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subject:"Capital income"
~person:"Amidu, Mohammed"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~subject:"Theory"
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Capital income
Theory
Estimation
415
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409
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168
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126
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Amidu, Mohammed
Gupta, Rangan
McAleer, Michael
Caporale, Guglielmo Maria
96
Gil-Alaña, Luis A.
91
Pesaran, M. Hashem
85
Zaremba, Adam
70
Pierdzioch, Christian
61
Härdle, Wolfgang
54
Timmermann, Allan
52
McMillan, David G.
50
Heckman, James J.
48
Bollerslev, Tim
46
Marcellino, Massimiliano
46
Hautsch, Nikolaus
45
Wohar, Mark E.
43
Herwartz, Helmut
42
Blundell, Richard W.
39
Koopman, Siem Jan
39
Bali, Turan G.
38
Stambaugh, Robert F.
37
Belzil, Christian
36
Campbell, John Y.
36
Engle, Robert F.
35
Acemoglu, Daron
34
Bohl, Martin T.
34
Berg, Gerard J. van den
33
Narayan, Paresh Kumar
33
Serletis, Apostolos
32
Todorov, Viktor
32
Belke, Ansgar
31
Diebold, Francis X.
30
Engel, Charles
30
Kilian, Lutz
30
Semmler, Willi
30
Basu, Susanto
29
Engsted, Tom
29
Kumbhakar, Subal
29
Buch, Claudia M.
28
Cakici, Nusret
28
Feenstra, Robert C.
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ECONIS (ZBW)
141
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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
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
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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