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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of forecasting"
~person:"Bekiros, Stelios"
~person:"Gupta, Rangan"
~person:"Hewings, Geoffrey"
~subject:"EU-Staaten"
~type_genre:"Article in journal"
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Schock
Volatilität
EU-Staaten
Estimation
12
Schätzung
12
Forecasting model
7
Prognoseverfahren
7
Capital income
5
Kapitaleinkommen
5
Aktienmarkt
4
South Africa
4
Stock market
4
Südafrika
4
Time series analysis
4
Volatility
4
Zeitreihenanalyse
4
Bayes-Statistik
3
Bayesian inference
3
Börsenkurs
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EU countries
3
In-sample tests
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Out-of-sample tests
3
Share price
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VAR model
3
VAR-Modell
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ARCH model
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ARCH-Modell
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Anlageverhalten
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Behavioural finance
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Data Mining
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Economic convergence
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Economic forecast
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Euro area
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Eurozone
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Multivariate Analyse
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Multivariate analysis
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Nichtlineare Regression
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Article in journal
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7
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English
7
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Bekiros, Stelios
Gupta, Rangan
Hewings, Geoffrey
Belke, Ansgar
4
Cross, Jamie
3
Apergēs, Nikolaos
2
Arčabić, Vladimir
2
Audzei, Volha
2
Chen, Shyh-wei
2
Clements, Adam
2
Duffy, David
2
Feng, Yun
2
Filis, George
2
Gatfaoui, Hayette
2
Hou, Chenghan
2
Huang, Ho-chuan
2
Huang, Zhuo
2
Hur, Joonyoung
2
Kiani, Khurshid M.
2
Klose, Jens
2
Koubaa, Yosra
2
Kumar, Dilip
2
Liao, Yin
2
Liu, Li
2
Liu, Xiaoquan
2
Morana, Claudio
2
Narayan, Paresh Kumar
2
Racicot, François-Éric
2
Rey, Serge
2
Rossi, Eduardo
2
Slim, Skander
2
Théoret, Raymond
2
Travaglini, Giuseppe
2
Wang, Tianyi
2
Wang, Yudong
2
Winker, Peter
2
Zhang, Yaojie
2
Abdallah, Oussama
1
Abdullah, Mat Yusoff
1
Abid, Ilyes
1
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Economic modelling
Journal of forecasting
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics letters
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
International journal of finance & economics : IJFE
3
Research in international business and finance
3
Economics and Business Letters : EBL
2
Economics letters
2
Energy economics
2
Finance research letters
2
International review of economics & finance : IREF
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of macroeconomics
2
Journal of multinational financial management
2
Structural change and economic dynamics : SC+ED
2
The European journal of finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Annals of economics and finance
1
Applied economics
1
Applied financial economics
1
Defence and peace economics
1
Economics, management and financial markets
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
Journal of behavioral and experimental finance
1
Journal of emerging market finance
1
Journal of financial markets
1
Journal of financial stability
1
Journal of international commerce, economics and policy
1
Journal of international trade & economic development : an international and comparative review
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
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1
Journal of the Operational Research Society
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ECONIS (ZBW)
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Does economic convergence hold? : a spatial quantile analysis on European regions
Cartone, Alfredo
;
Postiglione, Paolo
;
Hewings, Geoffrey
- In:
Economic modelling
95
(
2021
),
pp. 408-417
Persistent link: https://www.econbiz.de/10012696015
Saved in:
3
Regional convergence within particular country : an approach based on the regional price deflators
Rokicki, Bartłomiej
;
Hewings, Geoffrey
- In:
Economic modelling
57
(
2016
),
pp. 171-179
Persistent link: https://www.econbiz.de/10011646881
Saved in:
4
Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach
Avdoulas, Christos
;
Bekiros, Stelios
;
Boubaker, Sabri
- In:
Economic modelling
58
(
2016
),
pp. 580-587
Persistent link: https://www.econbiz.de/10011647569
Saved in:
5
Forecasting with a state space time-varying parameter VAR model : evidence from the Euro area
Bekiros, Stelios
- In:
Economic modelling
38
(
2014
),
pp. 619-626
Persistent link: https://www.econbiz.de/10010418962
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
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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