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~person:"Caralt, Jordi Surinach"
~person:"Gupta, Rangan"
~subject:"Real estate price"
~subject:"Volatility"
~subject:"long memory"
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Real estate price
Volatility
long memory
Forecasting model
163
Prognoseverfahren
163
Estimation
149
Schätzung
149
United States
142
USA
140
Volatilität
135
Börsenkurs
99
Share price
99
Capital income
90
Kapitaleinkommen
90
Risiko
84
Risk
84
South Africa
75
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73
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53
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52
Kausalanalyse
52
Monetary policy
50
ARCH model
43
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43
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42
Economic growth
42
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39
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109
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75
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74
Graue Literatur
74
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74
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1
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1
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English
196
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10
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Caralt, Jordi Surinach
Gupta, Rangan
McAleer, Michael
110
Caporale, Guglielmo Maria
65
Pierdzioch, Christian
53
Chang, Chia-Lin
50
Bahmani-Oskooee, Mohsen
48
Hammoudeh, Shawkat
48
Ma, Feng
48
Miller, Stephen M.
46
Bouri, Elie
45
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
McMillan, David G.
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
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Department of Economics working paper series
51
The North American journal of economics and finance : a journal of financial economics studies
14
Working papers / University of Connecticut, Department of Economics
14
Applied economics
12
Energy economics
12
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
9
Applied economics letters
6
The journal of real estate finance and economics
6
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
6
Economics letters
5
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Global Research Unit working paper
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Working Papers in Economics
3
Applied financial economics
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
Applied economics quarterly
1
CREATES research paper
1
Cardiff economics working papers
1
Computational economics
1
Econometric Institute research papers
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
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
Global business & economics review
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International business and economics research journal
1
International economics and economic policy : IEEP
1
Journal of applied economics
1
Journal of housing economics
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ECONIS (ZBW)
195
RePEc
10
EconStor
1
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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
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:
8
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:
9
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:
10
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
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