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~isPartOf:"Applied financial economics"
~language:"eng"
~person:"Gupta, Rangan"
~person:"Tirole, Jean"
~subject:"Developing countries"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Risk"
~subject:"Schätzung"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Sammelwerk"
~type_genre:"Statistik"
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Developing countries
Kapitaleinkommen
Portfolio-Management
Risk
Schätzung
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2
Forecasting model
2
Prognoseverfahren
2
Theorie
2
Time series analysis
2
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2
long memory
2
ARCH model
1
ARCH-Modell
1
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1
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fractional integration
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stock returns
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Gupta, Rangan
Tirole, Jean
Faff, Robert W.
11
Madura, Jeff
10
Brooks, Robert
9
Hamori, Shigeyuki
8
McMillan, David G.
6
Brooks, Chris
5
Caporale, Guglielmo Maria
5
Chatrath, Arjun
5
Coakley, Jerry
5
Satchell, Stephen
5
Serletis, Apostolos
5
Barkoulas, John T.
4
Becchetti, Leonardo
4
Danbolt, Jo
4
Ferruz Agudo, Luis
4
Franses, Philip Hans
4
Hassan, M. Kabir
4
Hudson, Robert
4
Keasey, Kevin
4
Keef, Stephen P.
4
MacDonald, Ronald
4
Masih, Rumi
4
Morana, Claudio
4
Power, David M.
4
Prakash, Arun J.
4
Ramchander, Sanjay
4
Sengupta, Jati K.
4
Taylor, Mark P.
4
Wohar, Mark E.
4
Adrangi, Bahram
3
Akhigbe, Aigbe O.
3
Alles, Lakshman
3
Azar, Samih Antoine
3
Berger, Dave
3
Chan, Howard Wei-hong
3
Chelley-Steeley, Patricia L.
3
Clare, Andrew D.
3
Emekter, Riza
3
Fabozzi, Frank J.
3
Fountas, Stilianos
3
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Applied financial economics
Finance research letters
26
The North American journal of economics and finance : a journal of financial economics studies
21
Applied economics
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Research in international business and finance
13
The Rand journal of economics
13
Energy economics
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Economics letters
11
International review of economics & finance : IREF
11
Journal of political economy
11
The review of economic studies
11
European economic review : EER
10
The American economic review
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Journal of forecasting
9
Applied economics letters
8
The quarterly journal of economics
8
Economic modelling
7
International journal of finance & economics : IJFE
7
Annals of financial economics
6
Journal of public economics
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
6
Economic systems
5
Journal of economic theory
5
Journal of multinational financial management
5
The European journal of finance
5
The journal of law, economics, & organization
5
Annals of economics and finance
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Journal of international financial markets, institutions & money
4
Journal of money, credit and banking : JMCB
4
Papers and proceedings of the ... annual congress of the European Economic Association
4
The journal of industrial economics
4
The journal of real estate finance and economics
4
Defence and peace economics
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
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ECONIS (ZBW)
3
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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:
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