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source:"econis"
subject:"Theorie"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of forecasting"
~person:"Attanasio, Orazio P."
~person:"Bikker, Jacob A."
~person:"Gupta, Rangan"
~person:"Lindé, Jesper"
~person:"Malindretos, John"
~person:"Nagel, Stefan"
~person:"Narayan, Seema"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Serletis, Apostolos"
~person:"Timmermann, Allan"
~person:"Xuan Vinh Vo"
~subject:"Capital income"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Real estate price"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Theorie
Capital income
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Schätzung
Estimation
30
Kapitaleinkommen
11
Prognoseverfahren
11
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Attanasio, Orazio P.
Bikker, Jacob A.
Gupta, Rangan
Lindé, Jesper
Malindretos, John
Nagel, Stefan
Narayan, Seema
Pierdzioch, Christian
Semmler, Willi
Serletis, Apostolos
Timmermann, Allan
Xuan Vinh Vo
Wohar, Mark E.
7
Balcilar, Mehmet
5
Bollerslev, Tim
5
Gil-Alaña, Luis A.
5
Kelly, Bryan T.
5
Salisu, Afees A.
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Wang, Yudong
5
Hammoudeh, Shawkat
4
Kutan, Ali Mustafa
4
Lee, Chien-chiang
4
Moskowitz, Tobias J.
4
Todorov, Viktor
4
Wu, Chunchi
4
Arize, Augustine Chuck
3
Bai, Jennie
3
Bali, Turan G.
3
Balli, Faruk
3
Beckmann, Joscha
3
Brooks, Robert
3
Chan, Ngai Hang
3
Chang, Tsangyao
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Chen, Shyh-Wei
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Chiang, Thomas C.
3
Christoffersen, Peter F.
3
Giannellis, Nikolaos
3
Hong, Harrison G.
3
Kaniel, Ron
3
Karathanasopoulos, Andreas
3
Levine, Ross
3
Lo, Andrew W.
3
McAleer, Michael
3
Pástor, Ľuboš
3
Santa-Clara, Pedro
3
Sosvilla-Rivero, Simón
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International review of economics & finance : IREF
Journal of financial economics
Journal of forecasting
The North American journal of economics and finance : a journal of financial economics studies
20
Applied economics
19
Finance research letters
16
Economic modelling
12
Applied economics letters
11
Macroeconomic dynamics
11
Research in international business and finance
11
Economics letters
9
International review of financial analysis
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
International journal of finance & economics : IJFE
8
Open economies review
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Energy economics
5
Journal of international financial markets, institutions & money
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The European journal of finance
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Economics and Business Letters : EBL
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Emerging markets review
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Journal of economic dynamics & control
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Pacific-Basin finance journal
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Empirica : journal of european economics
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International journal of economics and finance
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Journal of applied econometrics
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Journal of economic behavior & organization : JEBO
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Journal of economics and finance
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Journal of multinational financial management
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Structural change and economic dynamics : SC+ED
3
The American economic review
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The economic journal : the journal of the Royal Economic Society
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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
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Bossman, Ahmed
;
Gubareva, Mariya
;
Agyei, Samuel Kwaku
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 699-719
Persistent link: https://www.econbiz.de/10014492252
Saved in:
3
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
4
Dynamics of subjective risk premia
Nagel, Stefan
;
Xu, Zhengyang
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462598
Saved in:
5
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
6
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
7
The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Onay, Yigit
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1725-1740
Persistent link: https://www.econbiz.de/10013465745
Saved in:
8
Market efficiency in the age of big data
Martin, Ian
;
Nagel, Stefan
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 154-177
Persistent link: https://www.econbiz.de/10013473732
Saved in:
9
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
10
The realized volatility of commodity futures : interconnectedness and determinants#
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
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