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subject:"Volatility"
~isPartOf:"Economics letters"
~isPartOf:"Emerging markets review"
~isPartOf:"Energy economics"
~isPartOf:"International economics and economic policy : IEEP"
~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:"Gil-Alaña, Luis A."
~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
22
Schätzung
22
Business cycle
7
Konjunktur
7
USA
7
United States
7
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VAR-Modell
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Zeitreihenanalyse
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Risiko
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Gil-Alaña, Luis A.
Gupta, Rangan
Stengos, Thanasēs
Narayan, Paresh Kumar
11
Bouri, Elie
8
Ma, Feng
8
Dinh Hoang Bach Phan
7
Apergēs, Nikolaos
6
Marcellino, Massimiliano
6
Wang, Yudong
6
Balcilar, Mehmet
5
Hammoudeh, Shawkat
5
Pesaran, M. Hashem
5
Shahbaz, Muhammad
5
Smyth, Russell
5
Tiwari, Aviral Kumar
5
Wohar, Mark E.
5
Yoon, Seong-min
5
Clark, Todd E.
4
Kapetanios, George
4
Lau, Chi Keung
4
Nonejad, Nima
4
Sharma, Susan Sunila
4
Sosvilla-Rivero, Simón
4
Wei, Yu
4
Aloui, Chaker
3
Casarin, Roberto
3
Cho, Dooyeon
3
Demetrescu, Matei
3
Doppelhofer, Gernot
3
Engsted, Tom
3
Gozgor, Giray
3
Guérin, Pierre
3
Kilian, Lutz
3
Liddle, Brantley
3
Lu, Xinjie
3
Mohammadi, Hassan
3
Pan, Zhiyuan
3
Papavassiliou, Vassilios G.
3
Pendakur, Krishna
3
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Economics letters
Emerging markets review
Energy economics
International economics and economic policy : IEEP
Journal of applied econometrics
Journal of international financial markets, institutions & money
Journal of policy modeling : JPMOD ; a social science forum of world issues
Applied economics letters
13
Applied economics
12
Finance research letters
10
The North American journal of economics and finance : a journal of financial economics studies
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Research in international business and finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
International journal of finance & economics : IJFE
6
International review of economics & finance : IREF
5
Economic modelling
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Empirica : journal of european economics
3
Journal of economics and finance
3
Journal of economics and finance : JEF
3
Journal of forecasting
3
Journal of macroeconomics
3
Journal of risk and financial management : JRFM
3
Applied financial economics
2
Defence and peace economics
2
Economics and Business Letters : EBL
2
Emerging markets, finance and trade : EMFT
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of applied economics
2
Journal of multinational financial management
2
Macroeconomic dynamics
2
Open economies review
2
Oxford bulletin of economics and statistics
2
Review of development finance
2
Review of financial economics : RFE
2
The European journal of finance
2
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Annals of economics and finance
1
Applied econometrics and international development
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ECONIS (ZBW)
16
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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
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:
3
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:
4
The cyclical structure of the UK inflation rate : 1210-2016
Gil-Alaña, Luis A.
;
Trani, Tommaso
- In:
Economics letters
181
(
2019
),
pp. 182-185
Persistent link: https://www.econbiz.de/10012121890
Saved in:
5
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:
6
Does global fear predict fear in BRICS stock markets? : evidence from a Bayesian Graphical Structural VAR model
Bouri, Elie
;
Gupta, Rangan
;
Hosseini, Seyedmehdi
;
Lau, …
- In:
Emerging markets review
34
(
2018
),
pp. 124-142
Persistent link: https://www.econbiz.de/10012114689
Saved in:
7
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:
8
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:
9
On exchange-rate movements and gold-price fluctuations : evidence for gold-producing countries from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
International economics and economic policy : IEEP
14
(
2017
)
4
,
pp. 691-700
Persistent link: https://www.econbiz.de/10011878130
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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