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person:"Pesaran, M. Hashem"
subject:"Capital income"
~person:"Gupta, Rangan"
~subject:"Börsenkurs"
~subject:"Theory"
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Capital income
Börsenkurs
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Estimation
433
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114
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Pesaran, M. Hashem
Gupta, Rangan
Caporale, Guglielmo Maria
136
Gil-Alaña, Luis A.
109
Pierdzioch, Christian
76
Zaremba, Adam
70
McAleer, Michael
67
Hautsch, Nikolaus
61
Härdle, Wolfgang
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McMillan, David G.
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Timmermann, Allan
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Narayan, Paresh Kumar
53
Bollerslev, Tim
52
Wohar, Mark E.
50
Herwartz, Helmut
49
Marcellino, Massimiliano
49
Bohl, Martin T.
48
Heckman, James J.
48
Koopman, Siem Jan
44
Engle, Robert F.
43
Belke, Ansgar
41
Campbell, John Y.
41
Blundell, Richard W.
40
Todorov, Viktor
40
Allen, David E.
39
Bali, Turan G.
38
Tiwari, Aviral Kumar
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Stambaugh, Robert F.
37
Belzil, Christian
36
Ghysels, Eric
36
Acemoglu, Daron
34
Ludvigson, Sydney C.
34
Berg, Gerard J. van den
33
Döpke, Jörg
33
Lettau, Martin
33
Linton, Oliver
33
Serletis, Apostolos
33
Theissen, Erik
32
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Cheung, Yin-Wong
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ECONIS (ZBW)
205
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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
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
8
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:
9
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
10
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:
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