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subject:"Capital income"
~person:"Amidu, Mohammed"
~person:"Gupta, Rangan"
~subject:"ARCH model"
~subject:"Welt"
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Capital income
ARCH model
Welt
Estimation
256
Schätzung
256
USA
90
United States
90
Forecasting model
88
Prognoseverfahren
88
Volatility
83
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83
Kapitaleinkommen
76
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English
116
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Amidu, Mohammed
Gupta, Rangan
Schneider, Friedrich
110
McAleer, Michael
76
Dreher, Axel
75
Woessmann, Ludger
71
Zaremba, Adam
71
Caporale, Guglielmo Maria
61
Voigt, Stefan
61
Buch, Claudia M.
57
Pesaran, M. Hashem
57
Rose, Andrew
55
McMillan, David G.
50
Nunnenkamp, Peter
49
Pierdzioch, Christian
47
Van Reenen, John
47
MacDonald, Ronald
46
Bollerslev, Tim
44
Levine, Ross
44
Herwartz, Helmut
43
Wohar, Mark E.
41
Acemoglu, Daron
39
Barro, Robert J.
36
Gil-Alaña, Luis A.
36
Chang, Chia-Lin
35
Narayan, Paresh Kumar
35
Bloom, Nicholas
33
Bouri, Elie
33
Ma, Feng
33
Rodrik, Dani
33
Sala-i-Martin, Xavier
33
Gundlach, Erich
32
Robinson, James A.
32
Timmermann, Allan
32
Yilmazkuday, Hakan
32
Balcilar, Mehmet
31
Bali, Turan G.
31
Aghion, Philippe
30
Bohl, Martin T.
30
Cheung, Yin-Wong
30
Frankel, Jeffrey A.
30
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Department of Economics working paper series
24
Finance research letters
9
The North American journal of economics and finance : a journal of financial economics studies
8
Research in international business and finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of forecasting
3
Journal of multinational financial management
3
The European journal of finance
3
Applied economics letters
2
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2
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2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of economics and finance
2
Open economies review
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Working papers / University of Connecticut, Department of Economics
2
Annals of financial economics
1
Applied economics
1
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1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Defence and peace economics
1
Economic systems
1
Economies : open access journal
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
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1
Finmap working paper
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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)
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International economics and economic policy : IEEP
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
International review of financial analysis
1
Journal of behavioral and experimental finance
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ECONIS (ZBW)
116
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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
Effect of temperature on the spread of contagious diseases : evidence from over 2000 years of data
Balcilar, Mehmet
;
Mukherjee, Zinnia
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014317448
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