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~isPartOf:"Applied financial economics"
~language:"eng"
~language:"swe"
~language:"und"
~person:"Caporale, Guglielmo Maria"
~person:"Gao, Jiti"
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~person:"Nijkamp, Peter"
~source:"econis"
~subject:"BRICS countries"
~subject:"Europe"
~subject:"Forecasting model"
~subject:"Regional economics"
~subject:"Stock market"
~subject:"Time series analysis"
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BRICS countries
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Regional economics
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Capital income
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4
Theorie
4
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Caporale, Guglielmo Maria
Gao, Jiti
Gupta, Rangan
Koopman, Siem Jan
Nijkamp, Peter
McMillan, David G.
6
Power, David M.
6
Brooks, Robert
5
Smith, Graham
5
Gil-Alaña, Luis A.
4
Poshakwale, Sunil S.
4
Brooks, Chris
3
Chelley-Steeley, Patricia L.
3
Choi, Daniel F. S.
3
Cuñado Eizaguirre, Juncal
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Faff, Robert W.
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Fraser, Patricia
3
Garrett, Ian
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Hamori, Shigeyuki
3
Hearn, Bruce
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Kassimatis, Konstantinos
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Lam, Keith S. K.
3
Lucey, Brian M.
3
McGuinness, Paul B.
3
Mehdian, Seyed M.
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Patra, Theophano
3
Perry, Mark J.
3
Piesse, Jenifer
3
Sinclair, C. Donald
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Spyrou, Spyros I.
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Wohar, Mark E.
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Wong, Wing Keung
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Ajayi, Richard A.
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2
Azar, Samih Antoine
2
Bai, Ye
2
Barkoulas, John T.
2
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2
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Applied financial economics
Discussion paper / Tinbergen Institute
168
CESifo working papers
91
Economics and finance working paper series
78
Department of Economics working paper series
63
Working paper / Department of Econometrics and Business Statistics, Monash University
55
Discussion papers / Deutsches Institut für Wirtschaftsforschung
33
CESifo Working Paper
28
Finance research letters
28
CESifo Working Paper Series
27
DIW Berlin Discussion Paper
27
Applied economics
26
Discussion paper / Centre for Economic Forecasting
23
Journal of forecasting
19
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie
19
The North American journal of economics and finance : a journal of financial economics studies
18
International journal of forecasting
17
Working papers / University of Connecticut, Department of Economics
16
Journal of econometrics
15
Research in international business and finance
15
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
15
Applied economics letters
14
Energy economics
14
Economic modelling
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Discussion paper / Tinbergen Institute / Tinbergen Institute
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
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
Research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
8
International journal of finance & economics : IJFE
7
Journal of economics and finance
7
School of Economics working papers / The University of Adelaide, School of Economics
7
Tinbergen Institute Discussion Paper
7
Econometric theory
6
Economics letters
6
International review of financial analysis
6
Oxford bulletin of economics and statistics
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
6
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
5
Long rage dependence in daily stock returns
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 375-383
Persistent link: https://www.econbiz.de/10001970911
Saved in:
6
Term structure and interest differentials as predictors of future inflation changes and inflation differentials
Caporale, Guglielmo Maria
- In:
Applied financial economics
8
(
1998
)
6
,
pp. 615-625
Persistent link: https://www.econbiz.de/10001253334
Saved in:
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