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~language:"eng"
~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
241
Schätzung
241
Forecasting model
226
Prognoseverfahren
226
Capital income
216
Börsenkurs
176
Share price
176
Volatility
173
Volatilität
173
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134
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133
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131
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131
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54
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Aufsatz in Zeitschriften
Aufsatz in Zeitschrift
317
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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
McAleer, Michael
48
Perron, Pierre
48
Bouri, Elie
47
Chang, Tsangyao
47
Ma, Feng
47
Faff, Robert W.
46
Teräsvirta, Timo
44
Koopman, Siem Jan
42
Wang, Yudong
42
Balcilar, Mehmet
41
Cakici, Nusret
41
Bali, Turan G.
40
Brooks, Robert
38
Pierdzioch, Christian
38
Timmermann, Allan
38
Hammoudeh, Shawkat
37
Lee, Bong-soo
37
Bollerslev, Tim
36
Demirer, Rıza
36
Fletcher, Jonathan
36
Koop, Gary
36
Nguyen, Duc Khuong
36
Zhang, Wei
36
Apergēs, Nikolaos
35
Chiang, Thomas C.
35
Harvey, David I.
35
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Applied economics
21
Finance research letters
20
The North American journal of economics and finance : a journal of financial economics studies
15
Energy economics
13
Research in international business and finance
12
Journal of forecasting
9
Economic modelling
8
International review of economics & finance : IREF
7
International review of financial analysis
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of international financial markets, institutions & money
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 banking & finance
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
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets review
4
Journal of multinational financial management
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
Contemporary economics
2
Copernican Journal of Finance & Accounting : CJF&A
2
Covid economics : vetted and real-time papers
2
Defence and peace economics
2
E-Finanse : finansowy kwartalnik internetowy
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ECONIS (ZBW)
317
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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
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:
5
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:
6
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
Saved in:
7
Composite equity issuance and the cross-section of country and industry returns
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
56
,
pp. 6627-6645
Persistent link: https://www.econbiz.de/10014382720
Saved in:
8
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
9
Did David win a battle or the war against Goliath? : dynamic return and volatility connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.
;
Kizys, Renatas
;
Umar, Zaghum
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014266177
Saved in:
10
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
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