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~person:"Gupta, Rangan"
~subject:"Capital income"
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Capital income
United States
218
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216
Forecasting model
123
Prognoseverfahren
123
Estimation
97
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97
Volatility
70
Volatilität
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Gupta, Rangan
Campbell, John Y.
36
Diebold, Francis X.
35
Pierdzioch, Christian
27
Wohar, Mark E.
26
Warnock, Francis E.
25
Titman, Sheridan
24
Guo, Hui
23
Lakonishok, Josef
23
Caporale, Guglielmo Maria
22
Ang, Andrew
21
Ludvigson, Sydney C.
21
Poterba, James M.
21
Curcuru, Stephanie E.
20
Timmermann, Allan
20
McGrattan, Ellen R.
18
Fama, Eugene F.
17
Ferson, Wayne E.
17
Goetzmann, William N.
17
Guidolin, Massimo
17
Lettau, Martin
17
Bali, Turan G.
16
Bekaert, Geert
16
French, Kenneth Ronald
16
Lamont, Owen A.
16
McMillan, David G.
16
Bouri, Elie
15
Hodrick, Robert J.
15
Ma, Feng
15
Altman, Edward I.
14
Chan, Louis K. C.
14
Guirguis, Michel
14
Harvey, Campbell R.
14
Nieuwerburgh, Stijn van
14
Pástor, Ľuboš
14
Zhang, Lu
14
Bollerslev, Tim
13
Jensen, Gerald R.
13
Miller, Stephen M.
13
Moskowitz, Tobias J.
13
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Department of Economics working paper series
14
The North American journal of economics and finance : a journal of financial economics studies
7
Finance research letters
6
The journal of real estate finance and economics
3
Energy economics
2
Financial innovation : FIN
2
International journal of finance & economics : IJFE
2
The European journal of finance
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
Applied economics
1
Applied economics letters
1
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1
Economics and Business Letters : EBL
1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirica : journal of european economics
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University of Nebraska and Loughborough University Working Paper: 2020-16
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ECONIS (ZBW)
68
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1
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
2
Has oil price predicted stock returns for over a century?
Narayan, Paresh Kumar
;
Gupta, Rangan
- In:
Energy economics
48
(
2015
),
pp. 18-23
Persistent link: https://www.econbiz.de/10011533690
Saved in:
3
Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?
Gupta, Rangan
;
Hammoudeh, Shawkat
;
Simo-Kengne, Beatrice D.
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1147-1157
Persistent link: https://www.econbiz.de/10010418941
Saved in:
4
Valuation ratios and stock return predictability in South Africa : is it there?
Gupta, Rangan
;
Modise, Mampho P.
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
)
1
,
pp. 70-82
Persistent link: https://www.econbiz.de/10009620175
Saved in:
5
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
6
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
7
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
-
2021
Persistent link: https://www.econbiz.de/10012661162
Saved in:
8
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
9
Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of data
Gupta, Rangan
;
Karmakar, Sayar
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10012794059
Saved in:
10
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
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