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person:"Pástor, Ľuboš"
subject:"Kapitaleinkommen"
~person:"Gupta, Rangan"
~subject:"Portfolio-Management"
~subject:"VAR-Modell"
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Kapitaleinkommen
Portfolio-Management
VAR-Modell
Estimation
279
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USA
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Capital income
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Pástor, Ľuboš
Gupta, Rangan
Zaremba, Adam
69
Pesaran, M. Hashem
65
McMillan, David G.
47
Mumtaz, Haroon
44
Bollerslev, Tim
43
Pierdzioch, Christian
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Gambetti, Luca
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Wohar, Mark E.
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Lütkepohl, Helmut
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McAleer, Michael
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Timmermann, Allan
31
Marcellino, Massimiliano
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Bohl, Martin T.
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Bali, Turan G.
28
Campbell, John Y.
28
Caporale, Guglielmo Maria
28
Forni, Mario
28
Theodoridis, Konstantinos
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Belke, Ansgar
27
Diebold, Francis X.
27
Balcilar, Mehmet
26
Chudik, Alexander
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Guidolin, Massimo
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Stambaugh, Robert F.
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Todorov, Viktor
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Zhou, Guofu
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Castelnuovo, Efrem
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Gil-Alaña, Luis A.
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Tiwari, Aviral Kumar
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Bouri, Elie
23
Narayan, Paresh Kumar
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Nitschka, Thomas
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Wang, Yudong
23
Engle, Robert F.
22
Hoesli, Martin
22
Sala, Luca
22
Ammann, Manuel
21
Cakici, Nusret
21
Huber, Florian
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Rodney L. White Center for Financial Research
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Department of Economics working paper series
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Finance research letters
6
The North American journal of economics and finance : a journal of financial economics studies
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Economic modelling
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
3
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
4
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
5
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
6
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
7
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
8
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
9
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:
10
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012820409
Saved in:
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