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Rangan Gupta

1 paper hereh-index 6126 citations27 works total

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author position
  • last author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • econ.EM1
same name
  • Rangan Gupta — 1 paper, h 81

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

collaborators

1 paper

econ.EM2023

GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables

Kejin Wu, Sayar Karmakar, Rangan Gupta

In this work, we explore the forecasting ability of a recently proposed normalizing and variance-stabilizing (NoVaS) transformation with the possible inclusion of exogenous variabl…

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