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subject:"United States"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of economics & finance : IREF"
~person:"Gupta, Rangan"
~person:"Liu, Li"
~person:"Maghyereh, Aktham I."
~person:"Yoon, Seong-min"
~subject:"Asset allocation"
~subject:"Business cycle"
~subject:"Erdöl"
~subject:"Germany"
~subject:"Prognoseverfahren"
~subject:"Shock"
~subject:"VAR-Modell"
~type:"article"
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United States
Asset allocation
Business cycle
Erdöl
Germany
Prognoseverfahren
Shock
VAR-Modell
Estimation
26
Schätzung
26
Oil price
13
Volatility
13
Volatilität
13
Ölpreis
13
Börsenkurs
10
Capital income
10
Forecasting model
10
Kapitaleinkommen
10
Share price
10
Aktienmarkt
9
Stock market
9
Time series analysis
6
USA
6
VAR model
6
Welt
6
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6
Zeitreihenanalyse
6
ARCH model
5
ARCH-Modell
5
Spillover effect
5
Spillover-Effekt
5
Cointegration
4
Immobilienpreis
4
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4
Oil market
4
Real estate price
4
Schock
4
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3
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3
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3
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3
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3
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18
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Gupta, Rangan
Liu, Li
Maghyereh, Aktham I.
Yoon, Seong-min
Ma, Feng
10
Wang, Yudong
10
Balcilar, Mehmet
7
Wohar, Mark E.
7
Salisu, Afees A.
6
Wei, Yu
6
Lee, Chien-chiang
5
Hammoudeh, Shawkat
4
McMillan, David G.
4
Yin, Libo
4
Cai, Yifei
3
Caporin, Massimiliano
3
Cheung, Yin-Wong
3
Chevallier, Julien
3
Huang, Dengshi
3
Ji, Qiang
3
Lu, Xinjie
3
McAleer, Michael
3
Nonejad, Nima
3
Shahzad, Syed Jawad Hussain
3
Shamsuddin, Abul
3
Sousa, Ricardo M.
3
Thai-Ha Le
3
Wang, Jiqian
3
Wang, Shouyang
3
Wu, Chongfeng
3
Zhang, Yaojie
3
Ahmad, Wasim
2
Ali, Syed Zahid
2
Aloui, Chaker
2
Beckmann, Joscha
2
Bohl, Martin T.
2
Bredin, Donal
2
Caporale, Guglielmo Maria
2
Caraiani, Petre
2
Chang, Chun Ping
2
Chen, Shiu-sheng
2
Clarida, Richard H.
2
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Department of Economics working paper series
Energy economics
International journal of finance & economics : IJFE
International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
11
Economic modelling
7
Finance research letters
7
Applied economics letters
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economics letters
5
Applied economics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Economics and Business Letters : EBL
3
Journal of forecasting
3
Journal of macroeconomics
3
Research in international business and finance
3
Structural change and economic dynamics : SC+ED
3
Economics, management and financial markets
2
Emerging markets review
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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 European journal of finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Annals of financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contemporary economics
1
Dae oe gyeong je yeon gu
1
Defence and peace economics
1
Economic systems
1
Empirica : journal of european economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
International journal of strategic property management
1
International review of financial analysis
1
Journal of business economics and management
1
Journal of economic studies
1
Journal of economics and finance
1
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ECONIS (ZBW)
18
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1
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:
2
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:
3
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:
4
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
5
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
6
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
7
The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
91
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012518658
Saved in:
8
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
9
It's not that important : the negligible effect of oil market uncertainty
Yin, Libo
;
Feng, Jiabao
;
Liu, Li
;
Wang, Yudong
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 62-84
Persistent link: https://www.econbiz.de/10012203810
Saved in:
10
Do house prices hedge inflation in the US? : a quantile cointegration approach
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 15-26
Persistent link: https://www.econbiz.de/10012033339
Saved in:
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