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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of emerging market finance"
~person:"Gupta, Rangan"
~subject:"World"
~type:"article"
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EU-Staaten
Volatility
World
Estimation
2
Schätzung
2
Time series analysis
2
Volatilität
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Aktienindex
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Gupta, Rangan
McMillan, David G.
3
Mukherjee, Paramita
3
Barkoulas, John T.
2
Brooks, Robert
2
Chatrath, Arjun
2
Fraser, Patricia
2
Jiang, Christine X.
2
Niizeki, Mikiyo Kii
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Phylaktis, Kate
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Ramchander, Sanjay
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Ap Gwilym, Owain
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Applied financial economics
Journal of emerging market finance
The North American journal of economics and finance : a journal of financial economics studies
8
Finance research letters
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Research in international business and finance
4
Economics letters
3
Energy economics
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The European journal of finance
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Economics and Business Letters : EBL
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of forecasting
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Journal of multinational financial management
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Structural change and economic dynamics : SC+ED
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Defence and peace economics
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Emerging markets review
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
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Journal of the Operational Research Society
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ECONIS (ZBW)
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Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.
;
Gupta, Rangan
;
Modise, Mampho P.
- In:
Journal of emerging market finance
14
(
2015
)
2
,
pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
Saved in:
2
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
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