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subject:"Volatilität"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Gupta, Rangan"
~person:"Huang, Dengshi"
~person:"Pesaran, M. Hashem"
~person:"Yin, Libo"
~subject:"Cointegration"
~subject:"Schätztheorie"
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Volatilität
Cointegration
Schätztheorie
Estimation
17
Schätzung
17
Volatility
11
Forecasting model
10
Prognoseverfahren
10
Capital income
9
Kapitaleinkommen
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USA
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United States
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Aktienmarkt
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Nonparametric causality-in-quantiles test
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Gupta, Rangan
Huang, Dengshi
Pesaran, M. Hashem
Yin, Libo
Gil-Alaña, Luis A.
6
Xuan Vinh Vo
5
Bohl, Martin T.
4
Bouri, Elie
4
Kang, Sang Hoon
4
Arize, Augustine Chuck
3
Balcilar, Mehmet
3
Brooks, Robert
3
Caporale, Guglielmo Maria
3
Chen, Shyh-Wei
3
Kumar, Dilip
3
Malik, Farooq
3
Malindretos, John
3
Wohar, Mark E.
3
Xie, Zixiong
3
Alsamara, Mouyad
2
Bahmani-Oskooee, Mohsen
2
Boughrara, Adel
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chiang, Thomas C.
2
Demirer, Rıza
2
Do, Hung Xuan
2
Feng, Jiabao
2
Goodell, John W.
2
Hadj Amor, Thouraya
2
Han, Liyan
2
Ho, Tsung-wu
2
Huang, Alex
2
Hueng, C. James
2
Lee, Chien-chiang
2
Lucey, Brian M.
2
McAleer, Michael
2
Mensi, Walid
2
Nouira, Ridha
2
Rodriguez, Gabriel
2
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International review of economics & finance : IREF
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Department of Economics working paper series
19
CESifo working papers
14
Cambridge working papers in economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
CESifo Working Paper Series
6
CESifo Working Paper
4
DAE working paper
4
Economics letters
4
Energy economics
4
Journal of applied econometrics
4
Research in international business and finance
4
USC-INET Research Paper
4
Working papers / University of Connecticut, Department of Economics
4
Economic modelling
3
Economics and Business Letters : EBL
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
International journal of finance & economics : IJFE
3
Applied economics
2
Applied economics letters
2
Discussion paper series / IZA
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Globalization and Monetary Policy Institute Working Paper
2
IZA Discussion Paper
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of econometrics
2
Journal of economics and finance
2
Journal of multinational financial management
2
Macroeconomic dynamics
2
The European journal of finance
2
Applied financial economics
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CAMA working paper series
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Contemporary economics
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DIW Berlin Discussion Paper
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ECONIS (ZBW)
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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
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
3
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:
4
Understanding cryptocurrency volatility : the role of oil market shocks
Yin, Libo
;
Nie, Jing
;
Han, Liyan
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 233-253
Persistent link: https://www.econbiz.de/10012671902
Saved in:
5
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
6
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
Saved in:
7
Systemic risk in international stock markets : role of the oil market
Yin, Libo
;
Feng, Jiabao
;
Han, Liyan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 592-619
Persistent link: https://www.econbiz.de/10012627999
Saved in:
8
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:
9
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
10
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
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