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subject:"EU countries"
subject:"Estimation"
~isPartOf:"Economic modelling"
~person:"Gupta, Rangan"
~person:"Puhani, Patrick A."
~person:"Wang, Yudong"
~source:"econis"
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EU countries
Estimation
Schätzung
9
Capital income
6
Kapitaleinkommen
6
Forecasting model
5
Prognoseverfahren
5
South Africa
4
Südafrika
4
Börsenkurs
3
Commodity derivative
3
Erdöl
3
In-sample tests
3
Out-of-sample tests
3
Petroleum
3
Rohstoffderivat
3
Share price
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Capital market returns
2
Data Mining
2
Data mining
2
Derivat
2
Derivative
2
Kapitalmarktrendite
2
Oil price
2
Return predictability
2
Stock market
2
Stock return predictability
2
VAR model
2
VAR-Modell
2
Ölpreis
2
Anlageverhalten
1
Baidu index
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian methods
1
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1
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9
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Gupta, Rangan
Puhani, Patrick A.
Wang, Yudong
Lee, Chien-chiang
6
Narayan, Paresh Kumar
6
Chen, Shyh-Wei
5
Narayan, Seema
5
Tiwari, Aviral Kumar
5
Apergēs, Nikolaos
4
Arčabić, Vladimir
4
Belke, Ansgar
4
Caporale, Guglielmo Maria
4
Chang, Chun Ping
4
Huang, Ho-chuan
4
Uddin, Mohammed Gazi Salah
4
Arouri, Mohamed
3
Chang, Tsangyao
3
Chien, Mei-Se
3
Gil-Alaña, Luis A.
3
Hur, Joonyoung
3
Jalil, Abdul
3
Jalles, João Tovar
3
Jawadi, Fredj
3
Jiang, Cuixia
3
Kumar, Saten
3
Liu, Li
3
Louhichi, Waël
3
Minford, Patrick
3
Nazlıoğlu, Şaban
3
Paradiso, Antonio
3
Rault, Christophe
3
Shahbaz, Muhammad
3
Sharma, Susan Sunila
3
Xu, Qifa
3
Zhang, Yaojie
3
Akram, Vaseem
2
Ali, Faek Menla
2
Antunes, Micaela
2
Anwar, Sajid
2
Audzei, Volha
2
Balcilar, Mehmet
2
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Economic modelling
Department of Economics working paper series
39
Energy economics
15
Working papers / University of Connecticut, Department of Economics
15
Discussion paper series / IZA
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
10
Discussion paper
9
Research in international business and finance
9
ZEW discussion papers
9
Economics letters
8
International review of economics & finance : IREF
8
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Discussion paper / Centre for Economic Policy Research
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of finance & economics : IJFE
6
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
5
Journal of forecasting
5
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
IZA Discussion Paper
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Discussion paper series
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Economic systems
3
Economics and Business Letters : EBL
3
GLO discussion paper
3
Journal of empirical finance
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Annals of economics and finance
2
Defence and peace economics
2
Economics, management and financial markets
2
Emerging markets review
2
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ECONIS (ZBW)
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1
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
2
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
3
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
Balcilar, Mehmet
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Economic modelling
44
(
2015
),
pp. 215-228
Persistent link: https://www.econbiz.de/10011326254
Saved in:
4
Limited attention of individual investors and stock performance : evidence from the ChiNext market
Zhang, Bing
;
Wang, Yudong
- In:
Economic modelling
50
(
2015
),
pp. 94-104
Persistent link: https://www.econbiz.de/10011439953
Saved in:
5
Macroeconomic variables and South African stock return predictability
Gupta, Rangan
;
Modise, Mampho P.
- In:
Economic modelling
30
(
2013
),
pp. 612-622
Persistent link: https://www.econbiz.de/10009708826
Saved in:
6
Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Economic modelling
32
(
2013
),
pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
Saved in:
7
Are crude oil spot and futures prices cointegrated? : not always!
Wang, Yudong
;
Wu, Chongfeng
- In:
Economic modelling
33
(
2013
),
pp. 641-650
Persistent link: https://www.econbiz.de/10010194454
Saved in:
8
South African stock return predictability in the context data mining : the role of financial variables and international stock returns
Gupta, Rangan
;
Modise, Mampho P.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 908-916
Persistent link: https://www.econbiz.de/10009545495
Saved in:
9
Structural breaks and GARCH models of stock return volatility : the case of South Africa
Babikir, Ali
;
Gupta, Rangan
;
Mwabutwa, Chance
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
Saved in:
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