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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Economic modelling"
~language:"eng"
~person:"Balcilar, Mehmet"
~person:"Gupta, Rangan"
~type:"article"
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Schock
Volatilität
Estimation
5
Schätzung
5
South Africa
4
Südafrika
4
Capital income
3
Forecasting model
3
In-sample tests
3
Kapitaleinkommen
3
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3
Prognoseverfahren
3
Aktienmarkt
2
Börsenkurs
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Data Mining
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Stock return predictability
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VAR model
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VAR-Modell
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Volatility
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1
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Bayes-Statistik
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Dynamisches Gleichgewicht
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Geldpolitik
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Balcilar, Mehmet
Gupta, Rangan
Cross, Jamie
2
Feng, Yun
2
Gatfaoui, Hayette
2
Hou, Chenghan
2
Huang, Ho-chuan
2
Huang, Zhuo
2
Hur, Joonyoung
2
Kiani, Khurshid M.
2
Kumar, Dilip
2
Liu, Li
2
Racicot, François-Éric
2
Rossi, Eduardo
2
Théoret, Raymond
2
Wang, Tianyi
2
Abdallah, Oussama
1
Abid, Ilyes
1
Aftab, Muhammad
1
Ahmed, M. Iqbal
1
Akarim, Yasemin Deniz
1
Akbar, Farhan
1
Alaoui, Abdelkader O. el
1
Antonakakis, Nikolaos
1
Apergēs, Nikolaos
1
Arampatzidis, Ioannis
1
Arumugam, Devika
1
Aslanidis, Nektarios
1
Asutay, Mehmet
1
Audzei, Volha
1
Avdoulas, Christos
1
Aye, Goodness C.
1
Babikir, Ali
1
Bacchiocchi, Emanuele
1
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1
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1
Bao Hoang Nguyen
1
Barakchian, S. Mahdi
1
Barauskaite, Kristina
1
Baruník, Jozef
1
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Economic modelling
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics letters
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics
3
Finance research letters
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Research in international business and finance
3
Economics and Business Letters : EBL
2
Economics letters
2
Energy economics
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
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Defence and peace economics
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Economics, management and financial markets
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
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
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Journal of economic structures : JES; the official journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
1
Journal of emerging market finance
1
Journal of financial markets
1
Journal of forecasting
1
Journal of international commerce, economics and policy
1
Journal of international financial markets, institutions & money
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
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ECONIS (ZBW)
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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:
2
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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