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~person:"Gupta, Rangan"
~person:"Wohar, Mark E."
~subject:"Aktienmarkt"
~subject:"Kapitaleinkommen"
~subject:"long memory"
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Aktienmarkt
Kapitaleinkommen
long memory
Estimation
175
Forecasting model
175
Prognoseverfahren
175
Schätzung
175
United States
163
USA
161
Volatility
153
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151
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107
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English
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Gupta, Rangan
Wohar, Mark E.
Caporale, Guglielmo Maria
93
Gil-Alaña, Luis A.
61
Pierdzioch, Christian
43
Tiwari, Aviral Kumar
41
Zaremba, Adam
39
McMillan, David G.
36
Balcilar, Mehmet
34
Timmermann, Allan
34
Nielsen, Morten Ørregaard
33
McAleer, Michael
31
Bollerslev, Tim
30
Bouri, Elie
30
Hammoudeh, Shawkat
29
Lux, Thomas
29
Miller, Stephen M.
29
Bohl, Martin T.
28
Plastun, Alex
28
Demirer, Rıza
26
Bekaert, Geert
25
Diebold, Francis X.
25
Allen, David E.
24
Ma, Feng
24
Narayan, Paresh Kumar
23
Salisu, Afees A.
23
Drew, Michael E.
22
Faff, Robert W.
22
Hou, Kewei
22
Lucey, Brian M.
22
Spagnolo, Nicola
22
Stulz, René M.
22
Baum, Christopher F.
21
Brooks, Robert
21
Grobys, Klaus
21
Hassan, M. Kabir
21
Kamaiah, Bandi
21
Worthington, Andrew Charles
21
Guo, Hui
20
Jawadi, Fredj
20
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Department of Economics, Faculty of Economic and Management Sciences
4
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
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Department of Economics working paper series
44
The North American journal of economics and finance : a journal of financial economics studies
17
International review of economics & finance : IREF
14
Applied economics
10
Energy economics
10
International journal of finance & economics : IJFE
8
Applied financial economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Journal of economics and finance
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
4
The journal of real estate finance and economics
3
Working papers / University of Connecticut, Department of Economics
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Economics and Business Letters : EBL
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Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Experiences and challenges in the development of the Chinese capital market
1
Global Research Unit working paper
1
Journal of applied economics
1
Research in international business and finance
1
Research paper series / Swiss Finance Institute
1
Review of financial economics : RFE
1
Studies in economics and finance
1
The European journal of finance
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University of Pretoria, Department of Economics Working Paper Series
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ECONIS (ZBW)
163
RePEc
5
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
Stock returns forecasting with metals : sentiment vs. fundamentals
Jordan, Steven J.
;
Vivian, Andrew
;
Wohar, Mark E.
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 458-477
Persistent link: https://www.econbiz.de/10012244340
Saved in:
3
The stock return predictability and stock price decomposition in the Chinese equity market
Ma, Jun
;
Su, Zhenhua
;
Wohar, Mark E.
- In:
Experiences and challenges in the development of the …
,
(pp. 150-170)
.
2015
Persistent link: https://www.econbiz.de/10011388123
Saved in:
4
Can commodity returns forecast Canadian sector stock returns?
Jordan, Steven J.
;
Vivian, Andrew
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 172-188
Persistent link: https://www.econbiz.de/10011624689
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
Caporin, Massimiliano
;
Caraiani, Petre
;
Cepni, Oguzhan
; …
-
2024
Persistent link: https://www.econbiz.de/10014496364
Saved in:
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