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~person:"Caralt, Jordi Surinach"
~person:"Gupta, Rangan"
~person:"McMillan, David G."
~subject:"Real estate price"
~subject:"Volatility"
~subject:"long memory"
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Real estate price
Volatility
long memory
Forecasting model
188
Prognoseverfahren
188
Estimation
168
Schätzung
168
Volatilität
158
United States
150
USA
148
Börsenkurs
123
Share price
123
Capital income
119
Kapitaleinkommen
119
Stock market
92
Aktienmarkt
89
Risiko
84
Risk
84
Welt
82
World
82
Time series analysis
80
Zeitreihenanalyse
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South Africa
77
Theorie
77
Theory
77
Forecasting
72
Immobilienpreis
66
Inflation
61
VAR model
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Oil price
59
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57
Südafrika
55
Causality analysis
52
Kausalanalyse
52
Monetary policy
52
ARCH model
51
ARCH-Modell
51
Cointegration
51
Economic growth
44
Kointegration
43
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Article
131
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100
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133
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76
Non-commercial literature
76
Working Paper
76
Arbeitspapier
75
Amtsdruckschrift
1
Government document
1
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Language
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English
221
Undetermined
10
Author
All
Caralt, Jordi Surinach
Gupta, Rangan
McMillan, David G.
McAleer, Michael
110
Caporale, Guglielmo Maria
65
Pierdzioch, Christian
54
Chang, Chia-Lin
50
Bahmani-Oskooee, Mohsen
48
Hammoudeh, Shawkat
48
Ma, Feng
48
Bouri, Elie
46
Miller, Stephen M.
46
Gil-Alaña, Luis A.
45
Wohar, Mark E.
42
Balcilar, Mehmet
40
Nielsen, Morten Ørregaard
38
Bollerslev, Tim
37
Lux, Thomas
36
Tiwari, Aviral Kumar
36
Mensi, Walid
32
Salisu, Afees A.
31
Kang, Sang Hoon
29
Spagnolo, Nicola
29
Demirer, Rıza
28
Hill, Robert J.
28
Turnbull, Geoffrey K.
28
Shimizu, Chihiro
27
Adam, Klaus
26
Apergēs, Nikolaos
26
Hegerty, Scott W.
26
Aizenman, Joshua
24
Baum, Christopher F.
24
Caporin, Massimiliano
24
Chau, K. W.
23
Engle, Robert F.
23
Mumtaz, Haroon
23
Wang, Yudong
23
Allen, David E.
22
Chiarella, Carl
22
Christensen, Bent Jesper
22
Diebold, Francis X.
22
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Department of Economics, Faculty of Economic and Management Sciences
6
Facultat d'Economia i Empresa, Universitat de Barcelona
3
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Published in...
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Department of Economics working paper series
52
The North American journal of economics and finance : a journal of financial economics studies
15
Working papers / University of Connecticut, Department of Economics
14
Applied economics
13
Energy economics
12
Applied financial economics
11
International review of economics & finance : IREF
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Applied economics letters
7
The journal of real estate finance and economics
6
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
6
Economics letters
5
International journal of finance & economics : IJFE
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Global Research Unit working paper
3
Journal of economics and finance
3
Working Papers in Economics
3
Economics / Discussion papers : the open-access, open-assessment e-journal
2
Economics / Journal articles : the open-access, open-assessment journal
2
Economics and Business Letters : EBL
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of applied economics
2
Applied economics quarterly
1
Applied financial economics letters
1
Asian African journal of economics and econometrics
1
CREATES research paper
1
Cardiff economics working papers
1
Computational economics
1
Econometric Institute research papers
1
Economics Working Paper
1
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Economics working paper
1
Economics, management and financial markets
1
Empirical Economics, Forthcoming
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global business & economics review
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
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Source
All
ECONIS (ZBW)
220
RePEc
10
EconStor
1
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1
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231
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1
Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48
economics
Gupta, Rangan
;
Sheng, Xin
;
Pierdzioch, Christian
;
Ji, Qiang
- In:
Research in international business and finance
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013287890
Saved in:
2
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
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
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
6
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:
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
Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
Saved in:
9
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
10
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:
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