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person:"Brooks, Chris"
subject:"Kapitaleinkommen"
~person:"Gupta, Rangan"
~person:"Pierdzioch, Christian"
~person:"Pástor, Ľuboš"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Kapitaleinkommen
Estimation
357
Schätzung
357
USA
119
United States
119
Capital income
114
Börsenkurs
106
Share price
106
Volatility
106
Volatilität
106
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105
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105
Theorie
74
Theory
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66
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41
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74
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English
114
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Brooks, Chris
Gupta, Rangan
Pierdzioch, Christian
Pástor, Ľuboš
Zaremba, Adam
59
McMillan, David G.
33
Wohar, Mark E.
29
Bollerslev, Tim
28
Bohl, Martin T.
24
Timmermann, Allan
23
Todorov, Viktor
23
Gil-Alaña, Luis A.
22
Caporale, Guglielmo Maria
20
McAleer, Michael
20
Narayan, Paresh Kumar
20
Nitschka, Thomas
20
Bali, Turan G.
19
Cakici, Nusret
18
Tiwari, Aviral Kumar
18
Wang, Yudong
18
Bouri, Elie
17
Ma, Feng
17
Pesaran, M. Hashem
17
Hoesli, Martin
16
Zhang, Yaojie
16
Chiang, Thomas C.
15
Kumar, Dilip
15
Sehgal, Sanjay
15
Balcilar, Mehmet
14
Engle, Robert F.
14
Long, Huaigang
14
Tauchen, George Eugene
14
Ammann, Manuel
13
Andersen, Torben
13
Guo, Hui
13
Paolella, Marc S.
13
Schrimpf, Andreas
13
Stambaugh, Robert F.
13
Umutlu, Mehmet
13
Guidolin, Massimo
12
Jareño, Francisco
12
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University of Reading / Department of Economics
2
Rodney L. White Center for Financial Research
1
University of Chicago / Center for Research in Security Prices
1
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Department of Economics working paper series
15
Finance research letters
7
The North American journal of economics and finance : a journal of financial economics studies
6
Kiel working paper
5
The European journal of finance
5
Economic modelling
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of forecasting
3
Kieler Arbeitspapiere
3
Research in international business and finance
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Working paper / National Bureau of Economic Research, Inc.
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Discussion paper in urban and regional economics / C
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2
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International economics and economic policy : IEEP
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ECONIS (ZBW)
114
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
3
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
4
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
5
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
6
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
7
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
8
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
9
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012820409
Saved in:
10
Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach
Bouri, Elie
;
Gupta, Rangan
;
Marfatia, Hardik A.
;
Nel, …
-
2022
Persistent link: https://www.econbiz.de/10013366537
Saved in:
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