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subject:"Volatility"
~isPartOf:"Economic modelling"
~isPartOf:"International review of financial analysis"
~person:"Gupta, Rangan"
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"United States"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatility
Großbritannien
Impact assessment
Prognoseverfahren
United States
Volatilität
Estimation
6
Schätzung
6
Capital income
4
Forecasting model
4
Kapitaleinkommen
4
South Africa
4
Südafrika
4
Aktienmarkt
3
Börsenkurs
3
In-sample tests
3
Out-of-sample tests
3
Share price
3
Stock market
3
Data Mining
2
Data mining
2
Stock return predictability
2
VAR model
2
VAR-Modell
2
ARCH model
1
ARCH-Modell
1
Asymmetric loss
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian methods
1
Connectedness
1
DSGE model
1
DSGE-Modell
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
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Economic forecast
1
Emerging economies
1
Emerging markets
1
Financial variables
1
Forecasting
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GARCH models
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Article in journal
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6
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English
6
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Gupta, Rangan
Ma, Feng
6
Gil-Alaña, Luis A.
4
Narayan, Paresh Kumar
4
Nonejad, Nima
4
Xuan Vinh Vo
4
Zaremba, Adam
4
Zhang, Yaojie
4
Bekiros, Stelios
3
Bouri, Elie
3
Caporale, Guglielmo Maria
3
Degiannakis, Stavros
3
Hamori, Shigeyuki
3
Huang, Ho-chuan
3
Kumar, Dilip
3
Liu, Li
3
Narayan, Seema
3
Sensoy, Ahmet
3
Wei, Yu
3
Aharon, David Y.
2
Antonakakis, Nikolaos
2
Apergēs, Nikolaos
2
Avdoulas, Christos
2
Balcilar, Mehmet
2
Balli, Faruk
2
Beckmann, Joscha
2
Belke, Ansgar
2
Bilgin, Mehmet Huseyin
2
Bohl, Martin T.
2
Brooks, Chris
2
Brooks, Robert
2
Charles, Amélie
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Clements, Adam
2
Coakley, Jerry
2
Cross, Jamie
2
Czudaj, Robert
2
Darné, Olivier
2
Do, Hung Xuan
2
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Economic modelling
International review of financial analysis
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics
6
Applied economics letters
6
Economics letters
5
International review of economics & finance : IREF
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
Research in international business and finance
4
Economics and Business Letters : EBL
3
Energy economics
3
Journal of forecasting
3
Journal of macroeconomics
3
Journal of multinational financial management
3
The European journal of finance
3
Economics, management and financial markets
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 policy modeling : JPMOD ; a social science forum of world issues
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Applied financial economics
1
Contemporary economics
1
Defence and peace economics
1
Economic systems
1
Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets review
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Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Eurasian economic review : a journal in applied macroeconomics and finance
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 journal of forecasting
1
International journal of strategic property management
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ECONIS (ZBW)
6
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1
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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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