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~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~language:"eng"
~person:"Gupta, Rangan"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschriften"
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Time series analysis
Forecasting model
23
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23
Capital income
19
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19
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16
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16
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13
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Gupta, Rangan
Gil-Alaña, Luis A.
7
Tiwari, Aviral Kumar
6
Caporale, Guglielmo Maria
5
Huang, Zhuo
4
Al-Yahyaee, Khamis Hamed
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Economic modelling
Finance research letters
Applied economics
12
Energy economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Computational economics
3
Journal of forecasting
3
The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
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Applied financial economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of finance & economics : IJFE
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Financial innovation : FIN
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International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
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International journal of forecasting
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International journal of production economics
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ECONIS (ZBW)
5
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1
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
2
Stock market efficiency analysis using long spans of Data : a multifractal detrended fluctuation approach
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
- In:
Finance research letters
28
(
2019
),
pp. 398-411
Persistent link: https://www.econbiz.de/10012388354
Saved in:
3
The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis
Antonakakis, Nikolaos
;
Chang, Tsangyao
;
Cuñado …
- In:
Finance research letters
24
(
2018
),
pp. 1-9
Persistent link: https://www.econbiz.de/10011982439
Saved in:
4
A DSGE-VAR model for forecasting key South African macroeconomic variables
Gupta, Rangan
;
Steinbach, Rudi
- In:
Economic modelling
33
(
2013
),
pp. 19-33
Persistent link: https://www.econbiz.de/10010192067
Saved in:
5
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:
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