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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~language:"lit"
~language:"und"
~person:"Gupta, Rangan"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Großbritannien
Volatility
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Zeitreihenanalyse
Estimation
12
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12
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9
Forecasting model
9
Kapitaleinkommen
9
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Gupta, Rangan
Gil-Alaña, Luis A.
11
Ma, Feng
10
Harvey, David I.
8
Leybourne, Stephen James
8
Tiwari, Aviral Kumar
7
Arize, Augustine Chuck
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Franses, Philip Hans
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Hammoudeh, Shawkat
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Abakah, Emmanuel Joel Aikins
5
Balcilar, Mehmet
5
Blazsek, Szabolcs
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Escribano, Álvaro
5
Kang, Sang Hoon
5
Mensi, Walid
5
Miller, Stephen M.
5
Osborn, Denise R.
5
Taylor, Mark P.
5
Taylor, Robert
5
Wohar, Mark E.
5
Banerjee, Anindya
4
Blackaby, David
4
Booth, Alison L.
4
Bradley, Steve
4
Caporale, Guglielmo Maria
4
Caporin, Massimiliano
4
Chang, Tsangyao
4
Dickerson, Andrew P.
4
Girma, Sourafel
4
Greenaway, David
4
Haskel, Jonathan
4
Koopman, Siem Jan
4
Liang, Chao
4
Malik, Farooq
4
McAleer, Michael
4
McMillan, David G.
4
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4
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
International review of economics & finance : IREF
Oxford bulletin of economics and statistics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
16
Energy economics
15
The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
11
Journal of forecasting
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Applied economics letters
6
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of multinational financial management
5
Research in international business and finance
5
Computational economics
4
Economic modelling
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
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of forecasting
3
Journal of economics and finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
The journal of developing areas
3
The journal of real estate finance and economics
3
Applied financial economics
2
Economics and Business Letters : EBL
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Emerging markets review
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Global finance journal
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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International review of financial analysis
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Journal of central banking theory and practice
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Journal of economic studies
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Journal of financial markets
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Journal of international money and finance
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ECONIS (ZBW)
15
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15
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1
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
2
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
3
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
4
Geopolitical risks and historical exchange rate volatility of the BRICS
Salisu, Afees A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 179-190
Persistent link: https://www.econbiz.de/10013330761
Saved in:
5
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
6
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
7
Long-memory modeling and forecasting : evidence from the U.S. historical series of inflation
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 289-310
Persistent link: https://www.econbiz.de/10012806531
Saved in:
8
Time-varying influence of household debt on inequality in United Kingdom
Berisha, Edmond
;
Gabauer, David
;
Gupta, Rangan
;
Lau, …
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
4
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10012622453
Saved in:
9
Movements in international bond markets : the role of oil prices
Nazlıoğlu, Şaban
;
Gupta, Rangan
;
Bouri, Elie
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 47-58
Persistent link: https://www.econbiz.de/10012486293
Saved in:
10
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
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