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person:"Mittnik, Stefan"
subject:"Capital income"
~person:"Pierdzioch, Christian"
~person:"Tang, Yi"
~subject:"Theorie"
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Capital income
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168
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168
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Mittnik, Stefan
Pierdzioch, Christian
Tang, Yi
Gupta, Rangan
97
Caporale, Guglielmo Maria
96
Gil-Alaña, Luis A.
88
Pesaran, M. Hashem
85
Zaremba, Adam
69
Härdle, Wolfgang
54
Timmermann, Allan
52
McMillan, David G.
50
Heckman, James J.
48
Bollerslev, Tim
46
Marcellino, Massimiliano
46
Hautsch, Nikolaus
45
Wohar, Mark E.
43
Herwartz, Helmut
42
Blundell, Richard W.
40
McAleer, Michael
40
Koopman, Siem Jan
39
Bali, Turan G.
37
Stambaugh, Robert F.
37
Belzil, Christian
36
Campbell, John Y.
36
Engle, Robert F.
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Acemoglu, Daron
34
Bohl, Martin T.
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Berg, Gerard J. van den
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Narayan, Paresh Kumar
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Serletis, Apostolos
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Belke, Ansgar
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Diebold, Francis X.
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Engel, Charles
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Kilian, Lutz
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Semmler, Willi
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Todorov, Viktor
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Basu, Susanto
29
Engsted, Tom
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Kumbhakar, Subal
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Buch, Claudia M.
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Cakici, Nusret
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Feenstra, Robert C.
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Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
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Handbook of heavy tailed distributions in finance
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
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
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
3
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
4
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
5
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
6
Disagreement in economic forecasts and equity returns : risk or mispricing?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
China finance review international
13
(
2023
)
3
,
pp. 309-341
Persistent link: https://www.econbiz.de/10014362710
Saved in:
7
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
8
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
9
Climate risks and state-level stock-market realized volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387633
Saved in:
10
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
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