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~isPartOf:"Applied financial economics"
~isPartOf:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Forecasting model"
~subject:"Theory"
~subject:"United Kingdom"
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Rational bubbles and fractiona...
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Forecasting model
Theory
United Kingdom
Zeitreihenanalyse
696
Time series analysis
691
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655
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655
Theorie
493
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423
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385
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Gupta, Rangan
11
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10
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8
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7
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6
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6
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5
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4
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4
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4
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4
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4
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4
Aastveit, Knut Are
3
Ap Gwilym, Owain
3
Caporale, Guglielmo Maria
3
Cheung, Yin-Wong
3
Clements, Michael P.
3
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Applied financial economics
Energy economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper series / IZA
1,018
NBER working paper series
948
Working paper / National Bureau of Economic Research, Inc.
844
Applied economics
816
Discussion paper / Centre for Economic Policy Research
810
NBER Working Paper
784
The economic journal : the journal of the Royal Economic Society
747
Economics letters
675
IZA Discussion Paper
631
International journal of forecasting
612
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563
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556
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457
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416
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405
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389
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345
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341
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340
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329
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323
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316
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296
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284
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280
Quarterly bulletin / Bank of England
279
Scottish journal of political economy : the journal of the Scottish Economic Society
272
Oxford review of economic policy
270
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263
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257
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253
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253
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241
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ECONIS (ZBW)
897
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1
Long memory and disaggregated energy consumption : evidence from fossils, coal and electricity retail in the US
Apergēs, Nikolaos
;
Tsoumas, Chris
- In:
Energy economics
34
(
2012
)
4
,
pp. 1082-1087
Persistent link: https://www.econbiz.de/10009687378
Saved in:
2
Stock market
bubbles
and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
3
Rational speculative
bubbles
and commodities markets : application of duration dependence test?
Emekter, Riza
;
Jirasakuldech, Benjamas
;
Went, Peter
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 581-596
Persistent link: https://www.econbiz.de/10009624351
Saved in:
4
Testing for changes in forecasting performance
Perron, Pierre
;
Yamamoto, Yohei
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 148-165
Persistent link: https://www.econbiz.de/10012424505
Saved in:
5
LM tests for joint breaks in the dynamics and level of a long-memory time series
Dolado, Juan J.
;
Rachinger, Heiko
;
Velasco, Carlos
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 629-650
Persistent link: https://www.econbiz.de/10013534032
Saved in:
6
Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Saved in:
7
Smooth transition regime shifts and pil price dynamics
Cifarelli, Giulio
- In:
Energy economics
38
(
2013
),
pp. 160-167
Persistent link: https://www.econbiz.de/10009764597
Saved in:
8
Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10012179509
Saved in:
9
Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds
Fries, Sébastien
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1596-1616
Persistent link: https://www.econbiz.de/10013540394
Saved in:
10
Monetary policy uncertainty and the price
bubbles
in energy markets
Yang, Jinyu
;
Dong, Dayong
;
Liang, Chao
;
Cao, Yang
- In:
Energy economics
133
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015049522
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