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subject:"Capital income"
~person:"Amidu, Mohammed"
~person:"Gupta, Rangan"
~subject:"ARCH model"
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Capital income
ARCH model
Estimation
252
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252
USA
89
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89
Forecasting model
86
Prognoseverfahren
86
Volatility
81
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Amidu, Mohammed
Gupta, Rangan
Zaremba, Adam
69
McAleer, Michael
64
McMillan, David G.
49
Bollerslev, Tim
43
Pierdzioch, Christian
37
Timmermann, Allan
31
Bali, Turan G.
30
Caporale, Guglielmo Maria
30
Wohar, Mark E.
30
Bohl, Martin T.
29
Ma, Feng
29
Bouri, Elie
27
Chang, Chia-Lin
26
Gil-Alaña, Luis A.
26
Narayan, Paresh Kumar
26
Engle, Robert F.
25
Todorov, Viktor
25
Zhou, Guofu
24
Campbell, John Y.
23
Herwartz, Helmut
23
Nitschka, Thomas
23
Kumar, Dilip
22
Pesaran, M. Hashem
22
Stambaugh, Robert F.
22
Balcilar, Mehmet
21
Cakici, Nusret
21
Diebold, Francis X.
21
Tiwari, Aviral Kumar
21
Wang, Yudong
21
Paolella, Marc S.
20
Caporin, Massimiliano
19
Andersen, Torben
18
Asai, Manabu
18
Jawadi, Fredj
18
Sehgal, Sanjay
18
Umutlu, Mehmet
18
Zhang, Yaojie
18
Ammann, Manuel
17
Chiang, Thomas C.
17
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Department of Economics working paper series
16
The North American journal of economics and finance : a journal of financial economics studies
7
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
Economic modelling
3
International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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1
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
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ECONIS (ZBW)
86
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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
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
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
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:
5
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:
6
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:
7
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:
8
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:
9
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012820409
Saved in:
10
Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach
Bouri, Elie
;
Gupta, Rangan
;
Marfatia, Hardik A.
;
Nel, …
-
2022
Persistent link: https://www.econbiz.de/10013366537
Saved in:
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