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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Applied economics"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of business economics and management"
~isPartOf:"Journal of forecasting"
~person:"Blazsek, Szabolcs"
~person:"Gupta, Rangan"
~person:"Smith, Jeremy"
~person:"Taylor, James W."
~subject:"Estimation theory"
~subject:"Hurst exponent"
~subject:"Mathematische Optimierung"
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Portfolio-Management
United States
Estimation theory
Hurst exponent
Mathematische Optimierung
Theorie
33
Theory
33
Forecasting model
22
Prognoseverfahren
22
Capital income
8
Kapitaleinkommen
8
Time series analysis
8
USA
8
Zeitreihenanalyse
8
Risiko
7
Risk
7
Volatility
7
Volatilität
7
forecasting
6
Aktienmarkt
5
Statistical distribution
5
Statistische Verteilung
5
Stock market
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Börsenkurs
4
Estimation
4
Predictability
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Risikoprämie
4
Risk premium
4
Schätzung
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Share price
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CAPM
3
Forecast
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Hedging
3
Prognose
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Regression analysis
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Regressionsanalyse
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Risikomaß
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Risk measure
3
Schätztheorie
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15
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Blazsek, Szabolcs
Gupta, Rangan
Smith, Jeremy
Taylor, James W.
Fabozzi, Frank J.
5
Boudt, Kris
3
Gil-Alaña, Luis A.
3
Johnson, Paul A.
3
Li, Daye
3
McAleer, Michael
3
Nawrocki, David N.
3
Peel, David
3
Ravishanker, Nalini
3
Sengupta, Jati K.
3
Wohar, Mark E.
3
Banerjee, Anurag Narayan
2
Belton, Willie James
2
Bessler, David A.
2
Bonham, Carl Stanley
2
Božović, Miloš
2
Brännäs, Kurt
2
Caldeira, João F.
2
Cassou, Steven Peter
2
Castañeda, Pablo
2
Chan, Wai-Sum
2
Chen, Jingnan
2
Clements, Michael P.
2
Csóka, Péter
2
Dai, Zhifeng
2
Eckard, Edwin W.
2
Fang, Yan
2
Guesmi, Khaled
2
Hodoshima, Jiro
2
Hudson, John
2
Hung, Mao-Wei
2
Jang, Bong-Gyu
2
Kim, Jang Ho
2
Kim, Woo Chang
2
Ko, Hyungjin
2
Kolari, James W.
2
Kumbhakar, Subal
2
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Applied economics
Finance research letters
Journal of business economics and management
Journal of forecasting
Warwick economic research papers
3
Journal of macroeconomics
2
Working papers / University of Connecticut, Department of Economics
2
Annals of financial economics
1
Computational economics
1
Department of Economics working paper series
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International business and economics research journal
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Macroeconomic dynamics
1
Pacific-Basin finance journal
1
Panoeconomicus
1
Research discussion paper / Reserve Bank of Australia
1
SERIEs : Journal of the Spanish Economic Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working paper
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Working papers in quantitative economics and econometrics
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ECONIS (ZBW)
15
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1
Time-varying risk aversion and forecastability of the US term structure of interest rates
Bouri, Elie
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
Finance research letters
42
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014582612
Saved in:
2
Stock market efficiency analysis using long spans of Data : a multifractal detrended fluctuation approach
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
- In:
Finance research letters
28
(
2019
),
pp. 398-411
Persistent link: https://www.econbiz.de/10012388354
Saved in:
3
Equity market neutral hedge funds and the stock market : an application of score-driven copula models
Ayala, Astrid
;
Blazsek, Szabolcs
- In:
Applied economics
50
(
2018
)
37
,
pp. 4005-4023
Persistent link: https://www.econbiz.de/10012060246
Saved in:
4
Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
Gupta, Rangan
;
Olson, Eric
;
Wohar, Mark E.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 640-650
Persistent link: https://www.econbiz.de/10011861401
Saved in:
5
QARMA-Beta-t-EGARCH versus ARMA-GARCH : an application to S & P 500
Blazsek, Szabolcs
;
Mendoza, Vicente
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 1119-1129
Persistent link: https://www.econbiz.de/10011432926
Saved in:
6
Forecasting US consumer price index : does nonlinearity matter?
Álvarez-Díaz, Marcos
;
Gupta, Rangan
- In:
Applied economics
48
(
2016
)
46/48
,
pp. 4462-4475
Persistent link: https://www.econbiz.de/10011640110
Saved in:
7
Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios
;
Gupta, Rangan
;
Majumdar, Anandamayee
- In:
Finance research letters
18
(
2016
),
pp. 291-296
Persistent link: https://www.econbiz.de/10011657223
Saved in:
8
US inflation dynamics on long-range data
Plakandaras, Vasilios
;
Gkonkas, Periklēs
;
Gupta, Rangan
; …
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3874-3890
Persistent link: https://www.econbiz.de/10011294308
Saved in:
9
Intertemporal portfolio allocationn and hedging demand : an application to South Africa
Van Wyk de Vries, Esti
;
Gupta, Rangan
;
Van Eyden, Reneé
- In:
Journal of business economics and management
15
(
2014
)
4
,
pp. 744-775
Persistent link: https://www.econbiz.de/10010415874
Saved in:
10
Forecasting house prices for the four census regions and the aggregate US economy in a data-rich environment
Gupta, Rangan
- In:
Applied economics
45
(
2013
)
31/33
,
pp. 4677-4697
Persistent link: https://www.econbiz.de/10010225005
Saved in:
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