Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~person:"Caporin, Massimiliano"
~person:"Dijk, Herman K. van"
~person:"Gupta, Rangan"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Copyright in computer-readable...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
USA
18
United States
18
Estimation
11
Schätzung
11
Capital income
7
Forecasting model
7
Kapitaleinkommen
7
Prognoseverfahren
7
Bayes-Statistik
5
Bayesian inference
5
Regression analysis
5
Regressionsanalyse
5
Risikoprämie
4
Risk premium
4
Theorie
4
Theory
4
Time series analysis
4
Volatility
4
Volatilität
4
Zeitreihenanalyse
4
Cointegration
3
Immobilienpreis
3
Kointegration
3
Real estate price
3
Großbritannien
2
Inflation
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Oil market
2
Risiko
2
Risk
2
Schock
2
Shock
2
US states
2
United Kingdom
2
VAR model
2
VAR-Modell
2
Ölmarkt
2
1920-1940
1
2000-2010
1
more ...
less ...
Online availability
All
Undetermined
11
Free
6
Type of publication
All
Article
12
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
18
Author
All
Caporin, Massimiliano
Dijk, Herman K. van
Gupta, Rangan
McAleer, Michael
38
Chang, Chia-Lin
15
Franses, Philip Hans
10
Asai, Manabu
9
Gil-Alaña, Luis A.
8
Paap, Richard
6
Hammoudeh, Shawkat
5
Wohar, Mark E.
5
Baltagi, Badi H.
4
Bouri, Elie
4
Kumbhakar, Subal
4
Allen, David E.
3
Bijwaard, Govert
3
Caporale, Guglielmo Maria
3
Dijk, Dick van
3
Goodell, John W.
3
Hsieh, Tai-Lin
3
Majumdar, Anandamayee
3
Medeiros, Marcelo C.
3
Mehdian, Seyed M.
3
Oh, Dong-hyun
3
Ravazzolo, Francesco
3
Singh, Abhay Kumar
3
Slottje, Daniel Jonathan
3
Wong, Wing Keung
3
Yang, Yang
3
Abrevaya, Jason
2
Apergēs, Nikolaos
2
Aye, Goodness C.
2
Beard, Thomas Randolph
2
Bishop, John A.
2
Caudill, Steven B.
2
Cepni, Oguzhan
2
Chang, Kuang-Liang
2
Chen, Yanhua
2
Cuñado Eizaguirre, Juncal
2
Dare, William H.
2
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
2
Published in...
All
Econometric Institute research papers
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
Department of Economics working paper series
30
Working papers / University of Connecticut, Department of Economics
21
Discussion paper / Tinbergen Institute
17
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
8
Applied economics letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economics letters
5
International review of economics & finance : IREF
5
The journal of real estate finance and economics
5
Annals of financial economics
4
Energy economics
4
Economics : the open-access, open-assessment e-journal
3
Economics : the open-access, open-assessment journal
3
International journal of finance & economics : IJFE
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of forecasting
3
Research in international business and finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Economic modelling
2
Economics and Business Letters : EBL
2
Financial innovation : FIN
2
Global Research Unit working paper
2
International journal of strategic property management
2
Journal of applied econometrics
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Panoeconomicus
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied econometrics and international development
1
Atlantic economic journal : AEJ
1
CAMA working paper series
1
CAMP working paper series
1
CESifo Working Paper Series
1
CESifo working papers
1
CORE discussion paper : DP
1
Cardiff economics working papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan
Strachan, Rodney W.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003484038
Saved in:
2
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
3
Reconsidering the welfare cost of inflation in the US : a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions
Gupta, Rangan
;
Majumdar, Anandamayee
- In:
Empirical economics : a journal of the Institute for …
46
(
2014
)
4
,
pp. 1221-1240
Persistent link: https://www.econbiz.de/10010357340
Saved in:
4
Real estate returns predictability revisited : novel evidence from the US REITs market
Akinsomi, Omokolade
;
Aye, Goodness C.
;
Babalos, Vassilios
; …
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
3
,
pp. 1165-1190
Persistent link: https://www.econbiz.de/10011554410
Saved in:
5
Predictive gains from forecast combinations using time varying model weights
Ravazzolo, Francesco
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003746745
Saved in:
6
Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income
Paap, Richard
(
contributor
);
Dijk, Herman K. van
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722263
Saved in:
7
On Bayesian structural inference in a Simultaneous Equation Model
Dijk, Herman K. van
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001678732
Saved in:
8
Forecasting US real private residential fixed investment using a large number of predictors
Aye, Goodness C.
;
Miller, Stephen M.
;
Gupta, Rangan
; …
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
4
,
pp. 1557-1580
Persistent link: https://www.econbiz.de/10011661835
Saved in:
9
Time-varying role of macroeconomic shocks on house prices in the US and UK : evidence from over 150 years of data
Plakandaras, Vasilios
;
Gupta, Rangan
;
Katrakilides, K.
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2249-2285
Persistent link: https://www.econbiz.de/10012254637
Saved in:
10
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
