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subject:"Capital income"
~person:"Amidu, Mohammed"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~subject:"Inflation"
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Capital income
Inflation
Estimation
415
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409
Volatility
168
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168
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126
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122
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135
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Amidu, Mohammed
Gupta, Rangan
McAleer, Michael
Zaremba, Adam
72
Caporale, Guglielmo Maria
49
McMillan, David G.
46
Pierdzioch, Christian
44
Gil-Alaña, Luis A.
43
Bollerslev, Tim
37
Wohar, Mark E.
37
Timmermann, Allan
35
Pesaran, M. Hashem
30
Bohl, Martin T.
29
Bali, Turan G.
28
Belke, Ansgar
28
Tiwari, Aviral Kumar
28
Narayan, Paresh Kumar
27
Todorov, Viktor
25
Zhou, Guofu
24
Campbell, John Y.
23
Nitschka, Thomas
23
Stambaugh, Robert F.
22
Wang, Yudong
22
Balcilar, Mehmet
21
Cakici, Nusret
21
Bouri, Elie
19
Christiano, Lawrence J.
19
Engle, Robert F.
19
Hoesli, Martin
19
Miller, Stephen M.
18
Umutlu, Mehmet
18
Zhang, Yaojie
18
Ammann, Manuel
17
Cecchetti, Stephen G.
17
Diebold, Francis X.
17
Guidolin, Massimo
17
Ma, Feng
17
Salisu, Afees A.
17
Chiang, Thomas C.
16
Conrad, Christian
16
De Grauwe, Paul
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7
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International review of economics & finance : IREF
6
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ECONIS (ZBW)
135
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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 forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
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
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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