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~language:"eng"
~person:"Chiang, Thomas C."
~person:"Gupta, Rangan"
~person:"Harvey, Andrew C."
~person:"Zaremba, Adam"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschriften"
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Kapitaleinkommen
Time series analysis
Estimation
265
Schätzung
265
Capital income
252
Forecasting model
231
Prognoseverfahren
231
Börsenkurs
213
Share price
213
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201
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201
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166
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Aufsatz in Zeitschriften
Aufsatz in Zeitschrift
356
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80
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80
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80
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Chiang, Thomas C.
Gupta, Rangan
Harvey, Andrew C.
Zaremba, Adam
Gil-Alaña, Luis A.
186
Phillips, Peter C. B.
89
Caporale, Guglielmo Maria
82
Franses, Philip Hans
82
McMillan, David G.
77
Tiwari, Aviral Kumar
77
Wohar, Mark E.
76
Narayan, Paresh Kumar
70
Taylor, Robert
63
Moosa, Imad A.
58
Leybourne, Stephen James
55
Bouri, Elie
48
Ma, Feng
48
McAleer, Michael
48
Perron, Pierre
48
Chang, Tsangyao
47
Faff, Robert W.
46
Teräsvirta, Timo
44
Wang, Yudong
43
Cakici, Nusret
42
Koopman, Siem Jan
42
Balcilar, Mehmet
41
Bali, Turan G.
40
Timmermann, Allan
39
Brooks, Robert
38
Pierdzioch, Christian
38
Hammoudeh, Shawkat
37
Koop, Gary
37
Lee, Bong-soo
37
Nguyen, Duc Khuong
37
Zhang, Wei
37
Bollerslev, Tim
36
Demirer, Rıza
36
Fletcher, Jonathan
36
Apergēs, Nikolaos
35
Harvey, David I.
35
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Finance research letters
22
Applied economics
21
The North American journal of economics and finance : a journal of financial economics studies
17
Research in international business and finance
14
Energy economics
13
International review of financial analysis
10
Journal of forecasting
10
Economic modelling
8
International review of economics & finance : IREF
8
Journal of international financial markets, institutions & money
8
Journal of banking & finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Economic research
5
Emerging markets, finance and trade : EMFT
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
5
International journal of forecasting
5
Journal of econometrics
5
Journal of economic dynamics & control
5
Pacific-Basin finance journal
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The European journal of finance
5
Applied economics letters
4
Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets review
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Global finance journal
4
Journal of multinational financial management
4
Journal of risk and financial management : JRFM
4
The journal of real estate finance and economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied financial economics
3
Cambridge working papers in economics
3
Computational economics
3
Journal of economics and finance
3
Journal of empirical finance
3
Journal of financial markets
3
Review of quantitative finance and accounting
3
Advances in Pacific Basin business, economics, and finance
2
Contemporary economics
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ECONIS (ZBW)
356
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1
Air temperature and sovereign bond returns
Kizys, Renatas
;
Rouatbi, Wael
;
Umar, Zaghum
;
Zaremba, Adam
- In:
Financial markets, institutions & instruments
33
(
2024
)
2
,
pp. 179-209
Persistent link: https://www.econbiz.de/10014532260
Saved in:
2
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:
3
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
4
Cryptocurrency anomalies and economic constraints
Fieberg, Christian
;
Liedtke, Gerrit
;
Zaremba, Adam
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543917
Saved in:
5
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014527106
Saved in:
6
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
7
Machine learning and the cross-section of cryptocurrency returns
Cakici, Nusret
;
Shahzad, Syed Jawad Hussain
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014543950
Saved in:
8
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
9
Stock market reactions under the shadow of the COVID-19 pandemic : evidence from China
Zhou, Wenyu
;
Zhou, Yujun
;
Zaremba, Adam
;
Long, Huaigang
- In:
Journal of behavioral and experimental finance
42
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014547441
Saved in:
10
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
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