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~isPartOf:"Economia internazionale"
~isPartOf:"International economics and economic policy : IEEP"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The journal of real estate finance and economics"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~person:"Al-Shayeb, Abdulrahman"
~person:"Andersson, Per-Åke"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Hatemi-J, Abdulnasser"
~person:"Li, Xiafei"
~subject:"Cointegration"
~subject:"Market integration"
~subject:"South Africa"
~subject:"Volatilität"
~subject:"long memory"
~type_genre:"Article in journal"
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Al-Shayeb, Abdulrahman
Andersson, Per-Åke
Gil-Alana, Luis A.
Gupta, Rangan
Hatemi-J, Abdulnasser
Li, Xiafei
Tronzano, Marco
9
Liow, Kim Hiang
6
Ma, Feng
6
Caporale, Guglielmo Maria
5
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5
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3
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3
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3
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2
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2
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2
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Economia internazionale
International economics and economic policy : IEEP
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The journal of real estate finance and economics
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
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21
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16
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1
Testing for the tourism led economic growth hypothesis in Sweden with structural breaks
Hatemi-J, Abdulnasser
;
Maneschiöld, Per-Ola
- In:
Economia internazionale
74
(
2021
)
3
,
pp. 293-310
Persistent link: https://www.econbiz.de/10013164457
Saved in:
2
Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao
;
Xu, Yongan
;
Chen, Zhonglu
;
Li, Xiafei
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Saved in:
3
Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
4
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:
5
Which uncertainty is powerful to forecast crude oil market volatility? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
6
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:
7
Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
8
Does crude oil futures price really help to predict spot oil price? : new evidence from density forecasting
Bai, Lan
;
Li, Xiafei
;
Wei, Yu
;
Wei, Guiwu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3694-3712
Persistent link: https://www.econbiz.de/10013330741
Saved in:
9
High-frequency volatility forecasting of US housing markets
Segnon, Mawuli
;
Gupta, Rangan
;
Lesame, Keagile
;
Wohar, …
- In:
The journal of real estate finance and economics
62
(
2021
)
2
,
pp. 283-317
Persistent link: https://www.econbiz.de/10012428404
Saved in:
10
Modelling asymmetry in oil, gold and stock markets by a hidden cointegration technique
Hatemi-J, Abdulnasser
;
Irandoust, Manuchehr
- In:
Economia internazionale
68
(
2015
)
2
,
pp. 213-228
Persistent link: https://www.econbiz.de/10011304760
Saved in:
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