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Oil-price uncertainty and the U.K. unemployment rate : a forecasting experiment with random forests using 150 years of data
Gupta, Rangan
;
Pierdzioch, Christian
;
Salisu, Afees A.
(
Elsevier
,
2022-08
)
Gold futures returns and realized moments : a forecasting experiment using a quantile-boosting approach
Bonato, Matteo
;
Demirer, Riza
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2018-08
)
Forecasting real house price of the U.S. : an analysis covering 1890 to 2012
Aye, Goodness Chioma
;
Gupta, Rangan
(
Academy of Economic Studies
,
2014
)
Does inequality really matter in forecasting real housing returns of the United Kingdom?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
(
Elsevier
,
2019-10
)
Forecasting realized oil-price volatility : the role of financial stress and asymmetric loss
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2020-06
)
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Author
Gupta, Rangan (91)
Pierdzioch, Christian (40)
Salisu, Afees A. (14)
Cepni, Oguzhan (10)
Bonato, Matteo (9)
Balcilar, Mehmet (8)
Demirer, Riza (8)
Gkillas, Konstantinos (8)
Bouri, Elie (7)
Hassani, Hossein (5)
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Subject
Forecasting (92)
Realized volatility (14)
SDG-08: Decent work and economic growth (14)
Uncertainty (12)
Realized variance (8)
Gold (7)
Heterogeneous autoregressive realized volatility (HAR-RV) (7)
Machine learning (7)
Oil price (6)
Realized volatility forecast (6)
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2020 - 2024 (63)
2013 - 2019 (29)
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