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subject:"Kapitaleinkommen"
~person:"Goetzmann, William N."
~person:"Guidolin, Massimo"
~person:"Gupta, Rangan"
~subject:"Efficient market hypothesis"
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Kapitaleinkommen
Efficient market hypothesis
Estimation
323
Schätzung
323
Forecasting model
108
Prognoseverfahren
108
Capital income
106
USA
105
United States
105
Börsenkurs
94
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94
Volatility
94
Volatilität
94
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61
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61
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27
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27
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27
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26
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26
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26
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26
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25
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25
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25
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38
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68
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English
106
Author
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Goetzmann, William N.
Guidolin, Massimo
Gupta, Rangan
Zaremba, Adam
70
McMillan, David G.
46
Caporale, Guglielmo Maria
41
Bollerslev, Tim
39
Pierdzioch, Christian
38
Gil-Alaña, Luis A.
35
Timmermann, Allan
31
Bohl, Martin T.
29
Wohar, Mark E.
29
Bali, Turan G.
28
Campbell, John Y.
26
Narayan, Paresh Kumar
26
Todorov, Viktor
25
Zhou, Guofu
24
McAleer, Michael
23
Nitschka, Thomas
23
Wang, Yudong
23
Pesaran, M. Hashem
22
Stambaugh, Robert F.
22
Cakici, Nusret
21
Tiwari, Aviral Kumar
21
Bouri, Elie
19
Engle, Robert F.
19
Umutlu, Mehmet
18
Zhang, Yaojie
18
Ammann, Manuel
17
Diebold, Francis X.
17
Hoesli, Martin
17
Ma, Feng
17
Kumar, Dilip
16
Moskowitz, Tobias J.
16
Chiang, Thomas C.
15
Guo, Hui
15
Kim, Jae H.
15
Long, Huaigang
15
Mittnik, Stefan
15
Sehgal, Sanjay
15
Tang, Yi
15
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National Bureau of Economic Research
3
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1
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Department of Economics working paper series
16
Finance research letters
7
The North American journal of economics and finance : a journal of financial economics studies
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
BAFFI CAREFIN Centre Research Paper
3
Economic modelling
3
International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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2
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2
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ECONIS (ZBW)
106
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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 real gold returns over 750 years
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10015051330
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
Time-varying risk aversion and international stock returns
Guidolin, Massimo
;
Hansen, Erwin
;
Cabrera, Gabriel
-
2023
-
This version: August 2023
Persistent link: https://www.econbiz.de/10014470638
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
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