Narrow search
Showing 1 - 10 of 11
Cover Image
Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?
Gupta, Rangan; Hammoudeh, Shawkat; Simo-Kengne, Beatrice D. - In: Applied financial economics 24 (2014) 16/18, pp. 1147-1157
Persistent link: https://www.econbiz.de/10010418941
Cover Image
Nonlinear short-run adjustments in US stock market returns
Chang, Tsangyao; Yang, Ming Jing; Nieh, Chien-chung; … - In: Applied financial economics 18 (2008) 13/15, pp. 1075-1083
Persistent link: https://www.econbiz.de/10003752945
Cover Image
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Wu, Tsungpao - In: Applied financial economics 24 (2014) 22/24, pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Cover Image
A re-examination of Wagner's law for ten countries based on cointegration and error-correction modelling techniques
Chang, Tsangyao; Liu, Wenrong; Caudill, Steven B. - In: Applied financial economics 14 (2004) 8, pp. 577-589
Persistent link: https://www.econbiz.de/10002068138
Cover Image
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben; Ajmi, Ahdi Noomen; Gupta, Rangan - In: Applied financial economics 24 (2014) 13/15, pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Cover Image
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
Cover Image
A re-examination of Wagner's law for ten countries based on cointegration and error-correction modelling techniques
Chang, Tsangyao; Liu, Wenrong; Caudill, Steven B. - In: Applied financial economics 14 (2004) 8, pp. 577-590
Persistent link: https://www.econbiz.de/10007649586
Cover Image
Nonlinear short-run adjustments in US stock market returns
Chang, Tsangyao; Yang, Ming Jing; Nieh, Chien-Chung; … - In: Applied financial economics 18 (2008) 13, pp. 1075-1084
Persistent link: https://www.econbiz.de/10008074871
Cover Image
Nonlinear short-run adjustments in US stock market returns
Chang, Tsangyao; Yang, Ming Jing; Nieh, Chien-Chung; … - In: Applied financial economics 18 (2008) 13-15, pp. 1075-1084
Persistent link: https://www.econbiz.de/10008098214
Cover Image
Market efficiency in the ASEAN region : evidence from multivariate and cointegration tests
Guidi, Francesco; Gupta, Rakesh - In: Applied financial economics 23 (2013) 4/6, pp. 265-274
Persistent link: https://www.econbiz.de/10009718948