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~isPartOf:"Applied economics letters"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Economia internazionale"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Global business & economics review"
~isPartOf:"Studies in economics and finance"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~language:"eng"
~person:"Bhatti, Razzaque H."
~person:"Chisadza, Carolyn"
~person:"Chitiga, Margaret"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~subject:"ARCH-Modell"
~subject:"Prognose"
~subject:"Schätzung"
~subject:"South Africa"
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ARCH-Modell
Prognose
Schätzung
South Africa
Volatility
64
Volatilität
64
Forecasting model
53
Prognoseverfahren
53
Estimation
49
Welt
40
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70
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67
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66
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12
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Bhatti, Razzaque H.
Chisadza, Carolyn
Chitiga, Margaret
Gil-Alana, Luis A.
Gupta, Rangan
Caporale, Guglielmo Maria
72
Gil-Alaña, Luis A.
47
Chang, Tsangyao
36
Pierdzioch, Christian
24
Su, Chi-Wei
15
Bahmani-Oskooee, Mohsen
13
Bouri, Elie
11
Spagnolo, Nicola
11
Salisu, Afees A.
10
Cebula, Richard J.
9
Sheng, Xin
9
Van Eyden, Reneé
9
Bhaskara Rao, Buddhavarapu
8
Chang, Hsu-Ling
8
Wagner, Joachim
8
Afonso, António
7
Cepni, Oguzhan
7
Huang, Ho-chuan
7
Lee, Chia-hao
7
Hatemi-J, Abdulnasser
6
Holmes, Mark J.
6
Hsing, Yu
6
Ji, Qiang
6
Liu, Wen-chi
6
Sosvilla-Rivero, Simón
6
Stavroyiannis, Stavros
6
Tiwari, Aviral Kumar
6
Çepni, Oğuzhan
6
Ҫepni, Oğuzhan
6
Apergēs, Nikolaos
5
Aye, Goodness C.
5
Carcel, Hector
5
Hamori, Shigeyuki
5
Karmakar, Sayar
5
Liu, Yu-Shao
5
Lu, Yang-cheng
5
Mohammadi, Hassan
5
Moosa, Imad A.
5
Narayan, Paresh Kumar
5
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Department of Economics, Faculty of Economic and Management Sciences
3
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Applied economics letters
Department of Economics working paper series
Economia internazionale
Economics and finance working paper series
Global business & economics review
Studies in economics and finance
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Applied economics
19
Working papers / University of Connecticut, Department of Economics
17
The North American journal of economics and finance : a journal of financial economics studies
14
Economics letters
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Energy economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
The South African journal of economics
8
International journal of finance & economics : IJFE
7
International review of economics & finance : IREF
7
Annals of financial economics
4
Journal of economics and finance
4
Applied financial economics
3
Defence and peace economics
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International business and economics research journal
3
Annals of economics and finance
2
CESifo Working Paper Series
2
DIW Berlin Discussion Paper
2
Economic modelling
2
Economics, management and financial markets
2
Empirica : journal of european economics
2
Global Research Unit working paper
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of applied economics
2
Journal of behavioral and experimental economics
2
Journal of business economics and management
2
The journal of real estate finance and economics
2
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
2
Working Papers / Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe
2
Cardiff economics working papers
1
Contemporary economics
1
EERI research paper series
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ECONIS (ZBW)
79
RePEc
3
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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
Geopolitical risks and oil returns volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576026
Saved in:
3
Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspective
Xiong, Rui
;
Liao, Wenting
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576029
Saved in:
4
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
5
The effects of uncertainty on economic conditions across US states : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Liao, Wenting
;
Cepni, Oguzhan
-
2024
Persistent link: https://www.econbiz.de/10014505055
Saved in:
6
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
7
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
8
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
9
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
10
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
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