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~accessRights:"restricted"
~person:"Gupta, Rangan"
~person:"Sibbertsen, Philipp"
~subject:"Time series analysis"
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Time series analysis
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79
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79
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74
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73
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61
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Gupta, Rangan
Sibbertsen, Philipp
Gil-Alaña, Luis A.
44
Tiwari, Aviral Kumar
16
Chang, Tsangyao
14
Omay, Tolga
13
Ma, Feng
11
Marcellino, Massimiliano
11
Balcilar, Mehmet
10
Moosa, Imad A.
9
Ranjbar, Omid
9
Caporale, Guglielmo Maria
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Caporin, Massimiliano
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Miller, Stephen M.
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Bahmani-Oskooee, Mohsen
7
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7
Timmermann, Allan
7
Wohar, Mark E.
7
Blazsek, Szabolcs
6
Cai, Yifei
6
Clark, Todd E.
6
Jawadi, Fredj
6
Kim, Jong-Min
6
Nonejad, Nima
6
Pincheira, Pablo
6
Sephton, Peter S.
6
Smyth, Russell
6
Albulescu, Claudiu Tiberiu
5
Canarella, Giorgio
5
Emirmahmutoglu, Furkan
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Forni, Mario
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Ftiti, Zied
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Liu, Li
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Perron, Pierre
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Petrella, Ivan
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Wang, Shouyang
5
Yaya, OlaOluwa S.
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Österholm, Pär
5
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Energy economics
7
Applied economics
5
Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Applied economics letters
3
Computational economics
3
The North American journal of economics and finance : a journal of financial economics studies
3
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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ECONIS (ZBW)
40
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1
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
2
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
3
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:
4
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:
5
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
6
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
7
Measuring macroeconomic convergence and divergence within EMU using long memory
Dräger, Lena
;
Kolaiti, Theoplasti
;
Sibbertsen, Philipp
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
5
,
pp. 2333-2356
Persistent link: https://www.econbiz.de/10014388932
Saved in:
8
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
9
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:
10
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
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