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~language:"eng"
~person:"Gupta, Rangan"
~person:"Harvey, Andrew C."
~person:"Zaremba, Adam"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
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Kapitaleinkommen
Time series analysis
Estimation
338
Schätzung
338
Forecasting model
336
Prognoseverfahren
336
Capital income
328
Börsenkurs
283
Share price
283
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270
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Gupta, Rangan
Harvey, Andrew C.
Zaremba, Adam
Caporale, Guglielmo Maria
373
Gil-Alaña, Luis A.
359
Phillips, Peter C. B.
242
Franses, Philip Hans
230
Koopman, Siem Jan
222
McAleer, Michael
184
Pesaran, M. Hashem
145
Diebold, Francis X.
142
Gao, Jiti
135
Campbell, John Y.
134
Teräsvirta, Timo
130
Timmermann, Allan
121
Bekaert, Geert
115
Engle, Robert F.
114
Kapetanios, George
114
Lütkepohl, Helmut
113
McMillan, David G.
109
Bali, Turan G.
104
Koop, Gary
103
Sibbertsen, Philipp
103
Bollerslev, Tim
102
Harvey, Campbell R.
99
Taylor, Robert
92
Härdle, Wolfgang
91
Hyndman, Rob J.
90
Lucas, André
90
Narayan, Paresh Kumar
90
Ghysels, Eric
89
Watson, Mark W.
89
Stock, James H.
88
Wohar, Mark E.
87
Stambaugh, Robert F.
85
Marcellino, Massimiliano
84
Dijk, Dick van
83
Dijk, Herman K. van
83
Perron, Pierre
83
Zhou, Guofu
83
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University of Cambridge / Department of Applied Economics
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
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Department of Economics working paper series
34
Applied economics
21
Finance research letters
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Cambridge working papers in economics
19
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
International review of financial analysis
10
Journal of forecasting
9
Working papers / University of Connecticut, Department of Economics
9
Economic modelling
8
International review of economics & finance : IREF
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of international financial markets, institutions & money
6
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
5
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
An Elgar reference collection
3
Applied financial economics
3
Computational economics
3
Econometric Institute research papers
3
Finmap working paper
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Journal of economics and finance
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Journal of empirical finance
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ECONIS (ZBW)
512
Showing
1
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10
of
512
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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
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
4
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:
5
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:
6
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:
7
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
8
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
9
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:
10
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
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