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Forecasting model
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Gupta, Rangan
175
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96
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85
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82
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73
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63
Diebold, Francis X.
62
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53
Wang, Yudong
53
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53
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51
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45
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43
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40
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40
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40
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39
Döpke, Jörg
38
Salisu, Afees A.
38
Cholodilin, Konstantin Arkadʹevič
37
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36
Clark, Todd E.
35
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35
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Bouri, Elie
34
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32
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31
Wei, Yu
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29
Schorfheide, Frank
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27
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26
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Verlag Dr. Kovač
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Christian-Albrechts-Universität zu Kiel
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Birkbeck College / Department of Economics
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European University Institute / Department of Economics
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Federal Reserve Bank of Cleveland
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Sachverständigenrat zur Begutachtung der Gesamtwirtschaftlichen Entwicklung
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2
Springer International Publishing
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Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
Türkiye Cumhuriyet Merkez Bankası
2
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International journal of forecasting
304
Journal of forecasting
253
Finance research letters
204
International review of financial analysis
160
Energy economics
149
Journal of empirical finance
143
Journal of banking & finance
141
Applied economics
133
Economic modelling
119
International review of economics & finance : IREF
112
Journal of econometrics
107
The North American journal of economics and finance : a journal of financial economics studies
105
Journal of financial economics
104
Applied economics letters
95
NBER working paper series
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Working paper / National Bureau of Economic Research, Inc.
82
Pacific-Basin finance journal
81
NBER Working Paper
80
Working paper
79
Economics letters
78
The European journal of finance
73
Applied financial economics
71
Discussion paper / Centre for Economic Policy Research
71
Discussion paper / Tinbergen Institute
64
The journal of futures markets
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
Quantitative finance
61
Journal of international financial markets, institutions & money
60
Journal of international money and finance
53
The review of financial studies
53
CESifo working papers
51
Computational economics
50
International journal of finance & economics : IJFE
50
Journal of applied econometrics
50
Management science : journal of the Institute for Operations Research and the Management Sciences
50
Finance and economics discussion series
49
Journal of risk and financial management : JRFM
49
Research in international business and finance
49
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
12,569
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21
Forecasting
volatility
stock return : evidence from the Nordic stock exchanges
Dritsakis, Nikolaos
;
Savvas, Georgios
- In:
International journal of economics and finance
9
(
2017
)
2
,
pp. 15-31
Persistent link: https://www.econbiz.de/10011617883
Saved in:
22
Forecasting stock market
volatility
using Realized GARCH model : international evidence
Sharma, Prateek
;
Vipul
- In:
The quarterly review of economics and finance : journal …
59
(
2016
),
pp. 222-230
Persistent link: https://www.econbiz.de/10011627288
Saved in:
23
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:
24
Forecasting the realized
volatility
in the Chinese stock market : further evidence
Pu, Wang
;
Chen, Yixiang
;
Ma, Feng
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 3116-3130
Persistent link: https://www.econbiz.de/10011616957
Saved in:
25
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:
26
Do order imbalances predict Chinese stock returns? : new evidence from intraday data
Narayan, Paresh Kumar
;
Narayan, Seema
;
Westerlund, Joakim
- In:
Pacific-Basin finance journal
34
(
2015
),
pp. 136-151
Persistent link: https://www.econbiz.de/10011535319
Saved in:
27
Can derivative information predict stock price jumps?
Kwark, Noe-Keol
;
Kang, Hyoung Goo
;
Jun, Sang-Gyung
- In:
The journal of applied business research
31
(
2015
)
3
,
pp. 845-860
Persistent link: https://www.econbiz.de/10011304812
Saved in:
28
The role of "other information" in analysts' forecasts in understanding stock return
volatility
Shan, Yaowen
;
Taylor, Stephen L.
;
Walter, Terry S.
- In:
Review of accounting studies
19
(
2014
)
4
,
pp. 1346-1392
Persistent link: https://www.econbiz.de/10010459687
Saved in:
29
US stock market uncertainty and cross-market European stock returns
Sarwar, Ghulam
- In:
Journal of multinational financial management
28
(
2014
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011297727
Saved in:
30
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:
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