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subject:"Prognoseverfahren"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~person:"Gupta, Rangan"
~subject:"Aktienmarkt"
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Prognoseverfahren
Aktienmarkt
Estimation
5
Schätzung
5
Immobilienpreis
4
Real estate price
4
Capital income
3
Forecasting model
3
Kapitaleinkommen
3
USA
3
United States
3
Börsenkurs
2
Cointegration
2
Housing returns
2
Kointegration
2
Nonparametric causality-in-quantiles test
2
Share price
2
Stock market
2
Stock returns
2
Vermögen
2
Volatility
2
Volatilität
2
Wealth
2
Causality analysis
1
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1
Consumption-aggregate wealth ratio
1
Consumption-wealth ratio
1
Dynamic connectedness
1
Elastic net VAR
1
Forecasting
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Hedging
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House prices
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Housing market
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Immobilienmarkt
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Inflation
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Kausalanalyse
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Lasso VAR
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Nichtparametrisches Verfahren
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1
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Gupta, Rangan
Bollerslev, Tim
5
Todorov, Viktor
5
Valkanov, Rossen I.
4
Andersen, Torben
3
Bali, Turan G.
3
Balli, Faruk
3
Bandi, Federico M.
3
Brooks, Robert
3
Fan, Jianqing
3
Ghysels, Eric
3
Kim, Donggyu
3
Moskowitz, Tobias J.
3
Scaillet, Olivier
3
Tamoni, Andrea
3
Timmermann, Allan
3
Wohar, Mark E.
3
Zhou, Guofu
3
Andreou, Elena
2
Asai, Manabu
2
Balcilar, Mehmet
2
Balli, Hatice Ozer
2
Baltussen, Guido
2
Bekaert, Geert
2
Bissoondoyal-Bheenick, Emawtee
2
Brown, Stephen J.
2
Chen, Shyh-Wei
2
Da, Zhi
2
Do, Hung Xuan
2
Hong, Yongmiao
2
Huang, Alex
2
Huang, Dashan
2
Huang, Dengshi
2
Huang, Shiyang
2
Kaniel, Ron
2
Kelly, Bryan T.
2
Lee, Doowon
2
Lee, Hyunchul
2
Lee, Tae-hwy
2
Lin, Tse-Chun
2
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International review of economics & finance : IREF
Journal of econometrics
Journal of financial economics
Department of Economics working paper series
23
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
7
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
5
Economic modelling
4
Applied economics
3
Applied economics letters
3
Energy economics
3
International journal of finance & economics : IJFE
3
Journal of forecasting
3
The European journal of finance
3
Economics and Business Letters : EBL
2
Economics letters
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied financial economics
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
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Defence and peace economics
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Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
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Emerging markets review
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirica : journal of european economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finmap working paper
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International journal of forecasting
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International review of financial analysis
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Journal of behavioral and experimental finance
1
Journal of economics and finance
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Journal of financial markets
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Journal of macroeconomics
1
Journal of multinational financial management
1
Journal of risk
1
Journal of the Operational Research Society
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ECONIS (ZBW)
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1
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
2
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
3
Do cay and cayMS predict stock and housing returns? : evidence from a nonparametric causality test
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 269-279
Persistent link: https://www.econbiz.de/10011747274
Saved in:
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