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accessRights:"restricted"
subject:"Capital income"
~person:"Balcilar, Mehmet"
~person:"Bouri, Elie"
~subject:"ARCH model"
~subject:"Estimation"
~subject:"Immobilienpreis"
~subject:"Portfolio selection"
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Search: subject_exact:"Estimation"
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Capital income
ARCH model
Estimation
Immobilienpreis
Portfolio selection
Schätzung
72
Volatility
40
Volatilität
40
Welt
27
World
27
Kapitaleinkommen
26
Börsenkurs
25
Share price
25
Aktienmarkt
24
Stock market
24
Forecasting model
18
Prognoseverfahren
18
ARCH-Modell
16
Causality analysis
15
Kausalanalyse
15
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
USA
14
United States
14
Risiko
12
Risk
12
Spillover effect
10
Spillover-Effekt
10
Oil price
9
VAR model
9
VAR-Modell
9
Ölpreis
9
Time series analysis
7
Zeitreihenanalyse
7
Cointegration
6
Exchange rate
6
Financial crisis
6
Finanzkrise
6
Kointegration
6
Real estate price
6
Virtual currency
6
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71
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71
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1
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1
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English
72
Author
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Balcilar, Mehmet
Bouri, Elie
Gupta, Rangan
151
Bahmani-Oskooee, Mohsen
71
Gil-Alaña, Luis A.
65
Zaremba, Adam
53
Tiwari, Aviral Kumar
51
Wohar, Mark E.
46
Apergēs, Nikolaos
42
Marcellino, Massimiliano
41
Lee, Chien-chiang
38
Shahbaz, Muhammad
38
Ma, Feng
34
Salisu, Afees A.
34
Xuan Vinh Vo
34
Hammoudeh, Shawkat
32
Pierdzioch, Christian
32
Caporale, Guglielmo Maria
31
Jalles, João Tovar
31
Wang, Yudong
29
Kang, Sang Hoon
28
Narayan, Paresh Kumar
28
Rodríguez-Pose, Andrés
27
Chang, Tsangyao
26
Massa, Massimo
26
Mensi, Walid
26
Rose, Andrew
26
Yoon, Seong-min
26
Gambetti, Luca
25
Jawadi, Fredj
25
Ours, Jan C. van
25
Zhang, Yaojie
25
Kumbhakar, Subal
24
Serletis, Apostolos
24
Shahzad, Syed Jawad Hussain
24
Van Reenen, John
24
Egger, Peter
23
Forni, Mario
23
Wagner, Joachim
23
Afonso, António
22
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Energy economics
7
International review of economics & finance : IREF
7
Finance research letters
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics
4
International review of financial analysis
4
Journal of international financial markets, institutions & money
4
Research in international business and finance
4
Empirica : journal of european economics
3
The North American journal of economics and finance : a journal of financial economics studies
3
Emerging markets review
2
Journal of behavioral and experimental finance
2
Structural change and economic dynamics : SC+ED
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Computational economics
1
Department of Economics working paper series
1
Economic research
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International economics and economic policy : IEEP
1
International journal of finance & economics : IJFE
1
International journal of monetary economics and finance
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Journal of multinational financial management
1
Journal of risk
1
Open economies review
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The quarterly review of economics and finance
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
72
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1
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:
2
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
3
Housing price uncertainty and housing prices in the UK in a time-varying environment
Balcilar, Mehmet
;
Uzuner, Gizem
;
Bekun, Festus Victor
; …
- In:
Empirica : journal of european economics
50
(
2023
)
2
,
pp. 523-549
Persistent link: https://www.econbiz.de/10014251826
Saved in:
4
Investor sentiment and (anti) herding in the currency market : evidence from Twitter feed data
Sibande, Xolani
;
Gupta, Rangan
;
Demirer, Rıza
;
Bouri, Elie
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 56-72
Persistent link: https://www.econbiz.de/10013547854
Saved in:
5
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
6
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
7
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
8
FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie
;
Kamal, Elham
;
Kinateder, Harald
- In:
Finance research letters
56
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
Saved in:
9
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014456628
Saved in:
10
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
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