangan - 2021
Persistent link: https://www.econbiz.de/10012661170