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source:"econis"
subject:"Theorie"
~person:"Bollerslev, Tim"
~person:"Wohar, Mark E."
~subject:"Prognoseverfahren"
~subject:"World"
~type_genre:"Aufsatz in Zeitschrift"
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Theorie
Prognoseverfahren
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Estimation
109
Schätzung
109
Capital income
45
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45
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42
Volatilität
42
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37
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32
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Bollerslev, Tim
Wohar, Mark E.
Gupta, Rangan
94
Gil-Alaña, Luis A.
42
Zaremba, Adam
39
Pierdzioch, Christian
38
Bahmani-Oskooee, Mohsen
34
Caporale, Guglielmo Maria
33
Ma, Feng
33
Narayan, Paresh Kumar
30
McMillan, David G.
29
Apergēs, Nikolaos
28
Wang, Yudong
28
Balcilar, Mehmet
27
Lee, Chien-chiang
27
Moosa, Imad A.
26
Serletis, Apostolos
26
Kumbhakar, Subal
25
Zhang, Yaojie
24
MacDonald, Ronald
22
Hammoudeh, Shawkat
21
Salisu, Afees A.
21
Schneider, Friedrich
21
Bouri, Elie
20
McAleer, Michael
20
Pesaran, M. Hashem
20
Tiwari, Aviral Kumar
20
Xuan Vinh Vo
20
Shahbaz, Muhammad
19
Westerlund, Joakim
18
Ghysels, Eric
17
Herwartz, Helmut
17
Kumar, Dilip
17
Rose, Andrew
17
Chang, Tsangyao
16
Nonejad, Nima
16
Bali, Turan G.
15
Jalles, João Tovar
15
Koopman, Siem Jan
15
Todorov, Viktor
15
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Finance research letters
3
Journal of econometrics
3
Journal of financial economics
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
Energy economics
2
International review of economics & finance : IREF
2
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Economics and Business Letters : EBL
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
International journal of forecasting
1
International review of financial analysis
1
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1
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1
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1
Journal of financial and quantitative analysis : JFQA
1
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1
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1
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1
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1
Journal of money, credit and banking : JMCB
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Structural change and economic dynamics : SC+ED
1
Symposium on forecasting and empirical methods in macroeconomics and finance
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The European journal of finance
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The Manchester School
1
The economic journal : the journal of the Royal Economic Society
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The world economy : the leading journal on international economic relations
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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What drives most jumps in global crude oil prices? : fundamental shortage conditions, cartel, geopolitics or the behaviour of financial market participants
Selmi, Refk
;
Hammoudeh, Shawkat
;
Wohar, Mark E.
- In:
The world economy : the leading journal on …
46
(
2023
)
3
,
pp. 598-618
Persistent link: https://www.econbiz.de/10014303343
Saved in:
2
Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices
Selmi, Refk
;
Wohar, Mark E.
;
Deisting, Florent
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 56-67
Persistent link: https://www.econbiz.de/10014461539
Saved in:
3
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
4
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
5
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
6
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
7
Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate
Olayeni, Olaolu Richard
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Energy economics
92
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518924
Saved in:
8
The effect of global and regional stock market shocks on safe haven assets
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Structural change and economic dynamics : SC+ED
54
(
2020
),
pp. 297-308
Persistent link: https://www.econbiz.de/10012499705
Saved in:
9
The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Çepni, Oğuzhan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Applied economics
52
(
2020
)
5
,
pp. 528-536
Persistent link: https://www.econbiz.de/10012197432
Saved in:
10
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
; …
- In:
Finance research letters
29
(
2019
),
pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
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