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subject:"Volatilität"
~isPartOf:"International review of economics & finance : IREF"
~person:"Brooks, Robert"
~person:"Gupta, Rangan"
~person:"Pesaran, M. Hashem"
~person:"Wohar, Mark E."
~subject:"Elastic net VAR"
~subject:"Schätztheorie"
~subject:"Stock market"
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Volatilität
Elastic net VAR
Schätztheorie
Stock market
Estimation
12
Schätzung
12
Capital income
8
Kapitaleinkommen
8
Börsenkurs
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Immobilienpreis
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Real estate price
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Volatility
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Brooks, Robert
Gupta, Rangan
Pesaran, M. Hashem
Wohar, Mark E.
Xuan Vinh Vo
5
Balcilar, Mehmet
3
Balli, Faruk
3
Yin, Libo
3
Balli, Hatice Ozer
2
Bissoondoyal-Bheenick, Emawtee
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Bouri, Elie
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Caporin, Massimiliano
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Chang, Chia-Lin
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Chang, Kuang-Liang
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Chen, Mei-Ping
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Chiang, Thomas C.
2
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2
Do, Hung Xuan
2
Feng, Jiabao
2
Gil-Alaña, Luis A.
2
Gubareva, Mariya
2
Han, Liyan
2
He, Zhifang
2
Huang, Alex
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Huang, Dengshi
2
Hueng, C. James
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Kang, Sang Hoon
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Kumar, Dilip
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Kutan, Ali Mustafa
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Lee, Hyunchul
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Malik, Farooq
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McAleer, Michael
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Mensi, Walid
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Narayan, Seema
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Santamaría Aquilué, Rafael
2
Sousa, Ricardo M.
2
Vortelinos, Dimitrios I.
2
Wang, Yudong
2
Xie, Zixiong
2
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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
9
Cambridge working papers in economics
6
Research in international business and finance
6
CESifo Working Paper Series
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics letters
4
Applied financial economics
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CESifo Working Paper
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Economic modelling
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USC-INET Research Paper
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Economics and Business Letters : EBL
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Economics letters
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International journal of finance & economics : IJFE
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International review of financial analysis
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The European journal of finance
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Globalization and Monetary Policy Institute Working Paper
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of behavioral and experimental finance
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Journal of economics and finance
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Journal of emerging market finance
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Journal of multinational financial management
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Macroeconomic dynamics
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Open economies review
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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
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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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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
Day-of-the-week effect and spread determinants : some international evidence from equity markets
Gillas, Konstantinos Gkillas
;
Vortelinos, Dimitrios I.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 268-288
Persistent link: https://www.econbiz.de/10012627781
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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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