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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"
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ARCH-Modell
Prognose
Schätzung
South Africa
Volatility
61
Volatilität
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Estimation
49
Forecasting model
48
Prognoseverfahren
48
Börsenkurs
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39
Welt
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World
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Bhatti, Razzaque H.
Chisadza, Carolyn
Chitiga, Margaret
Gil-Alana, Luis A.
Gupta, Rangan
Chang, Tsangyao
35
Pierdzioch, Christian
22
Bahmani-Oskooee, Mohsen
15
Su, Chi-Wei
15
Gil-Alaña, Luis A.
14
Caporale, Guglielmo Maria
10
Cebula, Richard J.
10
Bouri, Elie
9
Sheng, Xin
9
Van Eyden, Reneé
9
Bhaskara Rao, Buddhavarapu
8
Chang, Hsu-Ling
8
Salisu, Afees A.
8
Wagner, Joachim
8
Afonso, António
7
Apergēs, Nikolaos
7
Cepni, Oguzhan
7
Holmes, Mark J.
7
Huang, Ho-chuan
7
Lee, Chia-hao
7
Payne, James E.
7
Tiwari, Aviral Kumar
7
Hamori, Shigeyuki
6
Hatemi-J, Abdulnasser
6
Hsing, Yu
6
Ji, Qiang
6
Liu, Wen-chi
6
Mohammadi, Hassan
6
Sosvilla-Rivero, Simón
6
Stavroyiannis, Stavros
6
Wohar, Mark E.
6
Çepni, Oğuzhan
6
Ҫepni, Oğuzhan
6
Aye, Goodness C.
5
Balcilar, Mehmet
5
Demirer, Rıza
5
Liu, Yu-Shao
5
Lu, Yang-cheng
5
Moosa, Imad A.
5
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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
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
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
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Annals of economics and finance
2
CESifo Working Paper Series
2
DIW Berlin Discussion Paper
2
Economic modelling
2
Economics and finance working paper series
2
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)
75
RePEc
3
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11
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
12
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
13
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
14
Multi-layer spillovers between volatility and skewness in international stock markets over a century of data : the role of disaster risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2023
Persistent link: https://www.econbiz.de/10014443110
Saved in:
15
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
16
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
17
Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisis
Shackleton, Ryan
;
Das, Sonali
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014364821
Saved in:
18
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014364827
Saved in:
19
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
20
Technological shocks and stock market volatility over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
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