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~person:"Bouri, Elie"
~person:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Estimation
286
Schätzung
286
Time series analysis
227
United States
227
Zeitreihenanalyse
227
USA
225
Volatility
190
Volatilität
187
Forecasting model
168
Prognoseverfahren
168
Theorie
146
Theory
146
Börsenkurs
145
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145
Capital income
123
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112
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109
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103
World
103
Cointegration
95
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91
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91
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87
South Africa
81
Inflation
76
Oil price
76
Ölpreis
74
Forecasting
71
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68
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68
Großbritannien
65
United Kingdom
65
ARCH model
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ARCH-Modell
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Südafrika
59
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59
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fractional integration
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38
Graue Literatur
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38
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English
123
Author
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Bouri, Elie
Gil-Alaña, Luis A.
Gupta, Rangan
Caporale, Guglielmo Maria
48
Zaremba, Adam
36
Timmermann, Allan
33
Wohar, Mark E.
33
McMillan, David G.
29
Pierdzioch, Christian
25
Bollerslev, Tim
24
Plastun, Alex
23
Tiwari, Aviral Kumar
22
Lux, Thomas
21
McAleer, Michael
21
Bohl, Martin T.
20
Diebold, Francis X.
19
Sousa, Ricardo M.
19
Faff, Robert W.
18
Hou, Kewei
18
Miller, Stephen M.
18
Zhang, Lu
18
Zhou, Guofu
18
Balcilar, Mehmet
17
Demirer, Rıza
17
Drew, Michael E.
17
Grobys, Klaus
17
Pesaran, M. Hashem
17
Guidolin, Massimo
16
Subrahmanyam, Avanidhar
16
Allen, David E.
15
Bekaert, Geert
15
Brooks, Robert
15
Engle, Robert F.
15
Ma, Feng
15
Narayan, Paresh Kumar
15
Titman, Sheridan
15
Wolf, Michael
15
Afonso, António
14
Bali, Turan G.
14
Harvey, Campbell R.
14
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Department of Economics working paper series
26
Energy economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Economics and finance working paper series
9
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
6
Journal of economics and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics
4
Applied economics letters
3
Applied financial economics
3
Defence and peace economics
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
The journal of real estate finance and economics
3
Computational economics
2
Economics and Business Letters : EBL
2
Economics letters
2
Journal of economics and finance : JEF
2
Applied financial economics letters
1
Economics working paper
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European review of economics and finance
1
Global Research Unit working paper
1
Studies in economics and finance
1
Working papers / University of Connecticut, Department of Economics
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ECONIS (ZBW)
123
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123
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1
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:
2
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
3
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:
4
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:
5
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
6
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
7
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
8
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
9
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
10
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
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