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~language:"eng"
~person:"Grobys, Klaus"
~person:"Gupta, Rangan"
~person:"Timmermann, Allan"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Forecasting model
247
Prognoseverfahren
247
Estimation
189
Schätzung
189
United States
182
USA
180
Volatility
168
Volatilität
168
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157
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147
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141
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100
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Grobys, Klaus
Gupta, Rangan
Timmermann, Allan
Caporale, Guglielmo Maria
47
Zaremba, Adam
36
Wohar, Mark E.
33
McMillan, David G.
29
Pierdzioch, Christian
28
Bollerslev, Tim
24
Bouri, Elie
24
Gil-Alaña, Luis A.
24
Plastun, Alex
23
Tiwari, Aviral Kumar
23
Lux, Thomas
21
McAleer, Michael
21
Bohl, Martin T.
20
Diebold, Francis X.
19
Sousa, Ricardo M.
19
Faff, Robert W.
18
Hou, Kewei
18
Miller, Stephen M.
18
Zhang, Lu
18
Zhou, Guofu
18
Balcilar, Mehmet
17
Demirer, Rıza
17
Drew, Michael E.
17
Pesaran, M. Hashem
17
Salisu, Afees A.
17
Guidolin, Massimo
16
Subrahmanyam, Avanidhar
16
Wolf, Michael
16
Allen, David E.
15
Bekaert, Geert
15
Brooks, Robert
15
Engle, Robert F.
15
Ma, Feng
15
Narayan, Paresh Kumar
15
Titman, Sheridan
15
Afonso, António
14
Bali, Turan G.
14
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Department of Economics working paper series
31
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion paper / Department of Economics, University of California San Diego
8
Energy economics
8
Applied economics
7
Applied economics letters
7
International review of economics & finance : IREF
6
Economics letters
5
International journal of finance & economics : IJFE
4
Journal of financial economics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
DAE working paper
3
Discussion paper / Centre for Economic Policy Research
3
Journal of economics and finance
3
The journal of real estate finance and economics
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3
Applied financial economics
2
Defence and peace economics
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2
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2
Economics and Business Letters : EBL
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Empirica : journal of european economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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Studies in economics and finance
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The quarterly journal of economics
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The quarterly review of economics and finance
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ECONIS (ZBW)
147
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1
Identifying portfolio-based systematic risk factors in equity markets
Grobys, Klaus
;
Haga, Jesper
- In:
Finance research letters
17
(
2016
),
pp. 88-92
Persistent link: https://www.econbiz.de/10011596233
Saved in:
2
Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
3
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
4
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
5
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
6
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
7
Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
8
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:
9
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
10
Climate risks and real gold returns over 750 years
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10015051330
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