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subject:"Volatilität"
~isPartOf:"International review of economics & finance : IREF"
~person:"Gupta, Rangan"
~person:"Pesaran, M. Hashem"
~subject:"Elastic net VAR"
~subject:"Nonparametric statistics"
~subject:"Schätztheorie"
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Volatilität
Elastic net VAR
Nonparametric statistics
Schätztheorie
Estimation
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Immobilienpreis
4
Real estate price
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Capital income
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Gupta, Rangan
Pesaran, M. Hashem
Xuan Vinh Vo
4
Balcilar, Mehmet
3
Brooks, Robert
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3
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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
8
Cambridge working papers in economics
6
CESifo Working Paper Series
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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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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 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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