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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:"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"
~subject:"Welt"
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ARCH-Modell
Prognose
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South Africa
Welt
Volatility
67
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67
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53
Prognoseverfahren
53
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50
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Bhatti, Razzaque H.
Chisadza, Carolyn
Chitiga, Margaret
Gil-Alana, Luis A.
Gupta, Rangan
Chang, Tsangyao
37
Pierdzioch, Christian
27
Bahmani-Oskooee, Mohsen
17
Su, Chi-Wei
15
Bouri, Elie
14
Gil-Alaña, Luis A.
14
Apergēs, Nikolaos
12
Cebula, Richard J.
11
Sheng, Xin
11
Afonso, António
10
Caporale, Guglielmo Maria
10
Salisu, Afees A.
10
Van Eyden, Reneé
10
Sosvilla-Rivero, Simón
9
Bhaskara Rao, Buddhavarapu
8
Chang, Hsu-Ling
8
Goel, Rajeev K.
8
Huang, Ho-chuan
8
Wagner, Joachim
8
Cepni, Oguzhan
7
Hamori, Shigeyuki
7
Holmes, Mark J.
7
Lee, Chia-hao
7
Lucey, Brian M.
7
Mohammadi, Hassan
7
Moosa, Imad A.
7
Payne, James E.
7
Tiwari, Aviral Kumar
7
Çepni, Oğuzhan
7
Balli, Faruk
6
Demirer, Rıza
6
Hatemi-J, Abdulnasser
6
Hsing, Yu
6
Jawadi, Fredj
6
Ji, Qiang
6
Karmakar, Sayar
6
Liu, Wen-chi
6
Narayan, Paresh Kumar
6
Ram, Rati
6
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Department of Economics, Faculty of Economic and Management Sciences
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Applied economics letters
Department of Economics working paper series
Economia internazionale
Global business & economics review
Journal of economics and finance
Studies in economics and finance
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Applied economics
21
Working papers / University of Connecticut, Department of Economics
17
The North American journal of economics and finance : a journal of financial economics studies
16
Energy economics
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Economics letters
10
International review of economics & finance : IREF
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
The South African journal of economics
8
International journal of finance & economics : IJFE
7
Annals of financial economics
5
Defence and peace economics
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Applied financial 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
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Economics, management and financial markets
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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)
95
RePEc
3
Showing
1
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98
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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
Return-volatility nexus in the digital asset class : a dynamic multilayer connectedness analysis
Bouri, Elie
;
Foglia, Matteo
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014583466
Saved in:
7
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:
8
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:
9
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:
10
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:
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