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~isPartOf:"Applied economics quarterly"
~isPartOf:"Economia internazionale"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Pierdzioch, Christian"
~subject:"Cointegration"
~subject:"Prognoseverfahren"
~subject:"South Africa"
~subject:"Zeitreihenanalyse"
~subject:"long memory"
~type_genre:"Article in journal"
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Cointegration
Prognoseverfahren
South Africa
Zeitreihenanalyse
long memory
Estimation
22
Schätzung
22
Volatility
19
Volatilität
19
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Gil-Alana, Luis A.
Gupta, Rangan
Pierdzioch, Christian
Gil-Alaña, Luis A.
12
Bahmani-Oskooee, Mohsen
11
Ma, Feng
8
Tronzano, Marco
7
Caporale, Guglielmo Maria
6
Dai, Zhifeng
6
Liang, Chao
6
Tiwari, Aviral Kumar
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Hammoudeh, Shawkat
5
Hatemi-J, Abdulnasser
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Wei, Yu
5
Wohar, Mark E.
5
Zhang, Yaojie
5
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4
Chang, Tsangyao
4
Irandoust, Manuchehr
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Li, Xiafei
4
Panagiōtidēs, Theodōros
4
Salisu, Afees A.
4
Thury, Gerhard
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Xuan Vinh Vo
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Österholm, Pär
4
Al-Yahyaee, Khamis Hamed
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Beckmann, Joscha
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Belke, Ansgar
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3
Karamelikli, Huseyin
3
McMillan, David G.
3
Mensi, Walid
3
Moosa, Imad A.
3
Nonejad, Nima
3
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Applied economics quarterly
Economia internazionale
Empirica : journal of european economics
International journal of finance & economics : IJFE
The North American journal of economics and finance : a journal of financial economics studies
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Applied economics
26
Applied economics letters
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Energy economics
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
International review of economics & finance : IREF
8
The South African journal of economics
8
Economics letters
7
The journal of real estate finance and economics
6
Annals of financial economics
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International business and economics research journal
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Finance a úvěr
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Finance research letters
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Global business & economics review
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International economics and economic policy : IEEP
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International journal of business and economics
1
International journal of production economics
1
Journal of applied economics
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Journal of behavioral and experimental economics
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ECONIS (ZBW)
19
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1
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
2
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
3
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
4
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
5
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
Saved in:
6
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
7
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
8
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
9
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
10
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
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