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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:"Schätztheorie"
~type:"article"
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Volatilität
Elastic net VAR
Schätztheorie
Estimation
5
Schätzung
5
Immobilienpreis
4
Real estate price
4
Capital income
3
Forecasting model
3
Kapitaleinkommen
3
Prognoseverfahren
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USA
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United States
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Aktienmarkt
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Cointegration
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Causality analysis
1
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1
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1
Dynamic connectedness
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Forecasting
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Immobilienmarkt
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Inflation
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Kausalanalyse
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Lasso VAR
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Gupta, Rangan
Pesaran, M. Hashem
Xuan Vinh Vo
4
Brooks, Robert
3
Kang, Sang Hoon
3
Yin, Libo
3
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
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2
Do, Hung Xuan
2
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2
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2
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2
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2
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2
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2
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2
Mensi, Walid
2
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2
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2
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1
Akanni, Lateef O.
1
Al-Jarrah, Idries Mohammad Wanas
1
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1
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1
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1
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1
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1
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1
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International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Economic modelling
3
Economics and Business Letters : EBL
3
Economics letters
3
Journal of applied econometrics
3
Research in international business and finance
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Applied economics letters
2
Energy economics
2
Finance research letters
2
International journal of finance & economics : IJFE
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
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Journal of multinational financial management
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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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Defence and peace economics
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Emerging markets review
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International economics and economic policy : IEEP
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International journal of forecasting
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Journal of behavioral and experimental finance
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Journal of econometrics
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Journal of emerging market finance
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Journal of international commerce, economics and policy
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Journal of international money and finance
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Journal of macroeconomics
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of risk
1
Journal of the American Statistical Association : JASA
1
Journal of the Operational Research Society
1
Macroeconomic dynamics
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ECONIS (ZBW)
3
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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:
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