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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of financial economics"
~person:"Gupta, Rangan"
~subject:"Aktienmarkt"
~subject:"Schätzung"
~subject:"Volatilität"
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Search: subject_exact:"Estimation"
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Aktienmarkt
Schätzung
Volatilität
Estimation
5
Immobilienpreis
4
Real estate price
4
Capital income
3
Forecasting model
3
Kapitaleinkommen
3
Prognoseverfahren
3
USA
3
United States
3
Börsenkurs
2
Cointegration
2
Housing returns
2
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2
Nonparametric causality-in-quantiles test
2
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Causality analysis
1
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1
Consumption-aggregate wealth ratio
1
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1
Dynamic connectedness
1
Elastic net VAR
1
Forecasting
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Immobilienmarkt
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Kausalanalyse
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Lasso VAR
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Article in journal
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Gupta, Rangan
Wohar, Mark E.
7
Xuan Vinh Vo
7
Balcilar, Mehmet
5
Bollerslev, Tim
5
Kelly, Bryan T.
5
Salisu, Afees A.
5
Balli, Faruk
4
Gil-Alaña, Luis A.
4
Hammoudeh, Shawkat
4
Kutan, Ali Mustafa
4
Moskowitz, Tobias J.
4
Todorov, Viktor
4
Arize, Augustine Chuck
3
Bai, Jennie
3
Bali, Turan G.
3
Balli, Hatice Ozer
3
Brooks, Robert
3
Chang, Tsangyao
3
Chen, Shyh-Wei
3
Chiang, Thomas C.
3
Christoffersen, Peter F.
3
Hong, Harrison G.
3
Kang, Sang Hoon
3
Kaniel, Ron
3
Lee, Chien-chiang
3
Levine, Ross
3
Lo, Andrew W.
3
Malindretos, John
3
McAleer, Michael
3
Nagel, Stefan
3
Narayan, Seema
3
Pástor, Ľuboš
3
Santa-Clara, Pedro
3
Sosvilla-Rivero, Simón
3
Stambaugh, Robert F.
3
Taylor, Lucian A.
3
Timmermann, Allan
3
Wang, Yudong
3
Weber, Michael
3
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International review of economics & finance : IREF
Journal of financial economics
The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
10
Applied economics
9
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of finance & economics : IJFE
6
Economic modelling
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Economic systems
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
Journal of forecasting
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Annals of economics and finance
2
Defence and peace economics
2
Economics, management and financial markets
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Emerging markets review
2
Empirica : journal of european economics
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of applied economics
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Journal of behavioral and experimental finance
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Journal of economics and finance
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Macroeconomic dynamics
2
Open economies review
2
Annals of financial economics
1
Applied financial economics
1
Contemporary economics
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economics / Journal articles : the open-access, open-assessment journal
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ECONIS (ZBW)
5
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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
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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