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subject:"Volatility"
~isPartOf:"Economic modelling"
~person:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
~person:"Wohar, Mark E."
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatility
Großbritannien
Impact assessment
Prognoseverfahren
Volatilität
Estimation
8
Schätzung
8
South Africa
4
Südafrika
4
Capital income
3
Forecasting model
3
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3
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3
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3
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3
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2
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2
Cointegration
2
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Article
6
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Article in journal
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Gil-Alaña, Luis A.
Gupta, Rangan
Wohar, Mark E.
Liu, Li
3
Narayan, Paresh Kumar
3
Zhang, Yaojie
3
Balcilar, Mehmet
2
Bekiros, Stelios
2
Belke, Ansgar
2
Clements, Adam
2
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
Mishra, Sagarika
2
Modise, Mampho P.
2
Narayan, Seema
2
Pan, Zhiyuan
2
Poon, Aubrey
2
Rumler, Fabio
2
Sharma, Susan Sunila
2
Wang, Tianyi
2
Wang, Yudong
2
Wei, Yu
2
Zaremba, Adam
2
Abdallah, Oussama
1
Abid, Ilyes
1
Afonso, António
1
Aftab, Muhammad
1
Aggarwal, Nidhi
1
Akarim, Yasemin Deniz
1
Alaoui, Abdelkader O. el
1
Algaba, Andres
1
Aloui, Chaker
1
Alvarez de Toledo, Pablo
1
Antonakakis, Nikolaos
1
Apergēs, Nikolaos
1
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Economic modelling
Finance research letters
10
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied economics letters
7
International journal of finance & economics : IJFE
7
International review of economics & finance : IREF
6
Research in international business and finance
5
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of forecasting
4
Energy economics
3
International review of financial analysis
3
Journal of macroeconomics
3
Journal of multinational financial management
3
The European journal of finance
3
Applied financial economics
2
Economics and Business Letters : EBL
2
Empirica : journal of european economics
2
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2
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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 economics and finance : JEF
2
Journal of international financial markets, institutions & money
2
Open economies review
2
Structural change and economic dynamics : SC+ED
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
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Applied financial economics letters
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Contemporary economics
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Defence and peace economics
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Emerging markets review
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
- In:
Economic modelling
18
(
2001
)
4
,
pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
Saved in:
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