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subject:"Volatilität"
~isPartOf:"CESifo working papers"
~isPartOf:"International review of economics & finance : IREF"
~person:"Gupta, Rangan"
~person:"Huang, Dengshi"
~person:"Pesaran, M. Hashem"
~subject:"Prognoseverfahren"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Prognoseverfahren
Schätztheorie
Estimation
7
Schätzung
7
Forecasting model
5
Aktienmarkt
4
Capital income
4
Immobilienpreis
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Gupta, Rangan
Huang, Dengshi
Pesaran, M. Hashem
Xuan Vinh Vo
4
Balcilar, Mehmet
3
Brooks, Robert
3
Yin, Libo
3
Caporin, Massimiliano
2
Chang, Chia-Lin
2
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Do, Hung Xuan
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2
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2
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Mensi, Walid
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Shamsuddin, Abul
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1
Alsubaiei, Bader Jawid
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1
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CESifo working papers
International review of economics & finance : IREF
Finance research letters
8
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economic modelling
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Journal of behavioral and experimental finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
2
Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan
;
Xu, Weiju
;
Huang, Dengshi
;
Li, Pan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
Saved in:
3
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:
4
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:
5
Do cay and cayMS predict stock and housing returns? : evidence from a nonparametric causality test
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 269-279
Persistent link: https://www.econbiz.de/10011747274
Saved in:
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