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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~person:"Gupta, Rangan"
~subject:"Forecasting model"
~subject:"Risikomaß"
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Forecasting model
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Gupta, Rangan
Pierdzioch, Christian
4
Allen, David E.
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Dai, Zhifeng
3
Kang, Sang Hoon
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Mensi, Walid
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Qiao, Gaoxiu
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Kok Haur Ng
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The North American journal of economics and finance : a journal of financial economics studies
Department of Economics working paper series
39
Energy economics
6
Finance research letters
6
Journal of forecasting
4
Annals of financial economics
3
Finmap working paper
3
International review of economics & finance : IREF
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Research in international business and finance
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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2
Applied economics letters
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Economics and Business Letters : EBL
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Financial innovation : FIN
2
International journal of finance & economics : IJFE
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
The European journal of finance
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Computational economics
1
Defence and peace economics
1
Economic modelling
1
Economics letters
1
Economics working paper
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Global Research Unit working paper
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Global finance journal
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International review of financial analysis
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Journal of multinational financial management
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Open economies review
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of real estate finance and economics
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ECONIS (ZBW)
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1
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
2
Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun
;
Bouri, Elie
;
Gupta, Rangan
;
Ma, Shu-Jiao
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
Saved in:
3
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:
4
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
5
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
6
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:
7
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
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