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~person:"Caralt, Jordi Surinach"
~person:"Chau, K. W."
~person:"Gupta, Rangan"
~person:"McMillan, David G."
~subject:"Real estate price"
~subject:"Volatility"
~subject:"long memory"
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Real estate price
Volatility
long memory
Forecasting model
188
Prognoseverfahren
188
Estimation
169
Schätzung
169
Volatilität
159
United States
151
USA
149
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123
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123
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120
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89
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86
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77
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Oil price
59
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57
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52
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52
ARCH model
51
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51
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51
Economic growth
44
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43
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Article
146
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154
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76
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76
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76
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75
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6
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6
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English
244
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Caralt, Jordi Surinach
Chau, K. W.
Gupta, Rangan
McMillan, David G.
McAleer, Michael
110
Caporale, Guglielmo Maria
65
Pierdzioch, Christian
54
Chang, Chia-Lin
50
Bahmani-Oskooee, Mohsen
48
Hammoudeh, Shawkat
48
Ma, Feng
48
Bouri, Elie
46
Miller, Stephen M.
46
Gil-Alaña, Luis A.
45
Wohar, Mark E.
42
Balcilar, Mehmet
40
Nielsen, Morten Ørregaard
38
Bollerslev, Tim
37
Lux, Thomas
36
Tiwari, Aviral Kumar
36
Mensi, Walid
32
Salisu, Afees A.
31
Kang, Sang Hoon
29
Spagnolo, Nicola
29
Demirer, Rıza
28
Hill, Robert J.
28
Turnbull, Geoffrey K.
28
Shimizu, Chihiro
27
Adam, Klaus
26
Apergēs, Nikolaos
26
Hegerty, Scott W.
26
Aizenman, Joshua
24
Baum, Christopher F.
24
Caporin, Massimiliano
24
Engle, Robert F.
23
Mumtaz, Haroon
23
Wang, Yudong
23
Allen, David E.
22
Chiarella, Carl
22
Christensen, Bent Jesper
22
Diebold, Francis X.
22
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Department of Economics, Faculty of Economic and Management Sciences
6
Facultat d'Economia i Empresa, Universitat de Barcelona
3
Asia Pacific Real Estate Research Symposium <2013>
2
Asia Pacific Real Estate Conference <2018, Singapore>
1
Asia Pacific Real Estate Research Symposium <2015>
1
Hong Kong Singapore International Real Estate Research Symposium <2004, Hongkong>
1
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Real Estate Research Symposium <2008, Peking>
1
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Department of Economics working paper series
52
The journal of real estate finance and economics
24
The North American journal of economics and finance : a journal of financial economics studies
15
Working papers / University of Connecticut, Department of Economics
14
Applied economics
13
Energy economics
12
Applied financial economics
11
International review of economics & finance : IREF
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Applied economics letters
7
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
6
Economics letters
5
International journal of finance & economics : IJFE
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Global Research Unit working paper
3
Journal of economics and finance
3
Working Papers in Economics
3
Economics / Discussion papers : the open-access, open-assessment e-journal
2
Economics / Journal articles : the open-access, open-assessment journal
2
Economics and Business Letters : EBL
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of applied economics
2
Applied economics quarterly
1
Applied financial economics letters
1
Asian African journal of economics and econometrics
1
CREATES research paper
1
Cardiff economics working papers
1
Computational economics
1
Econometric Institute research papers
1
Economics Working Paper
1
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Economics working paper
1
Economics, management and financial markets
1
Empirical Economics, Forthcoming
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global business & economics review
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
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ECONIS (ZBW)
243
RePEc
10
EconStor
1
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1
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
2
The impact of measurement and pricing cost on rental transaction prices : evidence from the institutional rental housing market in Beijing
Yang, Tianwei
;
Huo, Derek Da
;
Choy, Lennon H. T.
;
Chau, …
- In:
The journal of real estate finance and economics
66
(
2023
)
1
,
pp. 119-140
Persistent link: https://www.econbiz.de/10013542203
Saved in:
3
Econometric analyses of international housing markets
Li, Rita Yi Man
;
Chau, K. W.
-
2016
Kong, Japan, the US and the UK -- Conclusion: should the mainstream economists neglect and undermine real estate
economics
…
Persistent link: https://www.econbiz.de/10011402954
Saved in:
4
Does student quality fluctuate with real estate prices?
Wong, Siu Kei
;
Wong, K. C.
;
Chau, K. W.
;
Yiu, C. Y.
; …
- In:
Journal of real estate practice and education : a …
11
(
2008
)
2
,
pp. 145-158
Persistent link: https://www.econbiz.de/10003788769
Saved in:
5
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
6
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:
7
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:
8
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
9
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
10
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:
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