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~isPartOf:"Economic modelling"
~language:"eng"
~person:"Gupta, Rangan"
~person:"Li, Yong"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschriften"
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Time series analysis
Forecasting model
9
Prognoseverfahren
9
South Africa
7
Südafrika
7
Estimation
6
Schätzung
6
Volatility
6
Volatilität
6
Capital income
5
Immobilienpreis
5
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5
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4
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4
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Bayes-Statistik
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3
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Article in journal
Aufsatz in Zeitschriften
Aufsatz in Zeitschrift
4
Language
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English
Author
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Gupta, Rangan
Li, Yong
Tiwari, Aviral Kumar
4
Arčabić, Vladimir
3
Cubadda, Gianluca
3
Huang, Zhuo
3
Kim, Jong-Min
3
Moosa, Imad A.
3
Paradiso, Antonio
3
Sharma, Susan Sunila
3
Todorova, Neda
3
Andrés, Antonio R.
2
Baruník, Jozef
2
Bekiros, Stelios
2
Boutahar, Mohamed
2
Camacho, Maximo
2
Caporale, Guglielmo Maria
2
Chaiechi, Taha
2
Chang, Tsangyao
2
Chen, Shyh-Wei
2
Chen, Shyh-wei
2
Franses, Philip Hans
2
Fukuda, Kosei
2
Gil-Alaña, Luis A.
2
Guardabascio, Barbara
2
Halicioglu, Ferda
2
Hall, Stephen G.
2
Kiani, Khurshid M.
2
Kumar, Dilip
2
Liu, Li
2
Maheswaran, S.
2
Morana, Claudio
2
Narayan, Paresh Kumar
2
Nazlıoğlu, Şaban
2
Papell, David H.
2
Ranjbar, Omid
2
Raïssi, Hamdi
2
Rua, António
2
Salisu, Afees A.
2
Seong, Byeongchan
2
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Economic modelling
Applied economics
12
Energy economics
7
Computational economics
4
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
Finance research letters
3
Journal of forecasting
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
Applied financial economics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of financial analysis
2
The journal of developing areas
2
The journal of international trade & economic development
2
The journal of real estate finance and economics
2
Annals of economics and finance
1
Economia internazionale
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics letters
1
Economics, management and financial markets
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Financial innovation : FIN
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of forecasting
1
International journal of production economics
1
Journal of central banking theory and practice
1
Journal of economics and finance
1
Journal of emerging market finance
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Open economies review
1
Public finance review : PFR
1
Wine Economics and Policy
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ECONIS (ZBW)
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1
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:
2
Testing volatility persistence on Markov switching stochastic volatility models
Pan, Qi
;
Li, Yong
- In:
Economic modelling
35
(
2013
),
pp. 45-50
Persistent link: https://www.econbiz.de/10010258578
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:
4
Testing for a unit root in the presence of stochastic volatility and leverage effect
Li, Yong
;
Chong, Terence Tai-Leung
;
Zhang, Jie
- In:
Economic modelling
29
(
2012
)
5
,
pp. 2035-2038
Persistent link: https://www.econbiz.de/10009666985
Saved in:
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