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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Gupta, Rangan"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Kapitaleinkommen
Volatilität
Estimation
10
Schätzung
10
Capital income
7
Forecasting model
6
Prognoseverfahren
6
Time series analysis
6
Zeitreihenanalyse
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5
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5
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uncertainty
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Gupta, Rangan
Titman, Sheridan
12
Ma, Feng
8
Fama, Eugene F.
7
Lakonishok, Josef
7
Andersen, Torben
6
French, Kenneth Ronald
6
Kanas, Angelos
6
Liang, Chao
6
Stambaugh, Robert F.
6
Chordia, Tarun
5
Daniel, Kent
5
Fabozzi, Frank J.
5
Jawadi, Fredj
5
Jegadeesh, Narasimhan
5
Pástor, Ľuboš
5
Barber, Brad M.
4
Bekaert, Geert
4
Campbell, John Y.
4
Chan, Louis K. C.
4
Cooper, Michael J.
4
Kouretas, Georgios P.
4
Li, Xiafei
4
Longstaff, Francis A.
4
Lynch, Anthony W.
4
McMillan, David G.
4
Salisu, Afees A.
4
Schwert, George William
4
Tiwari, Aviral Kumar
4
Wei, Yu
4
Wermers, Russ
4
Aggarwal, Reena
3
Ang, Andrew
3
Baker, Malcolm
3
Benzoni, Luca
3
Bollerslev, Tim
3
Brennan, Michael J.
3
Chen, Zhonglu
3
Collin-Dufresne, Pierre
3
Conrad, Jennifer S.
3
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International journal of finance & economics : IJFE
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The journal of finance : the journal of the American Finance Association
Finance research letters
16
The North American journal of economics and finance : a journal of financial economics studies
16
Energy economics
15
International review of economics & finance : IREF
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
9
Journal of forecasting
6
Applied economics
5
Applied economics letters
5
Economic modelling
5
Economics letters
5
International review of financial analysis
5
The European journal of finance
5
Journal of economics and finance
4
Journal of multinational financial management
4
The journal of real estate finance and economics
4
Annals of financial economics
3
Applied financial economics
3
Defence and peace economics
3
Economia internazionale
3
Economics and Business Letters : EBL
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Emerging markets, finance and trade : EMFT
3
Financial innovation : FIN
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of financial markets
3
Structural change and economic dynamics : SC+ED
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Global finance journal
2
International journal of forecasting
2
Journal of international financial markets, institutions & money
2
Journal of risk and financial management : JRFM
2
OPEC energy review
2
Open economies review
2
Atlantic economic journal : AEJ
1
Computational economics
1
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ECONIS (ZBW)
9
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1
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
2
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
3
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
4
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
5
On the transmission mechanism of Asia-Pacific yield curve characteristics
Gabauer, David
;
Subramaniam, Sowmya
;
Gupta, Rangan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 473-488
Persistent link: https://www.econbiz.de/10012814607
Saved in:
6
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
7
Are stock returns an inflation hedge for the UK? : evidence from a wavelet analysis using over three centuries of data
Tiwari, Aviral Kumar
;
Cuñado Eizaguirre, Juncal
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012054891
Saved in:
8
Causal relationships between economic policy uncertainty and housing market returns in China and India : evidence from linear and nonlinear panel and time series models
Chow, Sheung Chi
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011897378
Saved in:
9
Time-varying persistence of infllation : evidence from a wavelet-based approach
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011755461
Saved in:
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