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The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests

Gupta, Rangan; Pierdzioch, Christian; Vivian, Andrew J.; … - In: Finance research letters 29 (2019), pp. 315-322

Persistent link: https://www.econbiz.de/10012419133

Economic disasters and inequality : a note

Ćorić, Bruno; Gupta, Rangan - In: Economic change & restructuring 56 (2023) 5, pp. 3527-3543

Persistent link: https://www.econbiz.de/10014418017

Economic disasters and inequality

Ćorić, Bruno; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10013435222

Is real per capita state personal income stationary? : new nonlinear, asymmetric panel-data evidence

Emirmahmutoglu, Furkan; Gupta, Rangan; Miller, Stephen M.; … - 2016

Persistent link: https://www.econbiz.de/10011547691

A time-varying approach of the US welfare cost of inflation

Miller, Stephen M.; Martins, Luís Filipe; Gupta, Rangan - In: Macroeconomic dynamics 23 (2019) 2, pp. 775-797

Persistent link: https://www.econbiz.de/10012126634

Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty

Gupta, Rangan; Ma, Jun; Risse, Marian; Wohar, Mark E. - In: Journal of macroeconomics 57 (2018), pp. 317-337

Persistent link: https://www.econbiz.de/10012127992

Does debt ceiling and government shutdown help in forecasting the US equity risk premium?

Aye, Goodness C.; Deale, Frederick W.; Gupta, Rangan - In: Panoeconomicus 63 (2016) 3, pp. 273-291

Persistent link: https://www.econbiz.de/10011582003

Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis

Bekiros, Stelios; Gupta, Rangan; Majumdar, Anandamayee - In: Finance research letters 18 (2016), pp. 291-296

Persistent link: https://www.econbiz.de/10011657223

Is real per capita state personal income stationary? : new nonlinear, asymmetric panel-data evidence

Emirmahmutoglu, Furkan; Gupta, Rangan; Miller, Stephen M.; … - 2015

Persistent link: https://www.econbiz.de/10010504609

Modeling and forecasting carbon dioxide emission allowance spot price volatility : multifractal vs. GARCH-type volatility models

Segnon, Mawuli; Lux, Thomas; Gupta, Rangan - 2015

This paper applies Markov-switching multifractal (MSM) processes to model and forecast carbon dioxide (CO2) emission price volatility, and compares their forecasting performance to the standard GARCH, fractionally integrated GARCH (FIGARCH) and the two-state Markov-switching GARCH (MS-GARCH)...

Persistent link: https://www.econbiz.de/10011296114