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~accessRights:"restricted"
~isPartOf:"Economia internazionale"
~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:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
~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
13
Schätzung
13
USA
13
United States
13
Börsenkurs
12
Capital income
12
Kapitaleinkommen
12
Share price
12
Volatility
12
Volatilität
12
Aktienmarkt
11
Stock market
11
Forecasting model
7
Spillover effect
5
Spillover-Effekt
5
Welt
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World
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ARCH model
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Nichtparametrisches Verfahren
4
Nonparametric statistics
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Risikomaß
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Risk measure
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Time series analysis
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Ankündigungseffekt
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Anlageverhalten
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Bayes-Statistik
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Bayesian inference
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Behavioural finance
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Causality analysis
3
Emerging economies
3
Financial market
3
Finanzmarkt
3
Geldpolitik
3
Immobilienfonds
3
Immobilienpreis
3
Impact assessment
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Article in journal
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English
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Gil-Alana, Luis A.
Gil-Alaña, Luis A.
Gupta, Rangan
Dai, Zhifeng
5
Pierdzioch, Christian
4
Al-Yahyaee, Khamis Hamed
3
Chen, Cathy W. S.
3
Mensi, Walid
3
Nonejad, Nima
3
Qiao, Gaoxiu
3
Risse, Marian
3
Salisu, Afees A.
3
Tiwari, Aviral Kumar
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Wu, Xinyu
3
Zhang, Yaojie
3
Al-Jarrah, Idries Mohammad Wanas
2
Balcilar, Mehmet
2
Chan, Chia-Ying
2
Guo, Shuxin
2
Hau, Liya
2
Holmes, Mark J.
2
Kanda, Patrick
2
Kok Haur Ng
2
Li, Weiping
2
Liu, Li
2
Liu, Qiang
2
Ma, Feng
2
Otero, Jesús G.
2
Pérez Rodríguez, Jorge V.
2
Shahbaz, Muhammad
2
Shi, Qi
2
Suh, Sangwon
2
Trabelsi, Nader
2
Xu, Ke
2
Ye, Wuyi
2
Yin, Anwen
2
Yin, Libo
2
Zhu, Huiming
2
Adediran, Idris A.
1
Adegboyega, Soliu Bidemi
1
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Economia internazionale
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
Applied economics
18
Energy economics
15
International review of economics & finance : IREF
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Applied economics letters
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Economics letters
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Annals of financial economics
4
International journal of finance & economics : IJFE
4
Journal of economics and finance
4
The journal of real estate finance and economics
4
Tourism economics : the business and finance of tourism and recreation
4
Computational economics
3
Defence and peace economics
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
Empirica : journal of european economics
2
The South African journal of economics
2
Contemporary economics
1
Global business & economics review
1
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of behavioral and experimental economics
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Peace economics, peace science and public policy
1
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ECONIS (ZBW)
10
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10
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date (oldest first)
1
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:
2
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:
3
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:
4
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
5
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
6
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
7
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
8
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
9
Do precious metal prices help in forecasting South African inflation?
Balcilar, Mehmet
;
Katzke, Nico
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 63-72
Persistent link: https://www.econbiz.de/10011878788
Saved in:
10
Temporal causality between house prices and output in the US : a bootstrap rolling-window approach
Nyakabawo, Wendy
;
Miller, Stephen M.
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 55-73
Persistent link: https://www.econbiz.de/10011534355
Saved in:
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