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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"eng"
~language:"lit"
~language:"und"
~person:"Escribano, Álvaro"
~person:"Gupta, Rangan"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
Großbritannien
Volatility
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Zeitreihenanalyse
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Schätzung
14
Time series analysis
12
Forecasting model
10
Prognoseverfahren
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Escribano, Álvaro
Gupta, Rangan
Gil-Alaña, Luis A.
11
Ma, Feng
10
Harvey, David I.
8
Leybourne, Stephen James
8
Tiwari, Aviral Kumar
7
Wohar, Mark E.
7
Arize, Augustine Chuck
6
Balcilar, Mehmet
6
Blazsek, Szabolcs
6
Franses, Philip Hans
6
Hammoudeh, Shawkat
6
Machin, Stephen
6
Stewart, Mark B.
6
Taylor, Mark P.
6
Abakah, Emmanuel Joel Aikins
5
Bekiros, Stelios
5
Caporale, Guglielmo Maria
5
Kang, Sang Hoon
5
Mensi, Walid
5
Miller, Stephen M.
5
Osborn, Denise R.
5
Serletis, Apostolos
5
Taylor, Robert
5
Xuan Vinh Vo
5
Zhang, Chengsi
5
Banerjee, Anindya
4
Blackaby, David
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Booth, Alison L.
4
Bradley, Steve
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Caporin, Massimiliano
4
Chang, Tsangyao
4
Dickerson, Andrew P.
4
Gallegati, Mauro
4
Girma, Sourafel
4
Greenaway, David
4
Han, Liyan
4
Haskel, Jonathan
4
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4
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
International review of economics & finance : IREF
Oxford bulletin of economics and statistics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Applied economics
19
Energy economics
18
The North American journal of economics and finance : a journal of financial economics studies
14
Finance research letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of forecasting
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics letters
7
Economic modelling
7
Research in international business and finance
7
Economics letters
6
International journal of finance & economics : IJFE
5
International journal of forecasting
5
Journal of multinational financial management
5
The European journal of finance
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Computational economics
4
Economia internazionale
4
Emerging markets, finance and trade : EMFT
4
The journal of real estate finance and economics
4
Annals of financial economics
3
Defence and peace economics
3
Financial innovation : FIN
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of financial analysis
3
Journal of economic studies
3
Journal of economics and finance
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of risk and financial management : JRFM
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Macroeconomic dynamics
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The journal of developing areas
3
Applied financial economics
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Economics and Business Letters : EBL
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets review
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Global finance journal
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International economics and economic policy : IEEP
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ECONIS (ZBW)
21
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Anticipating extreme losses using score-driven shape filters
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 449-484
Persistent link: https://www.econbiz.de/10014372905
Saved in:
3
The impacts of oil price volatility on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
4
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
5
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
6
Geopolitical risks and historical exchange rate volatility of the BRICS
Salisu, Afees A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 179-190
Persistent link: https://www.econbiz.de/10013330761
Saved in:
7
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
8
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
9
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:
10
Time-varying influence of household debt on inequality in United Kingdom
Berisha, Edmond
;
Gabauer, David
;
Gupta, Rangan
;
Lau, …
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
4
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10012622453
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