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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The journal of real estate finance and economics"
~language:"eng"
~language:"pol"
~language:"tur"
~language:"zho"
~person:"Blazsek, Szabolcs"
~person:"Gupta, Rangan"
~subject:"Börsenkurs"
~subject:"Entwicklungsländer"
~subject:"Indien"
~subject:"Theorie"
~subject:"Theory"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Handbuch"
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Börsenkurs
Entwicklungsländer
Indien
Theorie
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United States
Time series analysis
10
Zeitreihenanalyse
10
Forecasting model
9
Prognoseverfahren
9
Estimation
7
Schätzung
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7
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uncertainty
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Bayes-Statistik
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Blazsek, Szabolcs
Gupta, Rangan
Sirmans, Clemon F.
27
Turnbull, Geoffrey K.
17
Ambrose, Brent William
16
Ghosh, Chinmoy
16
Ong, Seow-eng
15
Eichholtz, Piet
14
Pace, R. Kelley
14
Chinloy, Peter
13
Colwell, Peter F.
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Glascock, John Leslie
13
Shilling, James D.
12
Ling, David C.
11
Deng, Yongheng
10
Hardin, William G.
10
Yavaş, Abdullah
10
Jud, G. Donald
8
Kau, James B.
8
Sing, Tien-foo
8
Webb, James R.
8
Benjamin, John D.
7
Brounen, Dirk
7
Gatzlaff, Dean H.
7
Hendershott, Patric H.
7
Naranjo, Andy
7
Rosenblatt, Eric
7
Winkler, Daniel T.
7
Allen, Marcus T.
6
Buttimer, Richard J.
6
Clapp, John M.
6
Downs, David H.
6
Hoesli, Martin
6
Keenan, Donald C.
6
Liu, Crocker H.
6
Lu, Chiuling
6
Miceli, Thomas J.
6
Peng, Liang
6
Petrova, Milena
6
Semmler, Willi
6
Sirmans, G. Stacy
6
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The journal of real estate finance and economics
Applied economics
21
The North American journal of economics and finance : a journal of financial economics studies
20
Energy economics
11
Finance research letters
11
Applied economics letters
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
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
8
Economics letters
7
Economic modelling
6
Journal of forecasting
6
The European journal of finance
6
Annals of financial economics
5
Economic systems
5
International journal of finance & economics : IJFE
5
Structural change and economic dynamics : SC+ED
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Annals of economics and finance
3
Applied financial economics
3
Defence and peace economics
3
Economics / Journal articles : the open-access, open-assessment journal
3
Economics and Business Letters : EBL
3
Financial innovation : FIN
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of international financial markets, institutions & money
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Macroeconomic dynamics
3
South African journal of economic and management sciences
3
Computational economics
2
Economia internazionale
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets, finance and trade : EMFT
2
Global finance journal
2
International business and economics research journal
2
International economic journal
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ECONIS (ZBW)
13
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1
Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets
Ayala, Astrid
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 705-731
Persistent link: https://www.econbiz.de/10014506866
Saved in:
2
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
3
Machine learning predictions of housing market synchronization across US states : the role of uncertainty
Gupta, Rangan
;
Marfatia, Hardik A.
;
Pierdzioch, Christian
; …
- In:
The journal of real estate finance and economics
64
(
2022
)
4
,
pp. 523-545
Persistent link: https://www.econbiz.de/10013170484
Saved in:
4
High-frequency volatility forecasting of US housing markets
Segnon, Mawuli
;
Gupta, Rangan
;
Lesame, Keagile
;
Wohar, …
- In:
The journal of real estate finance and economics
62
(
2021
)
2
,
pp. 283-317
Persistent link: https://www.econbiz.de/10012428404
Saved in:
5
Long-memory modeling and forecasting : evidence from the U.S. historical series of inflation
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 289-310
Persistent link: https://www.econbiz.de/10012806531
Saved in:
6
What can fifty-two collateralizable wealth measures tell us about future housing market returns? : evidence from U.S. state-level data
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
The journal of real estate finance and economics
62
(
2021
)
1
,
pp. 81-107
Persistent link: https://www.econbiz.de/10012428385
Saved in:
7
Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions
Christou, Christina
;
Naraidoo, Ruthira
;
Gupta, Rangan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012289400
Saved in:
8
Uncertainty and forecasts of U.S. recessions
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012299545
Saved in:
9
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:
10
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:
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