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subject:"Theorie"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of forecasting"
~person:"Attanasio, Orazio P."
~person:"Bikker, Jacob A."
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~person:"Lindé, Jesper"
~person:"Malindretos, John"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Serletis, Apostolos"
~person:"Timmermann, Allan"
~person:"Wang, Yudong"
~person:"Xuan Vinh Vo"
~subject:"Forecasting model"
~subject:"Real estate price"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Theorie
Forecasting model
Real estate price
Schätzung
Estimation
33
Capital income
13
Kapitaleinkommen
13
Prognoseverfahren
13
Volatility
12
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33
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Attanasio, Orazio P.
Bikker, Jacob A.
Gupta, Rangan
Hammoudeh, Shawkat
Lindé, Jesper
Malindretos, John
Pierdzioch, Christian
Semmler, Willi
Serletis, Apostolos
Timmermann, Allan
Wang, Yudong
Xuan Vinh Vo
Wohar, Mark E.
7
Balcilar, Mehmet
5
Bollerslev, Tim
5
Gil-Alaña, Luis A.
5
Kelly, Bryan T.
5
Salisu, Afees A.
5
Kutan, Ali Mustafa
4
Lee, Chien-chiang
4
Moskowitz, Tobias J.
4
Todorov, Viktor
4
Wu, Chunchi
4
Arize, Augustine Chuck
3
Bai, Jennie
3
Bali, Turan G.
3
Balli, Faruk
3
Beckmann, Joscha
3
Brooks, Robert
3
Chan, Ngai Hang
3
Chang, Tsangyao
3
Chen, Shyh-Wei
3
Chiang, Thomas C.
3
Christoffersen, Peter F.
3
Giannellis, Nikolaos
3
Hong, Harrison G.
3
Kaniel, Ron
3
Karathanasopoulos, Andreas
3
Levine, Ross
3
Lo, Andrew W.
3
McAleer, Michael
3
Nagel, Stefan
3
Narayan, Seema
3
Pástor, Ľuboš
3
Santa-Clara, Pedro
3
Sosvilla-Rivero, Simón
3
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International review of economics & finance : IREF
Journal of financial economics
Journal of forecasting
Applied economics
21
Energy economics
21
The North American journal of economics and finance : a journal of financial economics studies
20
Finance research letters
15
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11
International journal of finance & economics : IJFE
11
Macroeconomic dynamics
11
Applied economics letters
10
International review of financial analysis
10
Research in international business and finance
10
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9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Open economies review
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of international financial markets, institutions & money
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
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5
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Economics and Business Letters : EBL
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
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Pacific-Basin finance journal
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The energy journal
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Empirica : journal of european economics
3
International journal of economics and finance
3
International journal of forecasting
3
Journal of applied econometrics
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Journal of economic behavior & organization : JEBO
3
Journal of economics and finance
3
Journal of international money and finance
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Journal of multinational financial management
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ECONIS (ZBW)
33
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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
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Bossman, Ahmed
;
Gubareva, Mariya
;
Agyei, Samuel Kwaku
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 699-719
Persistent link: https://www.econbiz.de/10014492252
Saved in:
3
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
4
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
5
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
6
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
7
The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Onay, Yigit
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1725-1740
Persistent link: https://www.econbiz.de/10013465745
Saved in:
8
Uncertainty and the predictability of stock returns
Cai, Wensheng
;
Pan, Zhiyuan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 765-792
Persistent link: https://www.econbiz.de/10013287857
Saved in:
9
Good oil volatility, bad oil volatility, and stock return predictability
Xiao, Jihong
;
Wang, Yudong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 953-966
Persistent link: https://www.econbiz.de/10013342796
Saved in:
10
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
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