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source:"econis"
subject:"Theorie"
~person:"Dustmann, Christian"
~person:"Gupta, Rangan"
~subject:"Immobilienpreis"
~subject:"Share price"
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Dustmann, Christian
Gupta, Rangan
Caporale, Guglielmo Maria
138
Gil-Alaña, Luis A.
113
Pesaran, M. Hashem
84
Pierdzioch, Christian
70
Hautsch, Nikolaus
61
Härdle, Wolfgang
54
McAleer, Michael
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Wohar, Mark E.
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49
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Narayan, Paresh Kumar
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Bohl, Martin T.
47
Bollerslev, Tim
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46
Timmermann, Allan
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Belke, Ansgar
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Koopman, Siem Jan
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Blundell, Richard W.
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Zaremba, Adam
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Acemoglu, Daron
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Jordà, Òscar
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Tiwari, Aviral Kumar
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33
Berg, Gerard J. van den
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Döpke, Jörg
33
Lettau, Martin
33
Serletis, Apostolos
33
Engel, Charles
30
Ghysels, Eric
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Kilian, Lutz
30
Linton, Oliver
30
Ludvigson, Sydney C.
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Lütkepohl, Helmut
30
Mumtaz, Haroon
30
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Department of Economics working paper series
17
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Working papers / University of Connecticut, Department of Economics
6
International review of economics & finance : IREF
5
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ECONIS (ZBW)
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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
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
3
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:
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
Stock market bubbles and the forecastability of gold returns (and volatility)
Gabauer, David
;
Gupta, Rangan
;
Karmakar, Sayar
; …
-
2022
Persistent link: https://www.econbiz.de/10013253753
Saved in:
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