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person:"Siklos, Pierre L."
subject:"Kapitaleinkommen"
~person:"Grammig, Joachim"
~person:"Gupta, Rangan"
~person:"Karanassou, Marika"
~subject:"Duration"
~subject:"Estimation theory"
~subject:"Marktmikrostruktur"
~subject:"USA"
~type_genre:"Working Paper"
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Kapitaleinkommen
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Estimation theory
Marktmikrostruktur
USA
Estimation
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139
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65
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Siklos, Pierre L.
Grammig, Joachim
Gupta, Rangan
Karanassou, Marika
Caporale, Guglielmo Maria
55
Heckman, James J.
52
Gil-Alaña, Luis A.
51
Pesaran, M. Hashem
44
Berg, Gerard J. van den
36
Marcellino, Massimiliano
35
McAleer, Michael
32
Hautsch, Nikolaus
31
Timmermann, Allan
30
Hamermesh, Daniel S.
29
Gao, Jiti
27
Härdle, Wolfgang
27
Koopman, Siem Jan
25
Ours, Jan C. van
25
Belke, Ansgar
24
Kapetanios, George
24
Pierdzioch, Christian
23
Stulz, René M.
23
Belzil, Christian
22
Schorfheide, Frank
22
Kilian, Lutz
21
Lalive, Rafael
21
Malley, James R.
21
Pástor, Ľuboš
21
Angrist, Joshua D.
20
Bloom, Nicholas
20
Bollerslev, Tim
20
Campbell, John Y.
20
Card, David E.
20
Christiano, Lawrence J.
20
Jenkins, Stephen
20
Stambaugh, Robert F.
20
Bohl, Martin T.
19
Engle, Robert F.
19
Linton, Oliver
19
Diebold, Francis X.
18
Eichenbaum, Martin S.
18
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ECONIS (ZBW)
86
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1
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
2
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:
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
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
The effects of climate risks on economic activity in a panel of US states : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
-
2022
Persistent link: https://www.econbiz.de/10012803668
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