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~language:"eng"
~person:"Gupta, Rangan"
~person:"Lee, Chien-chiang"
~person:"Williams, Colin C."
~subject:"Capital income"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Capital income
Estimation
242
Schätzung
242
Forecasting model
202
Prognoseverfahren
202
Volatility
179
Volatilität
179
Welt
168
World
168
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161
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159
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Gupta, Rangan
Lee, Chien-chiang
Williams, Colin C.
Zaremba, Adam
99
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Bouri, Elie
48
Faff, Robert W.
46
Bali, Turan G.
42
Cakici, Nusret
42
Ma, Feng
41
Tiwari, Aviral Kumar
39
Wang, Yudong
38
Fletcher, Jonathan
37
Chiang, Thomas C.
36
Demirer, Rıza
36
Brooks, Robert
35
Pierdzioch, Christian
35
Sehgal, Sanjay
34
Zhang, Wei
34
Nguyen, Duc Khuong
33
Titman, Sheridan
33
Caporale, Guglielmo Maria
31
Gil-Alaña, Luis A.
31
Timmermann, Allan
31
Zhou, Guofu
31
Fabozzi, Frank J.
30
Harvey, Campbell R.
30
Zhang, Yaojie
30
Subrahmanyam, Avanidhar
29
Guidolin, Massimo
28
Lee, Cheng F.
28
Ryu, Doojin
28
Xuan Vinh Vo
28
Lee, Bong-soo
27
Shahzad, Syed Jawad Hussain
27
Shen, Dehua
27
Wei, K. C. John
27
Bollerslev, Tim
26
Hammoudeh, Shawkat
26
Auer, Benjamin R.
25
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Finance research letters
15
The North American journal of economics and finance : a journal of financial economics studies
15
Energy economics
8
Research in international business and finance
8
Economic modelling
7
International review of economics & finance : IREF
7
International journal of finance & economics : IJFE
5
Journal of forecasting
5
The European journal of finance
5
Applied economics
4
Journal of multinational financial management
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Financial innovation : FIN
3
International review of financial analysis
3
Journal of economics and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of real estate finance and economics
3
Applied financial economics
2
Defence and peace economics
2
Economics and Business Letters : EBL
2
Economics letters
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied economics letters
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Empirica : journal of european economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance a úvěr
1
Global finance journal
1
Handbook of real estate and macroeconomics
1
International journal of forecasting
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of Asian economics
1
Journal of business economics and management
1
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ECONIS (ZBW)
144
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144
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1
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:
2
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
3
Price effects after one-day abnormal returns and crises in the stock markets
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Ji, Qiang
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10015053315
Saved in:
4
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
5
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:
6
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
Saved in:
7
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
8
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
9
The impact of COVID-19 pandemic on hospitality stock returns in China
Lee, Chi-Chuan
;
Lee, Chien-chiang
;
Wu, Yizhong
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1787-1800
Persistent link: https://www.econbiz.de/10014253449
Saved in:
10
International spillovers of U.S. monetary uncertainty and equity market volatility to China's stock markets
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of Asian economics
84
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248299
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