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subject:"Volatility"
~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of policy modeling : JPMOD ; a social science forum of world issues"
~person:"Gupta, Rangan"
~person:"Stengos, Thanasēs"
~subject:"Nonparametric statistics"
~subject:"Portfolio-Management"
~subject:"Time series analysis"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Nonparametric statistics
Portfolio-Management
Time series analysis
Wirtschaftswachstum
Estimation
24
Schätzung
24
USA
11
United States
11
Risiko
7
Risk
7
Schock
7
Shock
7
Business cycle
6
Konjunktur
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Oil price
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Panel
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Volatilität
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Aufsatz in Zeitschrift
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Gupta, Rangan
Stengos, Thanasēs
Gil-Alaña, Luis A.
12
Ma, Feng
9
Tiwari, Aviral Kumar
9
Bouri, Elie
7
Narayan, Paresh Kumar
7
Sosvilla-Rivero, Simón
7
Wohar, Mark E.
7
Apergēs, Nikolaos
6
Caporale, Guglielmo Maria
6
Bhaskara Rao, Buddhavarapu
5
Hammoudeh, Shawkat
5
Marcellino, Massimiliano
5
Shahbaz, Muhammad
5
Smyth, Russell
5
Wang, Yudong
5
Yoon, Seong-min
5
Chang, Tsangyao
4
Huang, Ho-chuan
4
Kapetanios, George
4
Lu, Xinjie
4
Pesaran, M. Hashem
4
Shahzad, Syed Jawad Hussain
4
Wang, Xunxiao
4
Wei, Yu
4
Aloui, Chaker
3
Arin, Kerim Peren
3
Balcilar, Mehmet
3
Carcel, Hector
3
Casarin, Roberto
3
Cho, Dooyeon
3
Clark, Todd E.
3
Dinh Hoang Bach Phan
3
Doppelhofer, Gernot
3
Gozgor, Giray
3
Grobys, Klaus
3
Gómez Puig, Marta
3
Lau, Chi Keung
3
Liddle, Brantley
3
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Applied economics letters
Economics letters
Energy economics
Journal of applied econometrics
Journal of international financial markets, institutions & money
Journal of policy modeling : JPMOD ; a social science forum of world issues
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Finance research letters
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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
Research in international business and finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
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 economics and economic policy : IEEP
1
International journal of forecasting
1
International review of financial analysis
1
Journal of applied economics
1
Journal of behavioral and experimental finance
1
Journal of economic dynamics & control
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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
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
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
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
5
Threshold effects of inequality on economic growth in the US states : the role of human capital to physical capital ratio
Çepni, Oğuzhan
;
Gupta, Rangan
;
Lv, Zhihui
- In:
Applied economics letters
27
(
2020
)
19
,
pp. 1546-1551
Persistent link: https://www.econbiz.de/10012315664
Saved in:
6
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:
7
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:
8
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:
9
Evidence of persistence in U.S. short and long-term interest rates
Gil-Alaña, Luis A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Journal of policy modeling : JPMOD ; a social science …
39
(
2017
)
5
,
pp. 775-789
Persistent link: https://www.econbiz.de/10011792860
Saved in:
10
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Saved in:
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