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~person:"Gupta, Rangan"
~person:"Hassler, Uwe"
~person:"Zhu, Jie"
~subject:"Capital income"
~subject:"long memory"
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Capital income
long memory
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Gupta, Rangan
Hassler, Uwe
Zhu, Jie
Caporale, Guglielmo Maria
58
Gil-Alaña, Luis A.
41
Zaremba, Adam
36
Timmermann, Allan
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Wohar, Mark E.
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Nielsen, Morten Ørregaard
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McMillan, David G.
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Bollerslev, Tim
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Pierdzioch, Christian
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Lux, Thomas
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McAleer, Michael
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Plastun, Alex
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Diebold, Francis X.
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Tiwari, Aviral Kumar
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Baum, Christopher F.
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Bohl, Martin T.
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Bouri, Elie
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Balcilar, Mehmet
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Sousa, Ricardo M.
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Faff, Robert W.
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Hou, Kewei
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Miller, Stephen M.
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Zhang, Lu
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Zhou, Guofu
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Demirer, Rıza
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Drew, Michael E.
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Grobys, Klaus
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Pesaran, M. Hashem
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Guidolin, Massimo
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Ma, Feng
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Subrahmanyam, Avanidhar
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Allen, David E.
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Bekaert, Geert
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Brooks, Robert
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Engle, Robert F.
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Narayan, Paresh Kumar
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ECONIS (ZBW)
99
RePEc
10
EconStor
4
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1
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:
2
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:
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
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:
5
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:
6
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:
7
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:
8
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
9
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:
10
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
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