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~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~language:"eng"
~language:"nld"
~language:"nor"
~language:"pol"
~language:"und"
~person:"Gupta, Rangan"
~person:"McMillan, David G."
~subject:"ARCH-Modell"
~subject:"Aktienmarkt"
~subject:"Deutschland"
~subject:"Germany"
~subject:"India"
~subject:"Kapitaleinkommen"
~subject:"Wirkungsanalyse"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Rezension"
~type_genre:"Textbook"
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ARCH-Modell
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15
Prognoseverfahren
15
Volatility
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Gupta, Rangan
McMillan, David G.
Lee, Chien-chiang
10
Narayan, Paresh Kumar
9
Arouri, Mohamed
8
Brooks, Robert
8
Faff, Robert W.
8
Todorova, Neda
8
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7
Ma, Feng
7
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7
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7
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6
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6
Hamori, Shigeyuki
6
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6
Jawadi, Fredj
6
Lucey, Brian M.
6
Poshakwale, Sunil S.
6
Rath, Badri Narayan
6
Speight, Alan E. H.
6
Tiwari, Aviral Kumar
6
Wang, Yudong
6
Wohar, Mark E.
6
Apergēs, Nikolaos
5
Brooks, Chris
5
Dixon, Peter B.
5
Hassan, M. Kabir
5
Laopodis, Nikiforos
5
Mehdian, Seyed M.
5
Morana, Claudio
5
Pal, Debdatta
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5
Rimmer, Maureen T.
5
Saha, Shrabani
5
Smith, Graham
5
Sousa, Ricardo M.
5
Su, Chi-Wei
5
Wong, Wing Keung
5
Zhou, Jian
5
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Applied financial economics
Economic modelling
Finance research letters
27
Energy economics
20
The North American journal of economics and finance : a journal of financial economics studies
20
Research in international business and finance
18
International review of economics & finance : IREF
15
The European journal of finance
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Applied economics
11
Journal of forecasting
10
International journal of finance & economics : IJFE
9
Economics letters
8
Journal of international financial markets, institutions & money
8
International review of financial analysis
7
The journal of asset management
7
Applied economics letters
6
Journal of multinational financial management
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Defence and peace economics
5
Journal of economics and finance
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Emerging markets, finance and trade : EMFT
4
Financial innovation : FIN
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of forecasting
4
Journal of risk and financial management : JRFM
4
Studies in economics and finance
4
The journal of real estate finance and economics
4
Economia internazionale
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of financial markets
3
Annals of financial economics
2
Applied financial economics letters
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Asia-Pacific financial markets
2
Cogent economics & finance
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Economic systems
2
Economics and Business Letters : EBL
2
Emerging markets review
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ECONIS (ZBW)
19
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1
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19
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1
The impact of macroeconomic factors on income inequality : evidence from the BRICS
Berisha, Edmond
;
Gupta, Rangan
;
Meszaros, John
- In:
Economic modelling
91
(
2020
),
pp. 559-567
Persistent link: https://www.econbiz.de/10012429134
Saved in:
2
Can volume predict Bitcoin returns and volatility? : a quantiles-based approach
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
Economic modelling
64
(
2017
),
pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
Saved in:
3
Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?
Gupta, Rangan
;
Hammoudeh, Shawkat
;
Simo-Kengne, Beatrice D.
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1147-1157
Persistent link: https://www.econbiz.de/10010418941
Saved in:
4
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
5
Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Saved in:
6
Macroeconomic variables and South African stock return predictability
Gupta, Rangan
;
Modise, Mampho P.
- In:
Economic modelling
30
(
2013
),
pp. 612-622
Persistent link: https://www.econbiz.de/10009708826
Saved in:
7
UK stock market predictability : evidence of time variation
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
23
(
2013
)
10/12
,
pp. 1043-1055
Persistent link: https://www.econbiz.de/10009772196
Saved in:
8
South African stock return predictability in the context data mining : the role of financial variables and international stock returns
Gupta, Rangan
;
Modise, Mampho P.
- In:
Economic modelling
29
(
2012
)
3
,
pp. 908-916
Persistent link: https://www.econbiz.de/10009545495
Saved in:
9
Structural breaks and GARCH models of stock return volatility : the case of South Africa
Babikir, Ali
;
Gupta, Rangan
;
Mwabutwa, Chance
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
Saved in:
10
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
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