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subject:"Volatility"
~isPartOf:"Annals of economics and finance"
~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~isPartOf:"International economics and economic policy : IEEP"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of policy modeling : JPMOD ; a social science forum of world issues"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Gupta, Rangan"
~person:"Stengos, Thanasēs"
~subject:"Nonparametric statistics"
~subject:"Portfolio-Management"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Nonparametric statistics
Portfolio-Management
Theorie
Time series analysis
Wirtschaftswachstum
Estimation
26
Schätzung
26
USA
10
United States
10
Volatilität
9
Risiko
8
Risk
8
VAR model
7
VAR-Modell
7
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Prognoseverfahren
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Aufsatz in Zeitschrift
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Gupta, Rangan
Stengos, Thanasēs
Bouri, Elie
10
Ma, Feng
8
Narayan, Paresh Kumar
7
Apergēs, Nikolaos
6
Gil-Alaña, Luis A.
6
Sosvilla-Rivero, Simón
6
Tiwari, Aviral Kumar
6
Wang, Yudong
6
Wohar, Mark E.
6
Balcilar, Mehmet
5
Hammoudeh, Shawkat
5
Shahbaz, Muhammad
5
Smyth, Russell
5
Yoon, Seong-min
5
Nonejad, Nima
4
Pierdzioch, Christian
4
Shahzad, Syed Jawad Hussain
4
Wei, Yu
4
Aloui, Chaker
3
Bohl, Martin T.
3
Caporale, Guglielmo Maria
3
Dinh Hoang Bach Phan
3
Gozgor, Giray
3
Guérin, Pierre
3
Kang, Sang Hoon
3
Lau, Chi Keung
3
Liddle, Brantley
3
Lu, Xinjie
3
Mohammadi, Hassan
3
Nouira, Ridha
3
Pan, Zhiyuan
3
Papavassiliou, Vassilios G.
3
Polemis, Michael
3
Roubaud, David
3
Wang, Shouyang
3
Weber, Enzo
3
Xiao, Jihong
3
Xu, Yahua
3
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Annals of economics and finance
Economics letters
Energy economics
International economics and economic policy : IEEP
Journal of international financial markets, institutions & money
Journal of policy modeling : JPMOD ; a social science forum of world issues
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics
7
Finance research letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Applied economics letters
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of macroeconomics
3
Research in international business and finance
3
Defence and peace economics
2
Economic modelling
2
Economics and Business Letters : EBL
2
Emerging markets review
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of multinational financial management
2
Journal of risk and financial management : JRFM
2
Macroeconomic dynamics
2
Open economies review
2
The European journal of finance
2
Applied financial economics
1
Econometrics : open access journal
1
Economic systems
1
Economics, management and financial markets
1
Emerging markets, finance and trade : EMFT
1
Empirica : journal of european economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of forecasting
1
International review of financial analysis
1
Journal of applied econometrics
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ECONIS (ZBW)
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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
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
3
Quantile eco-efficiency estimation and convergence : a nonparametric frontier approach
Polemis, Michael
;
Stengos, Thanasēs
;
Tzeremes, Panayiotis
- In:
Economics letters
202
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607127
Saved in:
4
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
5
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
Saved in:
6
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
7
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
Saved in:
8
Inflation aversion and the growth-inflation relationship
Gupta, Rangan
;
Makena, Philton
- In:
Annals of economics and finance
20
(
2019
)
2
,
pp. 803-815
Persistent link: https://www.econbiz.de/10012175649
Saved in:
9
Identification of common factors in panel data growth model
Deniz, Pinar
;
Stengos, Thanasēs
;
Yazgan, Mustafa Ege
- In:
Economics letters
168
(
2018
),
pp. 94-97
Persistent link: https://www.econbiz.de/10012016745
Saved in:
10
UK macroeconomic volatility : historical evidence over seven centuries
Plakandaras, Vasilios
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Journal of policy modeling : JPMOD ; a social science …
40
(
2018
)
4
,
pp. 767-789
Persistent link: https://www.econbiz.de/10012053527
Saved in:
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