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subject:"Capital income"
~person:"Amidu, Mohammed"
~person:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~source:"econis"
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Capital income
Estimation
663
Schätzung
662
Time series analysis
242
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242
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194
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194
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194
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Amidu, Mohammed
Gil-Alaña, Luis A.
Gupta, Rangan
McAleer, Michael
Zaremba, Adam
70
McMillan, David G.
46
Pierdzioch, Christian
38
Bollerslev, Tim
37
Timmermann, Allan
31
Bohl, Martin T.
29
Wohar, Mark E.
29
Bali, Turan G.
28
Todorov, Viktor
25
Zhou, Guofu
24
Campbell, John Y.
23
Caporale, Guglielmo Maria
23
Nitschka, Thomas
23
Pesaran, M. Hashem
22
Stambaugh, Robert F.
22
Wang, Yudong
22
Cakici, Nusret
21
Narayan, Paresh Kumar
21
Bouri, Elie
19
Engle, Robert F.
19
Tiwari, Aviral Kumar
18
Umutlu, Mehmet
18
Zhang, Yaojie
18
Ammann, Manuel
17
Guidolin, Massimo
17
Hoesli, Martin
17
Ma, Feng
17
Moskowitz, Tobias J.
16
Chiang, Thomas C.
15
Diebold, Francis X.
15
Guo, Hui
15
Kumar, Dilip
15
Long, Huaigang
15
Sehgal, Sanjay
15
Tang, Yi
15
Ang, Andrew
14
Balcilar, Mehmet
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7
International review of economics & finance : IREF
5
Research in international business and finance
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
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
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
4
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:
5
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:
6
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
7
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:
8
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:
9
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:
10
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
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