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~accessRights:"restricted"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Hall, Stephen G."
~person:"McMillan, David G."
~person:"Pierdzioch, Christian"
~person:"Ranjbar, Omid"
~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
97
Schätzung
97
Forecasting model
80
Volatility
74
Volatilität
74
USA
66
United States
66
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62
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62
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53
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53
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44
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Gil-Alana, Luis A.
Gupta, Rangan
Hall, Stephen G.
McMillan, David G.
Pierdzioch, Christian
Ranjbar, Omid
Gil-Alaña, Luis A.
54
Ma, Feng
46
Bahmani-Oskooee, Mohsen
27
Balcilar, Mehmet
25
Tiwari, Aviral Kumar
25
Chang, Tsangyao
22
Wang, Yudong
22
Wohar, Mark E.
22
Zhang, Yaojie
22
Liang, Chao
18
Omay, Tolga
16
Baghestani, Hamid
15
Salisu, Afees A.
15
Wei, Yu
15
Moosa, Imad A.
14
Nonejad, Nima
13
Shahbaz, Muhammad
13
Blazsek, Szabolcs
12
Dai, Zhifeng
12
Hammoudeh, Shawkat
12
Caporale, Guglielmo Maria
11
Caporin, Massimiliano
11
Lee, Chien-chiang
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
Kim, Jong-Min
9
Kumar, Dilip
9
Shahzad, Syed Jawad Hussain
9
Wang, Jiqian
9
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Applied economics
15
Energy economics
13
Applied economics letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
The North American journal of economics and finance : a journal of financial economics studies
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
International journal of finance & economics : IJFE
4
The journal of real estate finance and economics
4
Computational economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
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2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of economics and finance
2
Studies in economics and finance
2
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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
1
Global business & economics review
1
International journal of monetary economics and finance : IJMEF
1
International review of applied economics
1
Journal of behavioral and experimental economics
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The quarterly review of economics and finance
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ECONIS (ZBW)
122
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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
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:
5
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:
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
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
10
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
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