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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Gupta, Rangan"
~subject:"Share price"
~subject:"South Africa"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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Share price
South Africa
Estimation
291
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291
Time series analysis
237
Zeitreihenanalyse
237
USA
197
United States
197
Forecasting model
192
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182
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English
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Gil-Alaña, Luis A.
Gupta, Rangan
Narayan, Paresh Kumar
74
Zaremba, Adam
60
Wohar, Mark E.
57
McMillan, David G.
56
Ryu, Doojin
52
Balcilar, Mehmet
51
Madura, Jeff
50
Ma, Feng
48
Tiwari, Aviral Kumar
47
Fedderke, Johannes W.
46
Caporale, Guglielmo Maria
44
Faff, Robert W.
41
Hammoudeh, Shawkat
39
Odhiambo, Nicholas M.
38
Urban, Boris
38
Zhang, Wei
37
Pierdzioch, Christian
36
Xiong, Xiong
36
Chiang, Thomas C.
35
Bouri, Elie
33
Hassan, M. Kabir
33
Muzindutsi, Paul-Francois
33
Phiri, Andrew
33
Saayman, Melville
33
Apergēs, Nikolaos
32
Blau, Benjamin
32
Corbet, Shaen
32
Kim, Jeong-bon
32
Salisu, Afees A.
32
Chan, Kam C.
31
Brooks, Robert
30
Ngo, Thanh
30
Demirer, Rıza
29
Xuan Vinh Vo
29
Nguyen, Duc Khuong
28
Rogerson, Christian M.
28
Subrahmanyam, Avanidhar
28
Wong, Wing Keung
28
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The North American journal of economics and finance : a journal of financial economics studies
13
Research in international business and finance
12
Applied economics
11
Energy economics
11
The South African journal of economics
11
Economic modelling
9
Finance research letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Journal of real estate literature : a publication of the American Real Estate Society
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
The European journal of finance
5
The journal of developing areas
5
Applied economics letters
4
Defence and peace economics
4
Economics letters
4
Emerging markets, finance and trade : EMFT
4
International journal of finance & economics : IJFE
4
International review of economics & finance : IREF
4
International review of financial analysis
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Journal of economic studies
4
Journal of economics and finance
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Applied econometrics and international development
3
Applied financial economics
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
3
Economic systems
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International business and economics research journal
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
African development review
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Computational economics
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Economia internazionale
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Economics / Journal articles : the open-access, open-assessment journal
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Economics and Business Letters : EBL
2
Emerging markets review
2
Global finance journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of economic policy in emerging economies
2
International journal of forecasting
2
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ECONIS (ZBW)
252
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
3
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
4
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
5
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
6
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
7
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
8
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
9
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
10
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014456628
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