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~person:"Wohar, Mark E."
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Search: subject_exact:"Semiparametrische Statistik"
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Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Capital income
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Kapitaleinkommen
9
Börsenkurs
8
Share price
8
Estimation
7
Schätzung
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Aktienmarkt
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Stock market
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Forecasting model
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Prognoseverfahren
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Risikoprämie
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Kausalanalyse
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Risiko
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Risk
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Wechselkurs
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Welt
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World
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Disaster
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Katastrophe
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Nonparametric causality-in-quantiles test
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Terrorismus
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Wohar, Mark E.
Linton, Oliver
170
Gao, Jiti
141
Chen, Xiaohong
110
Härdle, Wolfgang
99
Simar, Léopold
73
Phillips, Peter C. B.
70
Cherchye, Laurens
65
Li, Degui
64
Li, Qi
63
Lewbel, Arthur
61
Newey, Whitney K.
61
Racine, Jeffrey
61
Rock, Bram de
58
Hoderlein, Stefan
54
Horowitz, Joel
54
Su, Liangjun
52
Chernozhukov, Victor
51
Florens, Jean-Pierre
51
Mammen, Enno
50
Henderson, Daniel J.
49
Scaillet, Olivier
49
Hu, Yingyao
48
Cai, Zongwu
47
Linton, Oliver B.
46
Otsu, Taisuke
46
Frölich, Markus
45
Robinson, Peter M.
44
Vermeulen, Frederic
43
Dette, Holger
42
Feng, Yuanhua
41
Chen, Jia
40
Haile, Philip A.
40
Lee, Sokbae
38
Parmeter, Christopher F.
38
Sperlich, Stefan
38
Heckman, James J.
37
Crawford, Ian
36
Ullah, Aman
36
Kristensen, Dennis
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Ridder, Geert
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International review of economics & finance : IREF
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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Energy economics
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Finance research letters
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Journal of economics and finance
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ECONIS (ZBW)
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1
Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Saved in:
2
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
3
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
4
Causal effects of the United States and Japan on Pacific-Rim stock markets : nonparametric quantile causality approach
Balcilar, Mehmet
;
Gupta, Rangan
;
Nguyen, Duc Khuong
; …
- In:
Applied economics
50
(
2018
)
53
,
pp. 5712-5727
Persistent link: https://www.econbiz.de/10012062898
Saved in:
5
The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan
;
Muteba Mwamba, John
;
Wohar, Mark E.
- In:
Finance research letters
25
(
2018
),
pp. 131-136
Persistent link: https://www.econbiz.de/10012003489
Saved in:
6
Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
7
Time-varying rare disaster risks, oil returns and volatility
Demirer, Rıza
;
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, …
- In:
Energy economics
75
(
2018
),
pp. 239-248
Persistent link: https://www.econbiz.de/10011974013
Saved in:
8
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
9
Do cay and cayMS predict stock and housing returns? : evidence from a nonparametric causality test
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 269-279
Persistent link: https://www.econbiz.de/10011747274
Saved in:
10
The efficiency of the art market : evidence from variance ratio tests, linear and nonlinear fractional integration approaches
Aye, Goodness C.
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 283-294
Persistent link: https://www.econbiz.de/10011754449
Saved in:
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