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~accessRights:"restricted"
~isPartOf:"Applied economics quarterly"
~isPartOf:"Economia internazionale"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Hall, Stephen G."
~person:"McMillan, David G."
~person:"Pierdzioch, Christian"
~person:"Zhang, Yaojie"
~subject:"Cointegration"
~subject:"Prognoseverfahren"
~subject:"South Africa"
~subject:"Zeitreihenanalyse"
~subject:"long memory"
~type_genre:"Article in journal"
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Cointegration
Prognoseverfahren
South Africa
Zeitreihenanalyse
long memory
Estimation
22
Schätzung
22
Volatility
21
Volatilität
21
Capital income
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Gil-Alana, Luis A.
Gupta, Rangan
Hall, Stephen G.
McMillan, David G.
Pierdzioch, Christian
Zhang, Yaojie
Bahmani-Oskooee, Mohsen
8
Ma, Feng
8
Dai, Zhifeng
6
Liang, Chao
6
Wei, Yu
5
Balcilar, Mehmet
4
Li, Xiafei
4
Salisu, Afees A.
4
Tiwari, Aviral Kumar
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Xuan Vinh Vo
4
Al-Yahyaee, Khamis Hamed
3
Chen, Cathy W. S.
3
Chen, Zhonglu
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Gil-Alaña, Luis A.
3
Karamelikli, Huseyin
3
Mensi, Walid
3
Nonejad, Nima
3
Omay, Tolga
3
Qiao, Gaoxiu
3
Risse, Marian
3
Shahbaz, Muhammad
3
Ur Rehman, Mobeen
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Wohar, Mark E.
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Wu, Xinyu
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Yin, Libo
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2
Al-Jarrah, Idries Mohammad Wanas
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Guo, Shuxin
2
Hammoudeh, Shawkat
2
Hau, Liya
2
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2
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2
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Applied economics quarterly
Economia internazionale
Empirica : journal of european economics
International journal of finance & economics : IJFE
The North American journal of economics and finance : a journal of financial economics studies
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Energy economics
21
Applied economics
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Applied economics letters
10
International review of economics & finance : IREF
9
Economics letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Annals of financial economics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
The journal of real estate finance and economics
4
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3
Defence and peace economics
2
Journal of economics and finance
2
Studies in economics and finance
2
Contemporary economics
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Finance research letters
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Global business & economics review
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of monetary economics and finance : IJMEF
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International review of applied economics
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Journal of behavioral and experimental economics
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ECONIS (ZBW)
20
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1
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
2
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
3
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
4
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
5
Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
6
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
7
Out-of-sample prediction of Bitcoin realized volatility : do other cryptocurrencies help?
Yi, Yongsheng
;
He, Mengxi
;
Zhang, Yaojie
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013534118
Saved in:
8
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
Saved in:
9
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
10
Forecasting the Chinese stock market volatility with international market volatilities : the role of regime switching
Zhang, Yaojie
;
Lei, Likun
;
Wei, Yu
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012654704
Saved in:
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