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~isPartOf:"Applied economics letters"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Economia internazionale"
~isPartOf:"Global business & economics review"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of housing economics"
~isPartOf:"Studies in economics and finance"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~language:"eng"
~person:"Chisadza, Carolyn"
~person:"Chitiga, Margaret"
~person:"Gupta, Rangan"
~subject:"ARCH-Modell"
~subject:"Kausalanalyse"
~subject:"Prognose"
~subject:"South Africa"
~subject:"long memory"
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ARCH-Modell
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long memory
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Chisadza, Carolyn
Chitiga, Margaret
Gupta, Rangan
Pierdzioch, Christian
16
Hatemi-J, Abdulnasser
8
Salisu, Afees A.
8
Bouri, Elie
7
Chang, Tsangyao
6
Van Eyden, Reneé
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Aye, Goodness C.
5
Baghestani, Hamid
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Demirer, Rıza
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Ogbonna, Ahamuefula Ephraim
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4
Ji, Qiang
4
Karmakar, Sayar
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Plakandaras, Vasilios
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Ruelke, Jan-Christoph
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Österholm, Pär
4
Ҫepni, Oğuzhan
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Balli, Faruk
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Biyase, Mduduzi
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Bohlmann, Heinrich R.
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Koch, Steven F.
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Ma, Feng
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2
Afxentiou, Panos C.
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Applied economics letters
Department of Economics working paper series
Economia internazionale
Global business & economics review
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Studies in economics and finance
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Applied economics
16
Working papers / University of Connecticut, Department of Economics
10
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8
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
54
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014483637
Saved in:
10
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
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