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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:"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
18
Schätzung
18
USA
7
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7
Business cycle
6
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6
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5
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Gupta, Rangan
Stengos, Thanasēs
Bouri, Elie
7
Ma, Feng
7
Narayan, Paresh Kumar
7
Apergēs, Nikolaos
5
Hammoudeh, Shawkat
5
Marcellino, Massimiliano
5
Shahbaz, Muhammad
5
Smyth, Russell
5
Tiwari, Aviral Kumar
5
Wang, Yudong
5
Wohar, Mark E.
5
Yoon, Seong-min
5
Balcilar, Mehmet
4
Kapetanios, George
4
Pesaran, M. Hashem
4
Sosvilla-Rivero, Simón
4
Wei, Yu
4
Aloui, Chaker
3
Casarin, Roberto
3
Cho, Dooyeon
3
Clark, Todd E.
3
Dinh Hoang Bach Phan
3
Doppelhofer, Gernot
3
Gil-Alaña, Luis A.
3
Gozgor, Giray
3
Lau, Chi Keung
3
Liddle, Brantley
3
Lu, Xinjie
3
Mohammadi, Hassan
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Nonejad, Nima
3
Pan, Zhiyuan
3
Pierdzioch, Christian
3
Shahzad, Syed Jawad Hussain
3
Sibbertsen, Philipp
3
Wang, Shouyang
3
Weeks, Melvyn
3
Xu, Yahua
3
Yan, Cheng
3
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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
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
Applied economics letters
3
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
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Emerging markets review
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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
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Open economies review
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The European journal of finance
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Econometrics : open access journal
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Economic systems
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Empirica : journal of european economics
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Eurasian economic review : a journal in applied macroeconomics and finance
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of forecasting
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International review of financial analysis
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Journal of applied economics
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Journal of behavioral and experimental finance
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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
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
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:
5
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:
6
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:
7
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:
8
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:
9
Does market structure affect labour productivity and wages? : evidence from a smooth coefficient semiparametric panel model
Polemis, Michael L.
;
Stengos, Thanasēs
- In:
Economics letters
137
(
2015
),
pp. 182-186
Persistent link: https://www.econbiz.de/10011436404
Saved in:
10
Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
- In:
Energy economics
49
(
2015
),
pp. 317-327
Persistent link: https://www.econbiz.de/10011537104
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