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~person:"Chang, Chia-Lin"
~person:"Gupta, Rangan"
~person:"Serletis, Apostolos"
~subject:"Capital income"
~type_genre:"Article in journal"
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Search: subject:"ARCH model"
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Capital income
ARCH model
85
ARCH-Modell
85
Volatility
68
Volatilität
68
Estimation
28
Schätzung
28
Kapitaleinkommen
26
Forecasting model
25
Prognoseverfahren
25
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22
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Oil price
19
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Chang, Chia-Lin
Gupta, Rangan
Serletis, Apostolos
Kumar, Dilip
18
Ma, Feng
17
Bouri, Elie
14
Chiang, Thomas C.
14
Zhang, Yaojie
11
Brooks, Robert
9
Floros, Christos
9
Li, Yan
8
Liang, Chao
8
McAleer, Michael
8
Tiwari, Aviral Kumar
8
Wang, Yudong
8
Elyasiani, Elyas
7
Huang, Zhuo
7
Nonejad, Nima
7
Wei, Yu
7
Wu, Xinyu
7
Kang, Sang Hoon
6
Mansur, Iqbal
6
Muzindutsi, Paul-Francois
6
Nam, Kiseok
6
Nguyen, Duc Khuong
6
Shi, Yanlin
6
Xuan Vinh Vo
6
Yavas, Burhan F.
6
Yoon, Seong-min
6
Al Refai, Hisham M.
5
Asai, Manabu
5
Chen, Cathy W. S.
5
Chevallier, Julien
5
Choudhry, Taufiq
5
Dedi, Lidija
5
Degiannakis, Stavros
5
Demirer, Rıza
5
Engle, Robert F.
5
Faff, Robert W.
5
Karmakar, Madhusudan
5
Lyócsa, Štefan
5
Maheswaran, S.
5
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The North American journal of economics and finance : a journal of financial economics studies
3
Economic modelling
2
Energy economics
2
International review of economics & finance : IREF
2
Applied economics
1
Defence and peace economics
1
Economics and Business Letters : EBL
1
Economics letters
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance research letters
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of financial analysis
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of multinational financial management
1
Journal of risk
1
Research in international business and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The quarterly review of economics and finance
1
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ECONIS (ZBW)
26
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1
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
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
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:
4
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
5
The complex relationship between inflation and equity returns
Liu, Jinan
;
Serletis, Apostolos
- In:
Journal of economic studies
49
(
2022
)
1
,
pp. 159-184
Persistent link: https://www.econbiz.de/10012798614
Saved in:
6
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
7
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
8
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
Saved in:
9
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
10
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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