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~person:"Gupta, Rangan"
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Forecasting model
290
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Gupta, Rangan
McAleer, Michael
488
Caporale, Guglielmo Maria
468
Diebold, Francis X.
317
Pierdzioch, Christian
262
Timmermann, Allan
255
Franses, Philip Hans
229
Bekaert, Geert
228
Marcellino, Massimiliano
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199
Zaremba, Adam
193
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190
Bollerslev, Tim
185
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177
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176
Gil-Alaña, Luis A.
175
Ravazzolo, Francesco
175
Narayan, Paresh Kumar
172
Chang, Chia-Lin
169
Clark, Todd E.
168
Härdle, Wolfgang
161
Kapetanios, George
161
Bali, Turan G.
153
Hautsch, Nikolaus
153
Bouri, Elie
152
Ghysels, Eric
147
Wohar, Mark E.
147
Clements, Michael P.
144
Engle, Robert F.
141
Stulz, René M.
140
Harvey, Campbell R.
139
Lucey, Brian M.
138
Swanson, Norman R.
138
Lux, Thomas
135
Tiwari, Aviral Kumar
132
Faff, Robert W.
131
Hammoudeh, Shawkat
131
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126
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126
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Department of Economics, Faculty of Economic and Management Sciences
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Department of Economics working paper series
73
Finance research letters
27
The North American journal of economics and finance : a journal of financial economics studies
22
Applied economics
19
Working papers / University of Connecticut, Department of Economics
19
Energy economics
18
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International review of economics & finance : IREF
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
505
RePEc
5
Other ZBW resources
1
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1
Predicting stock returns and
volatility
using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios
;
Gupta, Rangan
- In:
Economics letters
131
(
2015
),
pp. 83-85
Persistent link: https://www.econbiz.de/10011422667
Saved in:
2
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
3
Stock market bubbles and the forecastability of gold returns (and
volatility
)
Gabauer, David
;
Gupta, Rangan
;
Karmakar, Sayar
; …
-
2022
Persistent link: https://www.econbiz.de/10013253753
Saved in:
4
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:
5
A non-linear approach for predicting, stock returns and
volatility
with the use of investor sentiment indices
Bekiros, Stelios
;
Gupta, Rangan
;
Kyei, Clement
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2895-2898
Persistent link: https://www.econbiz.de/10011614191
Saved in:
6
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
7
Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios
;
Gupta, Rangan
;
Majumdar, Anandamayee
- In:
Finance research letters
18
(
2016
),
pp. 291-296
Persistent link: https://www.econbiz.de/10011657223
Saved in:
8
Energy-related uncertainty and international stock market
volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
9
Forecasting stock returns
volatility
of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
10
Investor confidence and forecastability of US stock market realized
volatility
: evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
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