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Showing 10 out of a total of 18 results for collection: Research Articles (University of Pretoria).
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Modelling long memory volatility in the Bitcoin market : evidence of persistence and structural breaks
Bouri, Elie
;
Gil-Alana, Luis A.
;
Gupta, Rangan
;
Roubaud, David
(
Wiley
,
2019-01
)
Causality between inflation and inflation uncertainty in South Africa : evidence from a Markov-switching vector autoregressive model
Nasr, Adnen Ben
;
Balcilar, Mehmet
;
Ajmi, Ahdi Noomen
;
Aye, Goodness Chioma
;
Gupta, Rangan
;
Van Eyden, Renee
(
Elsevier
,
2015-09
)
Persistence, mean reversion and nonlinearities in inflation rates of developed and developing countries using over one century of data
Gil-Alana, Luis A.
;
Gupta, Rangan
(
Wiley
,
2019-01
)
Persistence and cycles in historical oil price data
Gil-Alana, Luis A.
;
Gupta, Rangan
(
Elsevier
,
2014-09
)
Evidence of persistence in U.S. short and long-term interest rates
Gil-Alana, Luis A.
;
Cunado, Juncal
;
Gupta, Rangan
(
Elsevier
,
2017-09
)
Current account sustainability in G7 and BRICS : evidence from a long-memory model with structural breaks
Andre, Christophe
;
Balcilar, Mehmet
;
Chang, Tsangyao
;
Gil-Alana, Luis Alberiko
;
Gupta, Rangan
(
Routledge
,
2018
)
Volatility forecasting with bivariate multifractal models
Liu, Ruipeng
;
Demirer, Riza
;
Gupta, Rangan
;
Wohar, Mark E.
(
Wiley
,
2020-03
)
Persistence, mean reversion and non-linearities in the US housing prices over 1830-2013
Gil-Alana, Luis A.
;
Gupta, Rangan
;
De Gracia, Fernando Perez
(
Routledge
,
2016-07
)
Trends and cycles in historical gold and silver prices
Gil-Alana, Luis A.
;
Aye, Goodness Chioma
;
Gupta, Rangan
(
Elsevier
,
2015-11
)
Time-varying efficiency of developed and emerging bond markets : evidence from long-spans of historical data
Charfeddine, Lanouar
;
Khediri, Karim Ben
;
Aye, Goodness Chioma
;
Gupta, Rangan
(
Elsevier
,
2018-09
)
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