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subject:"Volatilität"
~isPartOf:"Applied economics letters"
~isPartOf:"International review of economics & finance : IREF"
~person:"Balcilar, Mehmet"
~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~subject:"Oil price"
~subject:"Schätztheorie"
~subject:"United States"
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Volatilität
Oil price
Schätztheorie
United States
Estimation
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16
USA
7
Volatility
7
Forecasting model
6
Immobilienpreis
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Balcilar, Mehmet
Chang, Chia-Lin
Gupta, Rangan
Hautsch, Nikolaus
Gil-Alaña, Luis A.
7
Wohar, Mark E.
5
Xuan Vinh Vo
5
Caporale, Guglielmo Maria
4
Chang, Tsangyao
4
Huang, Ho-chuan
4
Bahmani-Oskooee, Mohsen
3
Brooks, Robert
3
Goel, Rajeev K.
3
Hammoudeh, Shawkat
3
Jawadi, Fredj
3
Ma, Feng
3
McAleer, Michael
3
Salisu, Afees A.
3
Sousa, Ricardo M.
3
Wang, Yudong
3
Yin, Libo
3
Aoki, Takaaki
2
Baldi, Lucia
2
Bhaskara Rao, Buddhavarapu
2
Blazsek, Szabolcs
2
Caporin, Massimiliano
2
Chang, Kuang-Liang
2
Chen, Mei-Ping
2
Do, Hung Xuan
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Feng, Jiabao
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He, Zhifang
2
Hegerty, Scott W.
2
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2
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2
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2
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Applied economics letters
International review of economics & finance : IREF
Department of Economics working paper series
27
SFB 649 discussion paper
12
The North American journal of economics and finance : a journal of financial economics studies
11
Working papers / University of Connecticut, Department of Economics
11
CFS working paper series
9
Econometric Institute research papers
9
Applied economics
5
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Energy economics
4
Finance research letters
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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3
Economics and Business Letters : EBL
3
International journal of finance & economics : IJFE
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Empirica : journal of european economics
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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2
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Koç University - TÜSİAD Economic Research Forum working paper series
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Structural change and economic dynamics : SC+ED
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The European journal of finance
2
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1
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ECONIS (ZBW)
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1
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:
2
The impact of disaggregated oil shocks on state-level consumption of the United States
Gupta, Rangan
;
Sheng, Xin
;
Van Eyden, Reneé
;
Wohar, Mark E.
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1818-1824
Persistent link: https://www.econbiz.de/10012697678
Saved in:
3
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
4
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:
5
Movements in real estate uncertainty in the United States : the role of oil shocks
Gupta, Rangan
;
Sheng, Xin
;
Ji, Qiang
- In:
Applied economics letters
28
(
2021
)
13
,
pp. 1059-1065
Persistent link: https://www.econbiz.de/10012589935
Saved in:
6
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
7
Threshold effects of inequality on economic growth in the US states : the role of human capital to physical capital ratio
Çepni, Oğuzhan
;
Gupta, Rangan
;
Lv, Zhihui
- In:
Applied economics letters
27
(
2020
)
19
,
pp. 1546-1551
Persistent link: https://www.econbiz.de/10012315664
Saved in:
8
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
9
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:
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
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