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subject:"Volatilität"
~isPartOf:"International review of economics & finance : IREF"
~person:"Gupta, Rangan"
~person:"Han, Liyan"
~person:"Pesaran, M. Hashem"
~subject:"Elastic net VAR"
~subject:"Kointegration"
~subject:"Schätztheorie"
~subject:"Stock market"
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Volatilität
Elastic net VAR
Kointegration
Schätztheorie
Stock market
Estimation
7
Schätzung
7
Immobilienpreis
4
Real estate price
4
Volatility
4
Capital income
3
Forecasting model
3
Kapitaleinkommen
3
Prognoseverfahren
3
USA
3
United States
3
Aktienmarkt
2
Börsenkurs
2
Cointegration
2
Housing returns
2
Nonparametric causality-in-quantiles test
2
Oil market
2
Oil price
2
Share price
2
Stock returns
2
Vermögen
2
Wealth
2
Welt
2
World
2
Ölmarkt
2
Ölpreis
2
Ansteckungseffekt
1
Business cycle
1
Causality analysis
1
Causality-in-quantiles test
1
Consumption-aggregate wealth ratio
1
Consumption-wealth ratio
1
Contagion effect
1
Contagion risk
1
Cryptocurrency volatility
1
Delta conditional value at risk (Δ)
1
Dynamic connectedness
1
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English
7
Author
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Gupta, Rangan
Han, Liyan
Pesaran, M. Hashem
Xuan Vinh Vo
5
Wohar, Mark E.
4
Arize, Augustine Chuck
3
Balcilar, Mehmet
3
Balli, Faruk
3
Brooks, Robert
3
Chen, Shyh-Wei
3
Chiang, Thomas C.
3
Gil-Alaña, Luis A.
3
Kang, Sang Hoon
3
Malindretos, John
3
Narayan, Seema
3
Xie, Zixiong
3
Yin, Libo
3
Balli, Hatice Ozer
2
Bissoondoyal-Bheenick, Emawtee
2
Bouri, Elie
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chen, Mei-Ping
2
Corredor, Pilar
2
Do, Hung Xuan
2
Feng, Jiabao
2
Goodell, John W.
2
Gubareva, Mariya
2
Hammoudeh, Shawkat
2
He, Zhifang
2
Ho, Tsung-wu
2
Huang, Alex
2
Huang, Dengshi
2
Hueng, C. James
2
Kumar, Dilip
2
Kutan, Ali Mustafa
2
Lee, Chien-chiang
2
Lee, Hyunchul
2
Malik, Farooq
2
McAleer, Michael
2
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International review of economics & finance : IREF
Department of Economics working paper series
20
CESifo working papers
14
The North American journal of economics and finance : a journal of financial economics studies
9
Cambridge working papers in economics
7
Research in international business and finance
7
CESifo Working Paper Series
6
CESifo Working Paper
4
DAE working paper
4
Economic modelling
4
Economics letters
4
Journal of applied econometrics
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
Working papers / University of Connecticut, Department of Economics
4
Economics and Business Letters : EBL
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy economics
3
The European journal of finance
3
Applied economics letters
2
Discussion paper series / IZA
2
Finance research letters
2
Globalization and Monetary Policy Institute Working Paper
2
IZA Discussion Paper
2
International journal of finance & economics : IJFE
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of behavioral and experimental finance
2
Journal of econometrics
2
Journal of economics and finance
2
Journal of multinational financial management
2
Macroeconomic dynamics
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CAMA working paper series
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Contemporary economics
1
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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
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:
3
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:
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
Do house prices hedge inflation in the US? : a quantile cointegration approach
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 15-26
Persistent link: https://www.econbiz.de/10012033339
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:
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