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subject:"Volatility"
~isPartOf:"Economics letters"
~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 multinational financial management"
~isPartOf:"Journal of policy modeling : JPMOD ; a social science forum of world issues"
~person:"Clark, Todd E."
~person:"Gupta, Rangan"
~person:"Stengos, Thanasēs"
~subject:"Estimation"
~subject:"Nonparametric statistics"
~subject:"Portfolio-Management"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Estimation
Nonparametric statistics
Portfolio-Management
Time series analysis
USA
Wirtschaftswachstum
Schätzung
25
VAR model
8
VAR-Modell
8
Volatilität
8
Forecasting model
7
Prognoseverfahren
7
Risiko
7
Risk
7
Theorie
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Theory
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Aufsatz in Zeitschrift
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25
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English
25
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Clark, Todd E.
Gupta, Rangan
Stengos, Thanasēs
Narayan, Paresh Kumar
11
Hammoudeh, Shawkat
10
Pesaran, M. Hashem
9
Shahbaz, Muhammad
9
Smyth, Russell
9
Wang, Yudong
9
Apergēs, Nikolaos
8
Ma, Feng
8
Marcellino, Massimiliano
8
Balcilar, Mehmet
7
Bouri, Elie
7
Egger, Peter
7
Liddle, Brantley
7
Wohar, Mark E.
7
Zaremba, Adam
7
Caraiani, Petre
6
Gozgor, Giray
6
Kilian, Lutz
6
Lee, Chien-chiang
6
Tiwari, Aviral Kumar
6
Westerlund, Joakim
6
Yoon, Seong-min
6
Antonakakis, Nikolaos
5
Ghoddusi, Hamed
5
Henderson, Daniel J.
5
Koop, Gary
5
Kumbhakar, Subal
5
Lau, Chi Keung
5
Nguyen, Duc Khuong
5
Otero, Jesús G.
5
Papavassiliou, Vassilios G.
5
Phillips, Peter C. B.
5
Pierdzioch, Christian
5
Polemis, Michael
5
Ren, Xiaohang
5
Serletis, Apostolos
5
Bahmani-Oskooee, Mohsen
4
Baltagi, Badi H.
4
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Economics letters
Energy economics
International economics and economic policy : IEEP
Journal of applied econometrics
Journal of international financial markets, institutions & money
Journal of multinational financial management
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
13
Finance research letters
11
Applied economics
9
Research in international business and finance
9
Applied economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
Economic modelling
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
International review of economics & finance : IREF
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Journal of forecasting
4
Economic systems
3
Economics and Business Letters : EBL
3
Journal of macroeconomics
3
Structural change and economic dynamics : SC+ED
3
The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Annals of economics and finance
2
Defence and peace economics
2
Economics, management and financial markets
2
Emerging markets review
2
Empirica : journal of european economics
2
Eurasian economic review : a journal in applied macroeconomics and finance
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 behavioral and experimental finance
2
Journal of economics and finance
2
Journal of risk and financial management : JRFM
2
Macroeconomic dynamics
2
Open economies review
2
Annals of financial economics
1
Applied financial economics
1
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ECONIS (ZBW)
25
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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
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
3
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
4
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:
5
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:
6
Unemployment fluctuations and currency returns in the United Kingdom : Evidence from over one and a half century of data
Bathia, Deven
;
Demirer, Rıza
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Journal of multinational financial management
61
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012887858
Saved in:
7
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:
8
The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
91
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012518658
Saved in:
9
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:
10
Can exchange rate pass-through explain the asymmetric gasoline puzzle? : evidence from a pooled panel threshold analysis of the EU
Chen, Chaoyi
;
Polemis, Michael
;
Stengos, Thanasēs
- In:
Energy economics
81
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012172605
Saved in:
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