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subject:"Volatilität"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of economics & finance : IREF"
~person:"Brooks, Robert"
~person:"Gupta, Rangan"
~person:"Pesaran, M. Hashem"
~subject:"Elastic net VAR"
~subject:"Schätztheorie"
~subject:"Stock market"
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Volatilität
Elastic net VAR
Schätztheorie
Stock market
Estimation
14
Schätzung
14
Capital income
9
Kapitaleinkommen
9
Forecasting model
7
Prognoseverfahren
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Volatility
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Aktienmarkt
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Nonparametric causality-in-quantiles test
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Brooks, Robert
Gupta, Rangan
Pesaran, M. Hashem
Xuan Vinh Vo
5
Gil-Alaña, Luis A.
4
Ma, Feng
4
Wohar, Mark E.
4
Balcilar, Mehmet
3
Balli, Faruk
3
Gubareva, Mariya
3
Hammoudeh, Shawkat
3
He, Zhifang
3
Huang, Dengshi
3
Kang, Sang Hoon
3
Salisu, Afees A.
3
Wei, Yu
3
Yin, Libo
3
Asai, Manabu
2
Balli, Hatice Ozer
2
Bissoondoyal-Bheenick, Emawtee
2
Bouri, Elie
2
Bredin, Donal
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chen, Mei-Ping
2
Chen, Shyh-Wei
2
Cheung, Yin-Wong
2
Chiang, Thomas C.
2
Corredor, Pilar
2
Do, Hung Xuan
2
Feng, Jiabao
2
Goodell, John W.
2
Han, Liyan
2
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2
Hueng, C. James
2
Kouretas, Georgios P.
2
Kumar, Dilip
2
Kutan, Ali Mustafa
2
Lee, Hyunchul
2
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2
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International journal of finance & economics : IJFE
International review of economics & finance : IREF
Department of Economics working paper series
20
CESifo working papers
12
The North American journal of economics and finance : a journal of financial economics studies
9
Cambridge working papers in economics
6
Research in international business and finance
6
CESifo Working Paper Series
5
CESifo Working Paper
4
Economic modelling
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
USC-INET Research Paper
4
Applied financial economics
3
Economics and Business Letters : EBL
3
Economics letters
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Energy economics
3
Journal of applied econometrics
3
The European journal of finance
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3
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2
DAE working paper
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2
Finance research letters
2
Globalization and Monetary Policy Institute Working Paper
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IZA Discussion Paper
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of emerging market finance
2
Journal of multinational financial management
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Open economies review
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Pacific-Basin finance journal
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Structural change and economic dynamics : SC+ED
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Advances in futures and options research : a research annual
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Advances in investment analysis and portfolio management : a research annual
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Applied economics
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Applied financial economics letters
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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
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:
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
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
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:
6
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
7
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:
8
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
9
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.
;
Brooks, Robert
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
Saved in:
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