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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"DIW Berlin Discussion Paper"
~isPartOf:"Defence and peace economics"
~isPartOf:"Economics letters"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of financial economics : RFE"
~isPartOf:"Review of international economics"
~person:"Al-Khazali, Osamah"
~person:"Caporale, Guglielmo Maria"
~person:"Gupta, Rangan"
~person:"Kim, Jae H."
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~person:"Wu, Po-Chin"
~subject:"Cointegration"
~subject:"Effizienzmarkthypothese"
~subject:"Panel study"
~subject:"Stock market"
~subject:"USA"
~subject:"Zeitreihenanalyse"
~type:"article"
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Volatilität
Cointegration
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Panel study
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Estimation
40
Schätzung
40
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Al-Khazali, Osamah
Caporale, Guglielmo Maria
Gupta, Rangan
Kim, Jae H.
Ma, Feng
Pesaran, M. Hashem
Wu, Po-Chin
Bahmani-Oskooee, Mohsen
10
Gil-Alaña, Luis A.
8
Apergēs, Nikolaos
5
Brooks, Robert
5
Payne, James E.
5
Barkoulas, John T.
4
Coakley, Jerry
4
Madura, Jeff
4
Urquhart, Andrew
4
Xuan Vinh Vo
4
Baum, Christopher F.
3
Beckmann, Joscha
3
Bilgin, Mehmet Huseyin
3
Bouri, Elie
3
Brooks, Chris
3
Cepni, Oguzhan
3
Chang, Tsangyao
3
Christou, Christina
3
Cipollini, Andrea
3
Darrat, Ali F.
3
Degiannakis, Stavros
3
Dimitrakopoulos, Stefanos
3
Do, Hung Xuan
3
Garrett, Ian
3
Kanas, Angelos
3
Karfakis, Costas I.
3
Lee, Junsoo
3
McDermott, C. John
3
McMillan, David G.
3
Miffre, Joëlle
3
Moosa, Imad A.
3
Nonejad, Nima
3
Panagiōtidēs, Theodōros
3
Sensoy, Ahmet
3
Sheng, Xin
3
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Applied financial economics
CESifo Working Paper Series
DIW Berlin Discussion Paper
Defence and peace economics
Economics letters
Empirica : journal of european economics
International review of financial analysis
Review of financial economics : RFE
Review of international economics
Applied economics letters
15
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
12
Research in international business and finance
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Energy economics
9
International journal of finance & economics : IJFE
9
Economic modelling
8
Finance research letters
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
International review of economics & finance : IREF
7
Journal of applied econometrics
5
Journal of international money and finance
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
Open economies review
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Economics and Business Letters : EBL
3
Journal of econometrics
3
Journal of economics and finance
3
Journal of empirical finance
3
Journal of international financial markets, institutions & money
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
The empirical economics letters : a monthly international journal of economics
3
Bulletin of economic research
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Econometric reviews
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Economics, management and financial markets
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Emerging markets review
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Emerging markets, finance and trade : EMFT
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of applied economics
2
Journal of behavioral and experimental finance
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ECONIS (ZBW)
36
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1
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:
2
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
3
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
4
Stock market anomalies : An extreme bounds analysis
Kim, Jae H.
;
Shamsuddin, Abul
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014469983
Saved in:
5
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
6
Persistence of state-level uncertainty of the United States : the role of climate risks
Sheng, Xin
;
Gupta, Rangan
;
Cepni, Oguzhan
- In:
Economics letters
215
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448252
Saved in:
7
The effects of climate risks on economic activity in a panel of US states : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Çepni, Oğuzhan
- In:
Economics letters
213
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013442110
Saved in:
8
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
9
Mean group estimation in presence of weakly cross-correlated estimators
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Economics letters
175
(
2019
),
pp. 101-105
Persistent link: https://www.econbiz.de/10012121199
Saved in:
10
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
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