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subject:"Volatilität"
~isPartOf:"International review of economics & finance : IREF"
~person:"Alexeev, Vitali"
~person:"Gupta, Rangan"
~person:"Pesaran, M. Hashem"
~subject:"Elastic net VAR"
~subject:"Schätztheorie"
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Volatilität
Elastic net VAR
Schätztheorie
Estimation
6
Schätzung
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Capital income
4
Immobilienpreis
4
Kapitaleinkommen
4
Real estate price
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USA
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Alexeev, Vitali
Gupta, Rangan
Pesaran, M. Hashem
Xuan Vinh Vo
4
Brooks, Robert
3
Kang, Sang Hoon
3
Yin, Libo
3
Balcilar, Mehmet
2
Caporin, Massimiliano
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Chang, Chia-Lin
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Do, Hung Xuan
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Al-Jarrah, Idries Mohammad Wanas
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International review of economics & finance : IREF
Department of Economics working paper series
19
CESifo working papers
12
The North American journal of economics and finance : a journal of financial economics studies
7
Cambridge working papers in economics
6
CESifo Working Paper Series
5
CESifo Working Paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economics and Business Letters : EBL
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The European journal of finance
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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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
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
Asymmetric jump beta estimation with implications for portfolio risk management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 20-40
Persistent link: https://www.econbiz.de/10012205461
Saved in:
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