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subject:"United States"
type_genre:"Article in journal"
~person:"Gil-Alaña, Luis A."
~person:"Pierdzioch, Christian"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
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United States
Kapitaleinkommen
Prognoseverfahren
Estimation
179
Schätzung
179
Time series analysis
83
Zeitreihenanalyse
83
Cointegration
51
Kointegration
51
Fractional integration
43
Theorie
43
Theory
43
Börsenkurs
42
Share price
42
Volatility
37
Volatilität
37
USA
36
Capital income
34
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28
Aktienmarkt
26
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26
fractional integration
25
Deutschland
24
Germany
24
Großbritannien
22
United Kingdom
22
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20
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19
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19
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18
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16
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16
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Einheitswurzeltest
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14
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14
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14
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14
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13
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Undetermined
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Article
74
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Article in journal
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75
Working Paper
75
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74
Graue Literatur
74
Non-commercial literature
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English
74
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Gil-Alaña, Luis A.
Pierdzioch, Christian
Gupta, Rangan
111
Zaremba, Adam
59
Wohar, Mark E.
43
McMillan, David G.
37
Caporale, Guglielmo Maria
34
Ma, Feng
33
Bahmani-Oskooee, Mohsen
31
Bollerslev, Tim
26
Narayan, Paresh Kumar
25
Balcilar, Mehmet
24
Tiwari, Aviral Kumar
24
Wang, Yudong
24
Zhang, Yaojie
23
Apergēs, Nikolaos
21
Bali, Turan G.
21
Cakici, Nusret
19
McAleer, Michael
19
Moosa, Imad A.
19
Salisu, Afees A.
19
Todorov, Viktor
19
Demirer, Rıza
18
Bouri, Elie
17
Kumar, Dilip
17
Marcellino, Massimiliano
17
Brooks, Robert
16
Jawadi, Fredj
16
Xuan Vinh Vo
16
Koopman, Siem Jan
15
Nonejad, Nima
15
Payne, James E.
15
Sehgal, Sanjay
15
Andersen, Torben
14
Bohl, Martin T.
14
Chiang, Thomas C.
14
Heckman, James J.
14
Hsing, Yu
14
Lee, Chien-chiang
14
Long, Huaigang
14
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Applied economics letters
7
Finance research letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International review of financial analysis
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied financial economics
2
International journal of finance & economics : IJFE
2
Journal of economics and finance : JEF
2
Journal of forecasting
2
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2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
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1
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1
Applied economics
1
Applied economics quarterly
1
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1
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1
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1
Empirica : journal of european economics
1
European journal of political economy
1
International advances in economic research
1
International economics and economic policy : IEEP
1
International review of economics & finance : IREF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of banking & finance
1
Journal of economics & business
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Oxford bulletin of economics and statistics
1
Recherches économiques de Louvain
1
Research in international business and finance
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Review of development finance
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ECONIS (ZBW)
74
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
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
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
4
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
5
U.S. house prices by Census Division : persistence, trends and structural breaks
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
International advances in economic research
29
(
2023
)
1/2
,
pp. 79-90
Persistent link: https://www.econbiz.de/10014251676
Saved in:
6
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
7
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
8
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
9
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
10
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
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