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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 policy modeling : JPMOD ; a social science forum of world issues"
~person:"Gupta, Rangan"
~person:"Kumbhakar, Subal"
~person:"Narayan, Paresh Kumar"
~person:"Serletis, Apostolos"
~person:"Stengos, Thanasēs"
~subject:"Estimation"
~subject:"Nonparametric statistics"
~subject:"Oil price"
~subject:"Portfolio-Management"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Wirtschaftswachstum"
~subject:"World"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Estimation
Nonparametric statistics
Oil price
Portfolio-Management
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Schätzung
39
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12
Zeitreihenanalyse
10
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9
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Aufsatz in Zeitschrift
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Gupta, Rangan
Kumbhakar, Subal
Narayan, Paresh Kumar
Serletis, Apostolos
Stengos, Thanasēs
Hammoudeh, Shawkat
10
Pesaran, M. Hashem
9
Shahbaz, Muhammad
9
Wang, Yudong
9
Apergēs, Nikolaos
8
Ma, Feng
8
Marcellino, Massimiliano
8
Smyth, Russell
8
Bouri, Elie
7
Egger, Peter
7
Liddle, Brantley
7
Wohar, Mark E.
7
Zaremba, Adam
7
Balcilar, Mehmet
6
Caraiani, Petre
6
Gozgor, Giray
6
Kilian, Lutz
6
Lee, Chien-chiang
6
Tiwari, Aviral Kumar
6
Westerlund, Joakim
6
Antonakakis, Nikolaos
5
Ghoddusi, Hamed
5
Henderson, Daniel J.
5
Koop, Gary
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
Yoon, Seong-min
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 policy modeling : JPMOD ; a social science forum of world issues
Applied economics
18
Economic modelling
13
Finance research letters
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Research in international business and finance
10
Macroeconomic dynamics
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Emerging markets review
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European journal of operational research : EJOR
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Open economies review
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International review of economics & finance : IREF
7
Journal of productivity analysis
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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6
International journal of finance & economics : IJFE
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International review of financial analysis
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Pacific-Basin finance journal
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American journal of agricultural economics
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Journal of multinational financial management
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Structural change and economic dynamics : SC+ED
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The Canadian journal of economics
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
39
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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
Terrorism and international stock returns
Narayan, Paresh Kumar
;
Narayan, Seema
;
Dinh Hoang Bach Phan
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412765
Saved in:
3
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:
4
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:
5
Bond return predictability : evidence from 25 OECD countries
Devpura, Neluka
;
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820862
Saved in:
6
Estimation of technical change : direct semi/nonparametric approaches
Kumbhakar, Subal
;
Li, Mingyang
;
Zhao, Shunan
- In:
Economics letters
199
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012605934
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
Intraday effects of the currency market
Khademalomoom, Siroos
;
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 65-77
Persistent link: https://www.econbiz.de/10012127824
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