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subject:"Capital income"
~person:"Amidu, Mohammed"
~person:"Gupta, Rangan"
~subject:"ARCH model"
~subject:"Kausalanalyse"
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Capital income
ARCH model
Kausalanalyse
Estimation
256
Schätzung
256
USA
90
United States
90
Forecasting model
88
Prognoseverfahren
88
Volatility
83
Volatilität
83
Kapitaleinkommen
76
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73
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73
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58
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50
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26
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English
103
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Amidu, Mohammed
Gupta, Rangan
Zaremba, Adam
70
McAleer, Michael
65
McMillan, David G.
49
Bollerslev, Tim
43
Pierdzioch, Christian
39
Narayan, Paresh Kumar
36
Caporale, Guglielmo Maria
35
Ma, Feng
32
Bouri, Elie
31
Timmermann, Allan
31
Wohar, Mark E.
31
Bali, Turan G.
30
Tiwari, Aviral Kumar
30
Balcilar, Mehmet
29
Bohl, Martin T.
29
Chang, Chia-Lin
27
Engle, Robert F.
26
Gil-Alaña, Luis A.
26
Herwartz, Helmut
25
Pesaran, M. Hashem
25
Todorov, Viktor
25
Zhou, Guofu
24
Campbell, John Y.
23
Nitschka, Thomas
23
Caporin, Massimiliano
22
Kumar, Dilip
22
Stambaugh, Robert F.
22
Wang, Yudong
22
Cakici, Nusret
21
Diebold, Francis X.
21
Afonso, António
20
Apergēs, Nikolaos
20
Paolella, Marc S.
20
Pradhan, Rudra Prakash
20
Zhang, Yaojie
20
Lee, Chien-chiang
19
Andersen, Torben
18
Asai, Manabu
18
Jawadi, Fredj
18
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Department of Economics working paper series
18
The North American journal of economics and finance : a journal of financial economics studies
8
Finance research letters
6
Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics
3
Economic modelling
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of multinational financial management
3
The European journal of finance
3
Working papers / University of Connecticut, Department of Economics
3
Defence and peace economics
2
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2
Economics and Business Letters : EBL
2
Empirica : journal of european economics
2
Journal of economics and finance
2
Journal of forecasting
2
Open economies review
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics letters
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Economics letters
1
Economies : open access journal
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Finmap working paper
1
Global Research Unit working paper
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International journal of forecasting
1
International journal of strategic property management
1
International review of financial analysis
1
Journal of applied economics
1
Journal of risk
1
Journal of world economic review
1
Pacific-Basin finance journal
1
Structural change and economic dynamics : SC+ED
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
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ECONIS (ZBW)
103
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
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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