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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"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Schätztheorie"
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Volatilität
Oil price
Prognoseverfahren
Schätztheorie
Estimation
14
Schätzung
14
Forecasting model
9
Capital income
8
Kapitaleinkommen
8
Volatility
8
USA
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United States
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Aktienmarkt
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Stock market
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Gupta, Rangan
Huang, Dengshi
Pesaran, M. Hashem
Balcilar, Mehmet
6
Xuan Vinh Vo
5
Bouri, Elie
4
Salisu, Afees A.
4
Brooks, Robert
3
Kumar, Dilip
3
Majumdar, Anandamayee
3
Malik, Farooq
3
Pierdzioch, Christian
3
Wang, Yudong
3
Wohar, Mark E.
3
Yin, Libo
3
Bohl, Martin T.
2
Boughrara, Adel
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Demirer, Rıza
2
Do, Hung Xuan
2
Feng, Jiabao
2
Hammoudeh, Shawkat
2
Han, Liyan
2
He, Zhifang
2
Huang, Alex
2
Hueng, C. James
2
Jahan-Parvar, Mohammad R.
2
Kang, Sang Hoon
2
Lee, Doowon
2
Lucey, Brian M.
2
McAleer, Michael
2
Mensi, Walid
2
Rodriguez, Gabriel
2
Roubaud, David
2
Shamsuddin, Abul
2
Simlai, Prodosh
2
Sousa, Ricardo M.
2
Van Eyden, Reneé
2
Wang, Jianqiu
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
25
CESifo working papers
14
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
8
Cambridge working papers in economics
7
DAE working paper
7
Economic modelling
6
Applied economics letters
5
CESifo Working Paper Series
5
CESifo Working Paper
4
Economics letters
4
Energy economics
4
International journal of finance & economics : IJFE
4
Journal of applied econometrics
4
USC-INET Research Paper
4
Applied economics
3
Economics and Business Letters : EBL
3
Journal of forecasting
3
Research in international business and finance
3
The European journal of finance
3
Working papers / University of Connecticut, Department of Economics
3
DNB working paper
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper series / IZA
2
Globalization and Monetary Policy Institute Working Paper
2
IZA Discussion Paper
2
International journal of forecasting
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 econometrics
2
Journal of economics and finance
2
Journal of macroeconomics
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Journal of multinational financial management
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Open economies review
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Structural change and economic dynamics : SC+ED
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Applied financial economics
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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CAMA working paper series
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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
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
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
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:
8
Forecasting equity premium in a panel of OECD countries : the role of economic policy uncertainty
Christou, Christina
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 243-248
Persistent link: https://www.econbiz.de/10012417600
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
Comparing the forecasting ability of financial conditions indices : the case of South Africa
Balcilar, Mehmet
;
Gupta, Rangan
;
Van Eyden, Reneé
; …
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 245-259
Persistent link: https://www.econbiz.de/10012035015
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