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~accessRights:"restricted"
~person:"Dai, Zhifeng"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Hall, Stephen G."
~person:"McMillan, David G."
~person:"Pierdzioch, Christian"
~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
94
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94
Forecasting model
90
Volatility
84
Volatilität
84
Capital income
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Dai, Zhifeng
Gil-Alana, Luis A.
Gupta, Rangan
Hall, Stephen G.
McMillan, David G.
Pierdzioch, Christian
Gil-Alaña, Luis A.
54
Ma, Feng
43
Bahmani-Oskooee, Mohsen
27
Balcilar, Mehmet
25
Tiwari, Aviral Kumar
25
Chang, Tsangyao
22
Wang, Yudong
22
Wohar, Mark E.
22
Zhang, Yaojie
22
Omay, Tolga
16
Baghestani, Hamid
15
Liang, Chao
15
Wei, Yu
15
Moosa, Imad A.
14
Salisu, Afees A.
14
Nonejad, Nima
13
Shahbaz, Muhammad
13
Blazsek, Szabolcs
12
Hammoudeh, Shawkat
12
Caporale, Guglielmo Maria
11
Caporin, Massimiliano
11
Liu, Li
11
Apergēs, Nikolaos
10
Bekiros, Stelios
10
Demirer, Rıza
10
Jawadi, Fredj
10
Li, Xiafei
10
Miller, Stephen M.
10
Narayan, Paresh Kumar
10
Aye, Goodness C.
9
Hassani, Hossein
9
Kumar, Dilip
9
Lee, Chien-chiang
9
Ranjbar, Omid
9
Shahzad, Syed Jawad Hussain
9
Xuan Vinh Vo
9
Yin, Libo
9
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Energy economics
16
The North American journal of economics and finance : a journal of financial economics studies
15
Applied economics
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Applied economics letters
9
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
International journal of finance & economics : IJFE
5
The journal of real estate finance and economics
4
Computational economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Defence and peace economics
2
Journal of economics and finance
2
Studies in economics and finance
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Contemporary economics
1
Empirica : journal of european 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
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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
1
International review of applied economics
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Journal of behavioral and experimental economics
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ECONIS (ZBW)
123
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1
South Africa's monetary policy independence : evidence from a Global New-Keynesian DSGE model
Waal, Annari de
;
Gupta, Rangan
;
Jooste, Charl
- In:
Applied economics letters
25
(
2018
)
12
,
pp. 840-846
Persistent link: https://www.econbiz.de/10012130449
Saved in:
2
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
3
Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
Saved in:
4
Forecasting equity risk premium : a new method based on wavelet de-noising
Dai, Zhifeng
;
Kang, Jie
;
Yin, Hua
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014429334
Saved in:
5
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
6
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:
7
Out-of-sample predictability of gold market volatility : the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
8
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:
9
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:
10
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
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