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subject:"Capital income"
~person:"Amidu, Mohammed"
~person:"Diebold, Francis X."
~person:"Gupta, Rangan"
~subject:"Causality analysis"
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Capital income
Causality analysis
Estimation
340
Schätzung
340
Forecasting model
117
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117
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114
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114
Volatility
102
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Amidu, Mohammed
Diebold, Francis X.
Gupta, Rangan
Zaremba, Adam
70
McMillan, David G.
46
Pierdzioch, Christian
40
Bollerslev, Tim
37
Narayan, Paresh Kumar
32
Timmermann, Allan
31
Wohar, Mark E.
30
Bohl, Martin T.
29
Bali, Turan G.
28
Caporale, Guglielmo Maria
28
Tiwari, Aviral Kumar
28
Balcilar, Mehmet
27
Pesaran, M. Hashem
25
Todorov, Viktor
25
McAleer, Michael
24
Zhou, Guofu
24
Campbell, John Y.
23
Gil-Alaña, Luis A.
23
Nitschka, Thomas
23
Bouri, Elie
22
Stambaugh, Robert F.
22
Wang, Yudong
22
Cakici, Nusret
21
Engle, Robert F.
20
Pradhan, Rudra Prakash
20
Afonso, António
19
Ma, Feng
19
Apergēs, Nikolaos
18
Umutlu, Mehmet
18
Weber, Andrea
18
Zhang, Yaojie
18
Ammann, Manuel
17
Guidolin, Massimo
17
Hoesli, Martin
17
Pei, Zhuan
17
Shahbaz, Muhammad
17
Hsu, Yu-Chin
16
Lee, Chien-chiang
16
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16
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7
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4
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ECONIS (ZBW)
110
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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
Climate risks and real gold returns over 750 years
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10015051330
Saved in:
5
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
6
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:
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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