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subject:"United States"
type_genre:"Article in journal"
~person:"Gupta, Rangan"
~person:"Lanne, Markku"
~subject:"1953-1990"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
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Search: subject_exact:"Estimation"
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United States
1953-1990
Kapitaleinkommen
Volatility
Estimation
183
Schätzung
183
Forecasting model
64
Prognoseverfahren
64
Volatilität
63
USA
60
Capital income
58
Börsenkurs
54
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54
Aktienmarkt
39
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39
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35
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35
Time series analysis
35
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35
Welt
31
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31
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29
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29
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27
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27
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24
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Article
119
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120
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61
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61
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120
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Gupta, Rangan
Lanne, Markku
Zaremba, Adam
59
Bahmani-Oskooee, Mohsen
52
Wohar, Mark E.
51
Gil-Alaña, Luis A.
47
Caporale, Guglielmo Maria
41
McMillan, David G.
37
Pierdzioch, Christian
35
Ma, Feng
32
Tiwari, Aviral Kumar
31
Balcilar, Mehmet
29
Narayan, Paresh Kumar
29
Bollerslev, Tim
28
Xuan Vinh Vo
28
Todorov, Viktor
27
Apergēs, Nikolaos
26
McAleer, Michael
26
Bouri, Elie
25
Wang, Yudong
23
Bali, Turan G.
21
Kumar, Dilip
21
Cakici, Nusret
20
Zhang, Yaojie
20
Brooks, Robert
19
Chiang, Thomas C.
19
Belke, Ansgar
18
Hammoudeh, Shawkat
18
Hsing, Yu
18
Jawadi, Fredj
18
Kang, Sang Hoon
18
Lee, Chien-chiang
18
Sehgal, Sanjay
18
Yoon, Seong-min
18
Demirer, Rıza
17
Payne, James E.
17
Rashid, Abdul
17
Salisu, Afees A.
17
Serletis, Apostolos
17
Andersen, Torben
16
Mensi, Walid
16
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The North American journal of economics and finance : a journal of financial economics studies
10
Finance research letters
6
Applied economics letters
5
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
Research in international business and finance
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Economic modelling
4
Economics and Business Letters : EBL
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
Applied economics
2
Economics, management and financial markets
2
Energy economics
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Journal of multinational financial management
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
The review of economics and statistics
2
Applied financial economics
1
Defence and peace economics
1
Economic systems
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economies : open access journal
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International journal of forecasting
1
International journal of strategic property management
1
International review of financial analysis
1
Journal of behavioral and experimental finance
1
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ECONIS (ZBW)
120
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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
Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests
Apergēs, Nikolaos
;
Gavriilidis, Konstantinos
;
Gupta, Rangan
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
6
,
pp. 1484-1498
Persistent link: https://www.econbiz.de/10014384510
Saved in:
3
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
4
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:
5
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
6
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
7
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
8
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
9
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
10
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
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