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Volatility transmission across markets : a multichain Markov switching model
Gallo, Giampiero M.; Otranto, Edoardo - In: Applied financial economics 17 (2007) 7/9, pp. 659-670
Persistent link: https://www.econbiz.de/10003491212
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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
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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
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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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Volatility transmission across markets: a Multichain Markov Switching model
Gallo, Giampiero M.; Otranto, Edoardo - In: Applied financial economics 17 (2007) 7-9, pp. 659-670
Persistent link: https://www.econbiz.de/10007751341
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Volatility transmission across markets: a Multichain Markov Switching model
Gallo, Giampiero M.; Otranto, Edoardo - In: Applied financial economics 17 (2007) 8, pp. 659-670
Persistent link: https://www.econbiz.de/10007733598
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Explaining mispricing with Fama-French factors: new evidence from the multiscaling approach
Gupta, R.; Thabah, M. M.; Vaidya, B.; Gupta, S.; Lodha, R. - In: Applied financial economics 20 (2010) 4, pp. 323-331
Persistent link: https://www.econbiz.de/10008377324
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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