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~person:"Gupta, Rangan"
~subject:"Aktienmarkt"
~subject:"Inflation"
~subject:"Kapitaleinkommen"
~subject:"Time series analysis"
~subject:"long memory"
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Aktienmarkt
Inflation
Kapitaleinkommen
Time series analysis
long memory
Forecasting model
170
Prognoseverfahren
170
Estimation
152
Schätzung
152
Volatility
146
United States
144
Volatilität
144
USA
142
Börsenkurs
103
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103
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95
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89
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89
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78
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78
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77
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75
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58
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56
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53
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52
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52
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49
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43
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42
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39
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132
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80
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79
Graue Literatur
79
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79
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English
224
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19
Author
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Gupta, Rangan
Gil-Alaña, Luis A.
193
Caporale, Guglielmo Maria
163
Phillips, Peter C. B.
77
Franses, Philip Hans
76
McAleer, Michael
76
Nielsen, Morten Ørregaard
72
Tiwari, Aviral Kumar
68
Wohar, Mark E.
66
Teräsvirta, Timo
64
Pierdzioch, Christian
62
Johansen, Søren
57
Miller, Stephen M.
57
Balcilar, Mehmet
53
Timmermann, Allan
52
Kunst, Robert M.
50
Kapetanios, George
49
Pesaran, M. Hashem
49
Narayan, Paresh Kumar
44
Zaremba, Adam
44
Allen, David E.
43
Swanson, Norman R.
42
Ascari, Guido
41
Granger, C. W. J.
41
Hammoudeh, Shawkat
41
McMillan, David G.
41
Moosa, Imad A.
41
Siklos, Pierre L.
40
Harvey, Andrew C.
38
Hendry, David F.
38
Russell, Bill
38
Bouri, Elie
37
Engle, Robert F.
37
Gillman, Max
37
Lux, Thomas
37
Mills, Terence C.
37
Chang, Tsangyao
36
Jusélius, Katarina
35
Banerjee, Anindya
34
Bollerslev, Tim
34
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Department of Economics, Faculty of Economic and Management Sciences
16
Department of Economics, Democritus University of Thrace
1
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
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Department of Economics working paper series
59
Applied economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
16
Working papers / University of Connecticut, Department of Economics
14
Energy economics
12
International review of economics & finance : IREF
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International journal of finance & economics : IJFE
6
Journal of economics and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics letters
4
Economics letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
The journal of real estate finance and economics
4
Applied financial economics
3
Computational economics
3
Economia internazionale
3
Defence and peace economics
2
Economics and Business Letters : EBL
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
Journal of applied economics
2
Annals of economics and finance
1
Applied Economics, 52(10) 2020
1
CREATES research paper
1
Cardiff economics working papers
1
DUTH Research Papers in Economics
1
Economic modelling
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics Working Paper
1
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
1
Economics working paper
1
Economics, management and financial markets
1
Empirica : journal of european economics
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Global Research Unit working paper
1
Indian Economic Review
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International business and economics research journal
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ECONIS (ZBW)
223
RePEc
19
EconStor
1
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131
Does US news impact Asian emerging markets? : evidence from nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Cakan, Esin
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 32-43
Persistent link: https://www.econbiz.de/10011878928
Saved in:
132
Do terror attacks predict gold returns? : evidence from a quantile-predictive-regression approach
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 276-284
Persistent link: https://www.econbiz.de/10011792493
Saved in:
133
Persistence, mean-reversion and non-linearities in CO2 emissions : evidence from the BRICS and G7 countries
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Environmental & resource economics : the official …
67
(
2017
)
4
,
pp. 869-883
Persistent link: https://www.econbiz.de/10011803607
Saved in:
134
Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
; …
- In:
Energy economics
88
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012516211
Saved in:
135
Forecasting core inflation : the case of South Africa
Ruch, Franz
;
Balcilar, Mehmet
;
Gupta, Rangan
;
Modise, …
- In:
Applied economics
52
(
2020
)
28
,
pp. 3004-3022
Persistent link: https://www.econbiz.de/10012221472
Saved in:
136
Halloween effect in developed stock markets : a historical perspective
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, …
- In:
International economics : a journal published by CEPII …
161
(
2020
),
pp. 130-138
Persistent link: https://www.econbiz.de/10012642532
Saved in:
137
125 Years of time-varying effects of fiscal policy on financial markets
Marfatia, Hardik A.
;
Gupta, Rangan
;
Miller, Stephen M.
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 303-320
Persistent link: https://www.econbiz.de/10012486794
Saved in:
138
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
139
Does real U.K. GDP have a unit root? : evidence from a multi-century perspective
Canarella, Giorgio
;
Gupta, Rangan
;
Miller, Stephen M.
; …
- In:
Applied economics
52
(
2020
)
10
,
pp. 1070-1087
Persistent link: https://www.econbiz.de/10012197516
Saved in:
140
Modeling US historical time-series prices and inflation using alternative long-memory approaches
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1491-1511
Persistent link: https://www.econbiz.de/10012219614
Saved in:
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