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subject:"United States"
type_genre:"Article in journal"
~person:"Lanne, Markku"
~person:"Miller, Stephen M."
~person:"Moretti, Enrico"
~person:"Salisu, Afees A."
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation"
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United States
Estimation
147
Schätzung
147
USA
81
Time series analysis
31
Zeitreihenanalyse
31
Börsenkurs
27
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27
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27
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27
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23
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36
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English
81
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Lanne, Markku
Miller, Stephen M.
Moretti, Enrico
Salisu, Afees A.
Gupta, Rangan
85
Gil-Alaña, Luis A.
77
Caporale, Guglielmo Maria
71
Heckman, James J.
65
Hamermesh, Daniel S.
39
Bahmani-Oskooee, Mohsen
31
McAleer, Michael
31
Belke, Ansgar
29
Neumark, David
29
Pesaran, M. Hashem
29
Glaeser, Edward L.
28
Marcellino, Massimiliano
28
Malley, James R.
27
Wohar, Mark E.
27
Haltiwanger, John C.
26
Karanassou, Marika
26
Stulz, René M.
26
Engle, Robert F.
25
Kilian, Lutz
25
Schorfheide, Frank
25
Timmermann, Allan
25
Balcilar, Mehmet
24
Basu, Susanto
24
Bollerslev, Tim
24
Christiano, Lawrence J.
24
Bloom, Nicholas
23
Blundell, Richard W.
23
Campbell, John Y.
23
Koopman, Siem Jan
23
Autor, David H.
22
Diebold, Francis X.
22
Eichenbaum, Martin S.
22
Eickmeier, Sandra
22
Hautsch, Nikolaus
22
Angrist, Joshua D.
21
Belzil, Christian
21
Cheung, Yin-Wong
21
Gruber, Jonathan
21
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Working papers / University of Connecticut, Department of Economics
18
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8
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3
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1
Journal of political economy
1
Journal of public economics
1
Journal of risk and uncertainty : JRU
1
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Massachusetts Institute of Technology Department of Economics working paper series : working paper
1
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1
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1
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1
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1
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ECONIS (ZBW)
81
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1
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81
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date (oldest first)
1
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:
2
Bitcoin prices and the realized volatility of US sectoral stock returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270159
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
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:
5
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:
6
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.
; …
-
2020
Persistent link: https://www.econbiz.de/10012391015
Saved in:
7
The time-varying nature of risk aversion : evidence from 60 years of U.S. stock market data
Pépin, Dominique
;
Miller, Stephen M.
-
2020
Persistent link: https://www.econbiz.de/10012391037
Saved in:
8
Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.
;
Olaniran, Abeeb
;
Tchankam, Jean Paul
- In:
Energy economics
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
Saved in:
9
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
10
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
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