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~isPartOf:"Department of Economics working paper series"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of forecasting"
~language:"eng"
~person:"Apostolakis, George N."
~person:"Attanasio, Orazio P."
~person:"Camarero Olivas, Mariam"
~person:"Lindé, Jesper"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~person:"Salisu, Afees A."
~person:"Semmler, Willi"
~person:"Serletis, Apostolos"
~person:"Timmermann, Allan"
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Search: subject_exact:"Estimation"
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Estimation
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Capital income
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Apostolakis, George N.
Attanasio, Orazio P.
Camarero Olivas, Mariam
Lindé, Jesper
McAleer, Michael
Pierdzioch, Christian
Salisu, Afees A.
Semmler, Willi
Serletis, Apostolos
Timmermann, Allan
Gupta, Rangan
53
Gil-Alaña, Luis A.
11
Wohar, Mark E.
11
Bouri, Elie
8
Lee, Chien-chiang
8
Balcilar, Mehmet
7
Cepni, Oguzhan
7
Xuan Vinh Vo
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Egger, Peter
6
Herwartz, Helmut
6
Sheng, Xin
6
Van Eyden, Reneé
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Baltagi, Badi H.
5
Hammoudeh, Shawkat
5
Holmes, Mark J.
5
Wang, Yudong
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Xie, Zixiong
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Zhou, Qiankun
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Österholm, Pär
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Ҫepni, Oğuzhan
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Aguiar-Conraria, Luís
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Balli, Faruk
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Gabauer, David
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Hayo, Bernd
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Ji, Qiang
4
Kutan, Ali Mustafa
4
Liao, Wenting
4
Lux, Thomas
4
Malley, James R.
4
Miller, Stephen M.
4
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Department of Economics working paper series
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of economics & finance : IREF
Journal of economic dynamics & control
Journal of forecasting
Econometric Institute research papers
38
Working paper
29
Discussion paper / Tinbergen Institute
19
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18
Kieler Arbeitspapiere
17
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12
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11
The North American journal of economics and finance : a journal of financial economics studies
11
Sveriges Riksbank working paper series
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Macroeconomic dynamics
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NBER working paper series
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Discussion paper / Department of Economics, University of California San Diego
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Diskussionsarbeit
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Economic modelling
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Journal of macroeconomics
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The European journal of finance
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Discussion paper series / LSE Financial Markets Group
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School of Accounting, Finance and Economics & FEMARC working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Annals of financial economics
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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ECONIS (ZBW)
30
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
3
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
4
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
5
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
6
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
7
Bitcoin prices and the realized volatility of US sectoral stock returns
Bouri, Elie
;
Salisu, Afees A.
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013270159
Saved in:
8
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
9
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
10
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
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