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person:"Meghir, Costas"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Berg, Gerard J. van den"
~person:"Dreger, Christian"
~person:"Gupta, Rangan"
~person:"Schnabel, Claus"
~person:"Serletis, Apostolos"
~person:"Todorov, Viktor"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Time series analysis"
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Kapitaleinkommen
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Meghir, Costas
Bahmani-Oskooee, Mohsen
Berg, Gerard J. van den
Dreger, Christian
Gupta, Rangan
Schnabel, Claus
Serletis, Apostolos
Todorov, Viktor
Gil-Alaña, Luis A.
207
Caporale, Guglielmo Maria
205
Zaremba, Adam
71
McAleer, Michael
66
Pierdzioch, Christian
59
Pesaran, M. Hashem
57
McMillan, David G.
54
Bollerslev, Tim
51
Koopman, Siem Jan
51
Narayan, Paresh Kumar
48
Tiwari, Aviral Kumar
48
Bohl, Martin T.
46
Hautsch, Nikolaus
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Wohar, Mark E.
44
Timmermann, Allan
42
Härdle, Wolfgang
38
Bali, Turan G.
36
Engle, Robert F.
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Allen, David E.
34
Campbell, John Y.
33
Kapetanios, George
33
Bouri, Elie
31
Lettau, Martin
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Theissen, Erik
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Ghysels, Eric
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Gil-Alana, Luis A.
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Ludvigson, Sydney C.
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Cakici, Nusret
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Chang, Tsangyao
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Herwartz, Helmut
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Marcellino, Massimiliano
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Gao, Jiti
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Cheung, Yin-Wong
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ECONIS (ZBW)
205
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1
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1
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:
2
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:
3
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:
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
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
6
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
7
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:
8
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:
9
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:
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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