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Advanced Search Results For "Gupta, Rangan"

1 - 10 of 1,261 results for
 "Gupta, Rangan"
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The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand

Publication Type:Academic Journal

Source(s):The European Journal of Comparative Economics, Vol 10, Iss 1, Pp 121-148 (2013)

Abstract:This paper analyses the out-of-sample forecasting performance of non-linear vs. linear models for the South African rand against the United States dollar and the British pound, in real terms. We compare the forecasting performance of point, interval an...

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The State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict.

Publication Type:Academic Journal

Source(s):Sustainability (2071-1050); Sep2022, Vol. 14 Issue 18, p11299-N.PAG, 9p

Abstract:Copyright of Sustainability (2071-1050) is the property of MDPI and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or ema...

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Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning.

Publication Type:Academic Journal

Source(s):Journal of Forecasting; Sep2022, Vol. 41 Issue 6, p1049-1064, 16p

Abstract:Copyright of Journal of Forecasting is the property of John Wiley & Sons, Inc. and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, d...

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Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note.

Publication Type:Academic Journal

Source(s):International Review of Finance; Sep2022, Vol. 22 Issue 3, p540-550, 11p

Abstract:Copyright of International Review of Finance is the property of Wiley-Blackwell and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, ...

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Structural and predictive analyses with a mixed copula‐based vector autoregression model.

Publication Type:Academic Journal

Source(s):Journal of Forecasting. Aug2022, p1. 17p. 8 Charts.

Abstract:In this study, we introduce a mixed copula‐based vector autoregressive (VAR) model for investigating the relationship between random variables. The one‐step maximum likelihood estimation is used to obtain point estimates of the autoregressive parameter...

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The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction.

Publication Type:Academic Journal

Source(s):Asia-Pacific Journal of Operational Research; Aug2022, Vol. 39 Issue 4, p1-11, 11p

Abstract:Copyright of Asia-Pacific Journal of Operational Research is the property of World Scientific Publishing Company and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permi...

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Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests.

Publication Type:Academic Journal

Source(s):Journal of the Operational Research Society; Aug2022, Vol. 73 Issue 8, p1755-1767, 13p

Abstract:Copyright of Journal of the Operational Research Society is the property of Taylor & Francis Ltd and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, ...

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Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model.

Publication Type:Academic Journal

Source(s):Journal of Risk & Financial Management; Aug2022, Vol. 15 Issue 8, p355-355, 26p

Abstract:Copyright of Journal of Risk & Financial Management is the property of MDPI and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, down...

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Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies

Publication Type:Academic Journal

Source(s):Journal of Central Banking Theory and Practice, Vol 8, Iss 3, Pp 39-50 (2019)

Abstract:This study employs the recently developed Lagrange multiplier-based causality-in-variance test by Hafner and Herwartz (2006), to determine the volatility spillovers between interest rates and stock returns for the US, the euro area, the UK, and Japan. ...

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Forecasting the realized variance of oil-price returns: a disaggregated analysis of the role of uncertainty and geopolitical risk.

Publication Type:Academic Journal

Source(s):Environmental Science & Pollution Research; Jul2022, Vol. 29 Issue 34, p52070-52082, 13p

Abstract:Copyright of Environmental Science & Pollution Research is the property of Springer Nature and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users ...

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