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subject:"Share price"
~person:"Cakici, Nusret"
~person:"Engle, Robert F."
~person:"Gupta, Rangan"
~person:"McMillan, David G."
~person:"Pierdzioch, Christian"
~subject:"Kapitaleinkommen"
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Share price
Kapitaleinkommen
Estimation
502
Schätzung
502
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170
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Cakici, Nusret
Engle, Robert F.
Gupta, Rangan
McMillan, David G.
Pierdzioch, Christian
Caporale, Guglielmo Maria
74
Zaremba, Adam
71
Gil-Alaña, Luis A.
54
McAleer, Michael
52
Bollerslev, Tim
46
Bohl, Martin T.
45
Narayan, Paresh Kumar
44
Hautsch, Nikolaus
40
Todorov, Viktor
39
Wohar, Mark E.
39
Bali, Turan G.
36
Timmermann, Allan
35
Campbell, John Y.
33
Theissen, Erik
31
Tiwari, Aviral Kumar
31
Allen, David E.
30
Pesaran, M. Hashem
30
Lettau, Martin
29
Bouri, Elie
28
Ludvigson, Sydney C.
27
Härdle, Wolfgang
26
Nitschka, Thomas
25
Ma, Feng
24
Stulz, René M.
24
Zhou, Guofu
24
Ang, Andrew
22
Lo, Andrew W.
22
Stambaugh, Robert F.
22
Wang, Yudong
22
Balcilar, Mehmet
21
Cheung, Yin-Wong
21
Chiang, Thomas C.
21
Ghysels, Eric
21
Guidolin, Massimo
21
Lux, Thomas
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National Bureau of Economic Research
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Department of Economics working paper series
18
Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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Research in international business and finance
7
International journal of finance & economics : IJFE
6
The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Kieler Arbeitspapiere
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ECONIS (ZBW)
247
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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
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014527106
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
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
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
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
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
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