//--> //--> //--> //-->
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
~language:"eng"
~person:"Engle, Robert F."
~person:"Gupta, Rangan"
~subject:"Capital income"
~subject:"Zeitreihenanalyse"
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
Marketing
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Zeitreihenanalyse
United States
277
USA
275
Theorie
261
Theory
261
Estimation
153
Schätzung
153
Forecasting model
139
Prognoseverfahren
139
Volatility
105
Volatilität
105
Börsenkurs
102
Share price
102
Time series analysis
101
Kapitaleinkommen
86
Risiko
64
Risk
64
Immobilienpreis
62
Real estate price
62
Aktienmarkt
54
Stock market
54
ARCH model
48
ARCH-Modell
48
VAR model
40
VAR-Modell
40
Inflation
37
Portfolio selection
32
Portfolio-Management
32
Geldpolitik
29
Monetary policy
29
Business cycle
28
Konjunktur
28
Cointegration
27
Kointegration
27
Causality analysis
26
Kausalanalyse
26
Schock
26
Shock
26
Oil price
24
more ...
less ...
Online availability
All
Undetermined
63
Free
53
Type of publication
All
Article
94
Book / Working Paper
78
Type of publication (narrower categories)
All
Article in journal
92
Aufsatz in Zeitschrift
92
Arbeitspapier
41
Working Paper
41
Graue Literatur
37
Non-commercial literature
37
Aufsatzsammlung
4
Collection of articles of several authors
3
Sammelwerk
3
Aufsatz im Buch
2
Book section
2
Festschrift
2
Rezension
1
more ...
less ...
Language
All
English
German
1
Author
All
Engle, Robert F.
Gupta, Rangan
Gil-Alaña, Luis A.
179
Caporale, Guglielmo Maria
171
Franses, Philip Hans
156
Koopman, Siem Jan
147
Phillips, Peter C. B.
134
Diebold, Francis X.
99
Pesaran, M. Hashem
94
Timmermann, Allan
89
Campbell, John Y.
78
Koop, Gary
77
Härdle, Wolfgang
75
McAleer, Michael
75
Sibbertsen, Philipp
72
Lütkepohl, Helmut
69
Kunst, Robert M.
68
Teräsvirta, Timo
68
Lucas, André
66
Swanson, Norman R.
66
Bollerslev, Tim
63
Dijk, Herman K. van
63
Harvey, Andrew C.
63
Stock, James H.
59
Marcellino, Massimiliano
57
Granger, C. W. J.
56
Kapetanios, George
56
Ghysels, Eric
54
Lux, Thomas
54
Maravall Herrero, Agustín
52
Stambaugh, Robert F.
52
Watson, Mark W.
51
Bauwens, Luc
50
Feng, Yuanhua
50
Harvey, Campbell R.
49
Hyndman, Rob J.
49
Ravazzolo, Francesco
49
Hassler, Uwe
48
Dijk, Dick van
47
Guidolin, Massimo
47
more ...
less ...
Institution
All
National Bureau of Economic Research
5
Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
1
Published in...
All
Department of Economics working paper series
11
Discussion paper / Department of Economics, University of California San Diego
10
Working paper / National Bureau of Economic Research, Inc.
9
The North American journal of economics and finance : a journal of financial economics studies
7
Finance research letters
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Applied economics
5
Energy economics
5
Working paper series / University of Zurich, Department of Economics
5
Working papers / University of Connecticut, Department of Economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
NBER Working Paper
4
NBER working paper series
4
Advanced texts in econometrics
3
International review of economics & finance : IREF
3
The journal of real estate finance and economics
3
Applied economics letters
2
Applied financial economics
2
Computational economics
2
Economics letters
2
Financial innovation : FIN
2
International journal of finance & economics : IJFE
2
Journal of forecasting
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Advances in futures and options research : a research annual
1
CESifo working papers
1
Cardiff economics working papers
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Economic modelling
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics and Business Letters : EBL
1
Empirica : journal of european economics
1
Finmap working paper
1
Georgetown McDonough School of Business Research Paper
1
Global Research Unit working paper
1
HKUST Business School Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
172
Showing
1
-
10
of
172
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000885426
Saved in:
2
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
3
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
Saved in:
4
Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James
;
Coulson, N. Edward
;
Engle, Robert F.
-
1990
Persistent link: https://www.econbiz.de/10000786474
Saved in:
5
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
6
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 393-415
Persistent link: https://www.econbiz.de/10001145819
Saved in:
7
Estimating common sectoral cycles
Engle, Robert F.
- In:
Journal of monetary economics
35
(
1995
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10001178377
Saved in:
8
Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan
;
Ma, Jun
;
Risse, Marian
;
Wohar, Mark E.
- In:
Journal of macroeconomics
57
(
2018
),
pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
Saved in:
9
Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios
;
Gupta, Rangan
;
Majumdar, Anandamayee
- In:
Finance research letters
18
(
2016
),
pp. 291-296
Persistent link: https://www.econbiz.de/10011657223
Saved in:
10
Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?
Gupta, Rangan
;
Hammoudeh, Shawkat
;
Modise, Mampho P.
; …
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 367-378
Persistent link: https://www.econbiz.de/10011299816
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->