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~isPartOf:"Economic modelling"
~language:"eng"
~language:"nld"
~language:"pol"
~person:"Gupta, Rangan"
~subject:"Einheitswurzeltest"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Amtliche Publikation"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"No longer published / No longer aquired"
~type_genre:"Textbook"
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Einheitswurzeltest
Großbritannien
Volatility
Forecasting model
8
Prognoseverfahren
8
South Africa
7
Südafrika
7
Estimation
5
Immobilienpreis
5
Real estate price
5
Schätzung
5
Capital income
4
Kapitaleinkommen
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VAR model
4
VAR-Modell
4
Börsenkurs
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Geldpolitik
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In-sample tests
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3
Out-of-sample tests
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Share price
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
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2
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2
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2
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Dynamisches Gleichgewicht
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Economic forecast
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Macroeconomic forecasting
2
Neoclassical synthesis
2
Neoklassische Synthese
2
Preisindex
2
Price index
2
Schwellenländer
2
Stock market
2
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Amtliche Publikation
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Government document
Graue Literatur
No longer published / No longer aquired
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Gupta, Rangan
Ma, Feng
6
Chang, Tsangyao
5
Todorova, Neda
5
Gil-Alaña, Luis A.
4
Huang, Zhuo
4
Kumar, Dilip
4
Li, Bin
4
Narayan, Paresh Kumar
4
Nazlıoğlu, Şaban
4
Su, Jen-je
4
Yoon, Gawon
4
Zhang, Yaojie
4
Arčabić, Vladimir
3
Balcilar, Mehmet
3
Brooks, Chris
3
Chang, Hsu-Ling
3
Chen, Shyh-wei
3
Chevallier, Julien
3
Cross, Jamie
3
Hall, Stephen G.
3
Lau, Chi Keung
3
Lee, Chien-chiang
3
Lee, Junsoo
3
Li, Yong
3
Liu, Jing
3
Liu, Li
3
Maheswaran, S.
3
Mills, Terence C.
3
Min, Hong-ghi
3
Minford, Patrick
3
Pal, Debdatta
3
Salisu, Afees A.
3
Su, Chi-Wei
3
Wang, Tianyi
3
Westerlund, Joakim
3
Zhang, Wei
3
Abid, Ilyes
2
Ahmed, Abdullahi Dahir
2
Awokuse, Titus O.
2
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Economic modelling
Department of Economics working paper series
56
Energy economics
12
Finance research letters
11
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
International review of economics & finance : IREF
7
Applied economics letters
6
Economics letters
5
Journal of forecasting
5
Journal of multinational financial management
5
Research in international business and finance
5
Working papers / University of Connecticut, Department of Economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of finance & economics : IJFE
4
The European journal of finance
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Emerging markets, finance and trade : EMFT
3
Financial innovation : FIN
3
Finmap working paper
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
Journal of economics and finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Economics and Business Letters : EBL
2
Economics, management and financial markets
2
Global Research Unit working paper
2
Global finance journal
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of economic studies
2
Journal of financial markets
2
Journal of macroeconomics
2
Journal of risk and financial management : JRFM
2
OPEC energy review
2
Structural change and economic dynamics : SC+ED
2
The journal of developing areas
2
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ECONIS (ZBW)
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1
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:
2
Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Economic modelling
32
(
2013
),
pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
Saved in:
3
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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