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~isPartOf:"Economia internazionale"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~language:"pol"
~language:"tur"
~language:"zho"
~person:"Blazsek, Szabolcs"
~person:"Gupta, Rangan"
~subject:"Börsenkurs"
~subject:"Entwicklungsländer"
~subject:"Indien"
~subject:"Theorie"
~subject:"Theory"
~subject:"United States"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Handbuch"
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Börsenkurs
Entwicklungsländer
Indien
Theorie
Theory
United States
Time series analysis
9
Zeitreihenanalyse
9
Estimation
6
Forecasting model
6
Prognoseverfahren
6
Schätzung
6
Volatility
6
Volatilität
6
ARCH model
4
ARCH-Modell
4
Causality analysis
4
Impact assessment
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Kausalanalyse
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Oil price
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Capital income
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Geldpolitik
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India
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dynamic conditional score (DCS)
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generalized autoregressive score (GAS)
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uncertainty
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Aktienmarkt
2
Business cycle
2
Causality
2
Economic policy
2
Forecast
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2
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Blazsek, Szabolcs
Gupta, Rangan
Cebula, Richard J.
18
Tronzano, Marco
11
Hatemi-J, Abdulnasser
8
Moosa, Imad A.
8
Semmler, Willi
7
Dao, Minh Quang
6
Chiarella, Carl
5
Jawadi, Fredj
5
Ram, Rati
5
Sau, Ranjit Kumar
5
Sola, Martin
5
Tseng, Hui-kuan
5
Homaifar, Ghassem
4
Nwanna, Gladson I.
4
Psaradakis, Zacharias G.
4
Ramsey, James B.
4
Adhikari, Deergha R.
3
Aiello, Francesco
3
Balkan, Erol M.
3
Barnett, William A.
3
Chopra, Parvesh K.
3
Cukrowski, Jacek A.
3
Di Guilmi, Corrado
3
Erol, Umit
3
Fabozzi, Frank J.
3
Gençay, Ramazan
3
Jovanović, Miroslav N.
3
Kanas, Angelos
3
Karunaratne, Neil Dias
3
Kim, Chang-jin
3
Morley, James C.
3
Nishimura, Kazuo
3
Račev, Svetlozar T.
3
Rothman, Philip
3
Roy, Kartik C.
3
Serletis, Apostolos
3
Suliman, Mohamed Osman
3
Teräsvirta, Timo
3
Uri, Noel Dean
3
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Economia internazionale
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
21
The North American journal of economics and finance : a journal of financial economics studies
20
Finance research letters
16
Energy economics
11
Applied economics letters
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
International review of economics & finance : IREF
9
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economics letters
7
Economic modelling
6
Journal of forecasting
6
The European journal of finance
6
The journal of real estate finance and economics
6
Annals of financial economics
5
Economic systems
5
International journal of finance & economics : IJFE
5
Structural change and economic dynamics : SC+ED
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Annals of economics and finance
3
Applied financial economics
3
Defence and peace economics
3
Economics / Journal articles : the open-access, open-assessment journal
3
Economics and Business Letters : EBL
3
Financial innovation : FIN
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
International review of financial analysis
3
Journal of international financial markets, institutions & money
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Macroeconomic dynamics
3
South African journal of economic and management sciences
3
Computational economics
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets, finance and trade : EMFT
2
Global finance journal
2
International business and economics research journal
2
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ECONIS (ZBW)
9
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1
Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets
Ayala, Astrid
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 705-731
Persistent link: https://www.econbiz.de/10014506866
Saved in:
2
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
3
Long-memory modeling and forecasting : evidence from the U.S. historical series of inflation
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 289-310
Persistent link: https://www.econbiz.de/10012806531
Saved in:
4
Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions
Christou, Christina
;
Naraidoo, Ruthira
;
Gupta, Rangan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012289400
Saved in:
5
Uncertainty and forecasts of U.S. recessions
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012299545
Saved in:
6
Are stock returns an inflation hedge for the UK? : evidence from a wavelet analysis using over three centuries of data
Tiwari, Aviral Kumar
;
Cuñado Eizaguirre, Juncal
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012054891
Saved in:
7
Causal relationships between economic policy uncertainty and housing market returns in China and India : evidence from linear and nonlinear panel and time series models
Chow, Sheung Chi
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011897378
Saved in:
8
Causal link between oil price and uncertainty in India
El Montasser, Ghassen
;
Aggad, Kenza
;
Clark, Louise
; …
- In:
Economia internazionale
68
(
2015
)
4
,
pp. 437-450
Persistent link: https://www.econbiz.de/10011428266
Saved in:
9
The macroeconomic effects of uncertainty shocks in India
Bonga-Bonga, Lumengo
;
Gupta, Rangan
;
Jooste, Charl
- In:
Economia internazionale
68
(
2015
)
3
,
pp. 373-383
Persistent link: https://www.econbiz.de/10011348844
Saved in:
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