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subject:"Volatilität"
~isPartOf:"International review of economics & finance : IREF"
~person:"Gupta, Rangan"
~person:"Pesaran, M. Hashem"
~person:"Thompson, Henry"
~subject:"Elastic net VAR"
~subject:"Kointegration"
~subject:"Schätztheorie"
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Volatilität
Elastic net VAR
Kointegration
Schätztheorie
Estimation
7
Schätzung
6
Immobilienpreis
4
Real estate price
4
Capital income
3
Cointegration
3
Forecasting model
3
Kapitaleinkommen
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Prognoseverfahren
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USA
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Aktienmarkt
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Current account
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Dynamic connectedness
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Estimation theory
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Factor price equalization
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Gupta, Rangan
Pesaran, M. Hashem
Thompson, Henry
Xuan Vinh Vo
4
Arize, Augustine Chuck
3
Brooks, Robert
3
Chen, Shyh-Wei
3
Gil-Alaña, Luis A.
3
Kang, Sang Hoon
3
Malindretos, John
3
Wohar, Mark E.
3
Xie, Zixiong
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Yin, Libo
3
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
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2
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2
Do, Hung Xuan
2
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2
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2
Huang, Alex
2
Huang, Dengshi
2
Hueng, C. James
2
Kumar, Dilip
2
Lee, Chien-chiang
2
Malik, Farooq
2
McAleer, Michael
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Wang, Yudong
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1
Al-Yahyaee, Khamis Hamed
1
Alexeev, Vitali
1
Alsamara, Mouyad
1
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International review of economics & finance : IREF
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
Journal of applied econometrics
4
Research in international business and finance
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
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Working papers / University of Connecticut, Department of Economics
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Economics and Business Letters : EBL
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2
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International journal of finance & economics : IJFE
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2
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2
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2
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
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:
5
The real exchange rate and the balance of trade in US tourism
Cheng, Ka Ming
;
Kim, Hyeongwoo
;
Thompson, Henry
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 122-128
Persistent link: https://www.econbiz.de/10009693331
Saved in:
6
Estimating the Heckscher-Ohlin model : inverting the inverse matrix
Thompson, Henry
- In:
International review of economics & finance : IREF
20
(
2011
)
2
,
pp. 185-192
Persistent link: https://www.econbiz.de/10009304150
Saved in:
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