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person:"Marcellino, Massimiliano"
subject:"Prognoseverfahren"
~person:"Fritsche, Ulrich"
~person:"Gupta, Rangan"
~subject:"Capital income"
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Prognoseverfahren
Capital income
Schätzung
399
Estimation
398
Forecasting model
156
USA
121
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121
Volatility
95
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95
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Marcellino, Massimiliano
Fritsche, Ulrich
Gupta, Rangan
Zaremba, Adam
70
Pierdzioch, Christian
56
McMillan, David G.
52
McAleer, Michael
45
Timmermann, Allan
45
Pesaran, M. Hashem
44
Bollerslev, Tim
41
Ma, Feng
35
Diebold, Francis X.
34
Caporale, Guglielmo Maria
32
Engle, Robert F.
31
Wohar, Mark E.
30
Bohl, Martin T.
29
Swanson, Norman R.
29
Bali, Turan G.
28
Clark, Todd E.
28
Zhou, Guofu
28
Döpke, Jörg
27
Härdle, Wolfgang
27
Wang, Yudong
27
Ghysels, Eric
26
Guidolin, Massimo
26
Narayan, Paresh Kumar
26
Franses, Philip Hans
25
Schorfheide, Frank
25
Siliverstovs, Boriss
25
Todorov, Viktor
25
Herwartz, Helmut
24
Kilian, Lutz
24
Campbell, John Y.
23
Gil-Alaña, Luis A.
23
Huber, Florian
23
Kapetanios, George
23
Kim, Hyeongwoo
23
Nitschka, Thomas
23
Zhang, Yaojie
23
Balcilar, Mehmet
22
Baumeister, Christiane
22
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Department of Economics working paper series
22
Discussion paper / Centre for Economic Policy Research
12
Finance research letters
8
The North American journal of economics and finance : a journal of financial economics studies
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
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6
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6
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5
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International journal of finance & economics : IJFE
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Oxford bulletin of economics and statistics
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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2
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Journal of economics and finance
2
Journal of macroeconomics
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Journal of multinational financial management
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Open economies review
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Structural change and economic dynamics : SC+ED
2
Working paper series / Innocenzo Gasparini Institute for Economic Research
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
1
DEP discussion papers : macroeconomics and finance series
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DIW Berlin Discussion Paper
1
Defence and peace economics
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ECONIS (ZBW)
189
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189
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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
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Investigating growth at risk using a multi-country non-parametric quantile factor model
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014316039
Saved in:
10
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:
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