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~isPartOf:"Applied financial economics"
~language:"eng"
~person:"Casarin, Roberto"
~person:"Gupta, Rangan"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Capital income
2
Forecasting model
2
Kapitaleinkommen
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Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
long memory
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ARCH model
1
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Aktienindex
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Aktienmarkt
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BRICS
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BRICS countries
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BRICS-Staaten
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DJIM
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Estimation
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Forecast
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benchmark model
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forecasting methods
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fractional integration
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long-horizon prediction
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out-of-sample forecasts
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stock returns
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structural changes
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volatility modelling
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Casarin, Roberto
Gupta, Rangan
McMillan, David G.
5
Degiannakis, Stavros
2
Pierdzioch, Christian
2
Reeves, Jonathan J.
2
Smith, Gary
2
Tawadros, George B.
2
Wohar, Mark E.
2
Xie, Xuan
2
Xu, Qing
2
Akdemir, A.
1
Akgül, Işıl
1
Alper, C. Emre
1
Andrada Félix, Julián
1
Antonakakis, Nikolaos
1
Ap Gwilym, Owain
1
Aparicio, Teresa
1
Armah, Nii Ayi
1
Arnold, Ivo J. M.
1
Asai, Manabu
1
Aw, Edward N. W.
1
Aye, Goodness C.
1
Ayling, David E.
1
Azar, Samih Antoine
1
Baghestani, Hamid
1
Balcilar, Mehmet
1
Bandholz, Harm
1
Bauer, Rob
1
Bessler, David A.
1
Boulier, Bryan L.
1
Boyd, Roy
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Brugal, Iván
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Butter, Frank A. G. den
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Bühlmann, Peter
1
Caporale, Guglielmo Maria
1
Chen, Xiaohong
1
Childs, Terry
1
Chong, James
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Chuang, I.-yuan
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Applied financial economics
Department of Economics working paper series
50
Applied economics
15
Energy economics
10
Working papers / University of Connecticut, Department of Economics
9
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Discussion paper / Tinbergen Institute
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International review of economics & finance : IREF
5
The South African journal of economics
5
Working papers
5
Annals of financial economics
4
Economics letters
4
The journal of real estate finance and economics
4
Applied economics letters
3
Computational economics
3
International journal of finance & economics : IJFE
3
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
3
Economic modelling
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Economics and Business Letters : EBL
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Tinbergen Institute Discussion Paper
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University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
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Working paper / Norges Bank
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CREATES research paper
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Contemporary economics
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Defence and peace economics
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EERI research paper series
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Economia internazionale
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Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics working paper
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Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Global Research Unit working paper
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Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International business and economics research journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of production economics
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Journal of behavioral and experimental economics
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ECONIS (ZBW)
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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:
2
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
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