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~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of banking & finance"
~person:"Baltagi, Badi H."
~person:"Bouri, Elie"
~person:"Escanciano, Juan Carlos"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~source:"econis"
~subject:"Time series analysis"
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Time series analysis
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Baltagi, Badi H.
Bouri, Elie
Escanciano, Juan Carlos
Gupta, Rangan
Hautsch, Nikolaus
Moosa, Imad A.
11
Gil-Alaña, Luis A.
9
Ma, Feng
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Tiwari, Aviral Kumar
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1
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
2
Does real U.K. GDP have a unit root? : evidence from a multi-century perspective
Canarella, Giorgio
;
Gupta, Rangan
;
Miller, Stephen M.
; …
- In:
Applied economics
52
(
2020
)
10
,
pp. 1070-1087
Persistent link: https://www.econbiz.de/10012197516
Saved in:
3
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Saved in:
4
Persistence, mean reversion and non-linearities in the US housing prices over 1830–2013
Gil-Alaña, Luis A.
;
Gupta, Rangan
;
Perez de Gracia, …
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3244-3252
Persistent link: https://www.econbiz.de/10011617196
Saved in:
5
Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
- In:
Energy economics
49
(
2015
),
pp. 317-327
Persistent link: https://www.econbiz.de/10011537104
Saved in:
6
Testing for persistence in housing price-to-income and price-to-rent ratios in 16 OECD countries
André, Christophe
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
- In:
Applied economics
46
(
2014
)
16/18
,
pp. 2127-2138
Persistent link: https://www.econbiz.de/10010413319
Saved in:
7
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:
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