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subject:"Volatilität"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of economics & finance : IREF"
~person:"Aragó, V."
~person:"Gupta, Rangan"
~person:"Wu, Xinyu"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
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Volatilität
Schätztheorie
Estimation
13
Schätzung
13
USA
7
United States
7
Cointegration
5
Immobilienpreis
5
Kointegration
5
Real estate price
5
Capital income
4
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Aragó, V.
Gupta, Rangan
Wu, Xinyu
Xuan Vinh Vo
4
Brooks, Robert
3
Yin, Libo
3
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chen, Wang
2
Do, Hung Xuan
2
Edwards, Jeffrey A.
2
Egger, Peter
2
Feng, Jiabao
2
Han, Liyan
2
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2
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2
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2
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2
Kang, Sang Hoon
2
Klaassen, Franc
2
Kumar, Dilip
2
Lee, Chien-chiang
2
Lee, Hyejin
2
Liesenfeld, Roman
2
Ma, Feng
2
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2
Malik, Farooq
2
McAleer, Michael
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Meng, Ming
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2
Öcal, Nadir
2
Öztek, Mehmet Fatih
2
Abakah, Emmanuel Joel Aikins
1
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1
Adachi, Takanori
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
8
Finance research letters
5
Journal of risk
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
Economics and Business Letters : EBL
3
Research in international business and finance
3
Applied economics
2
Economic modelling
2
Economics letters
2
International journal of finance & economics : IJFE
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 multinational financial management
2
The European journal of finance
2
Applied financial economics
1
Defence and peace economics
1
Economics, management and financial markets
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Energy economics
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
Journal of behavioral and experimental finance
1
Journal of emerging market finance
1
Journal of financial markets
1
Journal of forecasting
1
Journal of international commerce, economics and policy
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of risk : JOR
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
1
Open economies review
1
Pacific-Basin finance journal
1
Structural change and economic dynamics : SC+ED
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
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1
Forecasting VIX with time-varying risk aversion
Wu, Xinyu
;
He, Qizhi
;
Xie, Haibin
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 458-475
Persistent link: https://www.econbiz.de/10014475366
Saved in:
2
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:
3
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:
4
Reconsidering the welfare cost of inflation in the US : a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions
Gupta, Rangan
;
Majumdar, Anandamayee
- In:
Empirical economics : a journal of the Institute for …
46
(
2014
)
4
,
pp. 1221-1240
Persistent link: https://www.econbiz.de/10010357340
Saved in:
5
Transaction costs, arbitrage, and volatility spillover : a note
Aragó, V.
;
Corredor, Pilar
;
Santamaría Aquilué, Rafael
- In:
International review of economics & finance : IREF
12
(
2003
)
3
,
pp. 399-415
Persistent link: https://www.econbiz.de/10001797311
Saved in:
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