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~person:"Caglayan, Mustafa"
~person:"Gupta, Rangan"
~person:"Rycx, François"
~person:"Schneider, Friedrich"
~subject:"Schätzung"
~subject:"long memory"
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Schätzung
long memory
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Caglayan, Mustafa
Gupta, Rangan
Rycx, François
Schneider, Friedrich
Gil-Alaña, Luis A.
145
Wagner, Joachim
144
Caporale, Guglielmo Maria
137
Bahmani-Oskooee, Mohsen
98
Pierdzioch, Christian
87
Winter-Ebmer, Rudolf
78
Chang, Tsangyao
75
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72
Woessmann, Ludger
69
Lechner, Michael
68
Egger, Peter
64
Pesaran, M. Hashem
59
Berg, Gerard J. van den
57
Döpke, Jörg
56
McAleer, Michael
54
Narayan, Paresh Kumar
54
Salvanes, Kjell G.
54
Blundell, Richard W.
53
Belke, Ansgar
52
Entorf, Horst
51
Nielsen, Morten Ørregaard
49
Tiwari, Aviral Kumar
49
Hayo, Bernd
48
Riphahn, Regina T.
48
Puhani, Patrick A.
47
Apergēs, Nikolaos
46
Gundlach, Erich
46
Herwartz, Helmut
46
Voigt, Stefan
45
Yilmazkuday, Hakan
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Balcilar, Mehmet
44
Bauer, Thomas K.
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Wohar, Mark E.
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Empirica : journal of european economics
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ECONIS (ZBW)
283
RePEc
9
EconStor
7
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31
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
32
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
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
33
The effects of climate risks on economic activity in a panel of US states : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
-
2022
Persistent link: https://www.econbiz.de/10012803668
Saved in:
34
Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
-
2022
Persistent link: https://www.econbiz.de/10012806400
Saved in:
35
On the propagation mechanism of international real interest rate spillovers : evidence from more than 200 years of data
Cuñado Eizaguirre, Juncal
;
Gabauer, David
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012820408
Saved in:
36
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012820409
Saved in:
37
Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach
Bouri, Elie
;
Gupta, Rangan
;
Marfatia, Hardik A.
;
Nel, …
-
2022
Persistent link: https://www.econbiz.de/10013366537
Saved in:
38
Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model
Karmakar, Sayar
;
Gupta, Rangan
;
Ҫepni, Oğuzhan
; …
-
2022
Persistent link: https://www.econbiz.de/10013366552
Saved in:
39
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
40
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013435218
Saved in:
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