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~isPartOf:"International review of economics & finance : IREF"
~person:"Balcilar, Mehmet"
~person:"Brooks, Robert"
~source:"econis"
~subject:"Anlageverhalten"
~subject:"Share price"
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Anlageverhalten
Share price
Capital income
3
Estimation
3
Forecasting model
3
Kapitaleinkommen
3
Prognoseverfahren
3
Schätzung
3
Börsenkurs
2
Housing returns
2
Immobilienpreis
2
Real estate price
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Causality analysis
1
Causality-in-quantiles test
1
Consumption-wealth ratio
1
Forecasting
1
GARCH model
1
Housing market
1
Idiosyncratic risk
1
Immobilienmarkt
1
Kausalanalyse
1
Nichtparametrisches Verfahren
1
Nonparametric
1
Nonparametric causality-in-quantiles test
1
Nonparametric statistics
1
Panel data
1
Private consumption
1
Privater Konsum
1
Quantile regression
1
Real estate market
1
Regression analysis
1
Regressionsanalyse
1
Risiko
1
Risk
1
Stock market
1
Stock returns
1
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Balcilar, Mehmet
Brooks, Robert
Ma, Feng
4
Wang, Jiqian
3
Gao, Bin
2
Gupta, Rangan
2
Li, Tao
2
Li, Zhao-Chen
2
Sousa, Ricardo M.
2
Wang, Yudong
2
Wohar, Mark E.
2
Xiao, Jihong
2
Zhu, Min
2
Atilgan, Yigit
1
Auer, Benjamin R.
1
Bao, Weiwei
1
Bozok, İhsan
1
Bu, Jinfeng
1
Chang, Tsangyao
1
Chen, Juan
1
Chen, Nan-kuang
1
Chen, Rongda
1
Chen, Rui
1
Chen, Shiu-sheng
1
Chen, Sichong
1
Chen, Wang
1
Chen, Xin
1
Chevapatrakul, Thanaset
1
Chi, Xie
1
Chien-Lin Lu
1
Chou, Yu-Hsi
1
Chung, Richard
1
Chung, San-Lin
1
Deaves, Richard
1
Demirtas, K. Ozgur
1
Ding, Hui
1
Dladla, Pholile
1
Du, Ke
1
Erdogan, Alper
1
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International review of economics & finance : IREF
Applied financial economics
1
Department of Economics working paper series
1
Economic modelling
1
Empirica : journal of european economics
1
Journal of multinational financial management
1
Open economies review
1
Research in international business and finance
1
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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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:
2
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.
;
Brooks, Robert
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
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