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~language:"eng"
~language:"slv"
~person:"Gupta, Rangan"
~person:"Xuan Vinh Vo"
~subject:"Estimation"
~subject:"VAR model"
~type_genre:"Article in journal"
~type_genre:"Statistics"
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Estimation
VAR model
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201
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199
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199
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151
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Gupta, Rangan
Xuan Vinh Vo
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
129
Chang, Tsangyao
103
Caporale, Guglielmo Maria
96
Wohar, Mark E.
93
Tiwari, Aviral Kumar
88
Apergēs, Nikolaos
81
Narayan, Paresh Kumar
77
Belke, Ansgar
67
Lee, Chien-chiang
67
Serletis, Apostolos
63
Zaremba, Adam
63
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57
Hsing, Yu
57
Kumbhakar, Subal
57
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56
Shahbaz, Muhammad
56
Su, Chi-Wei
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Pierdzioch, Christian
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Pesaran, M. Hashem
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McMillan, David G.
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Tsionas, Efthymios G.
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Afonso, António
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Koop, Gary
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Lütkepohl, Helmut
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43
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Marcellino, Massimiliano
42
Holmes, Mark J.
41
Pradhan, Rudra Prakash
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Jawadi, Fredj
40
Kutan, Ali Mustafa
40
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The North American journal of economics and finance : a journal of financial economics studies
17
Finance research letters
16
Applied economics
15
International review of economics & finance : IREF
15
Research in international business and finance
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics letters
8
Economics letters
8
Energy economics
8
International review of financial analysis
8
Economic modelling
7
International journal of finance & economics : IJFE
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of forecasting
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Defence and peace economics
4
Economics and Business Letters : EBL
4
Journal of multinational financial management
4
Journal of policy modeling : JPMOD ; a social science forum of world issues
4
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4
Economic systems
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Emerging markets review
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Empirica : journal of european economics
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3
Journal of international financial markets, institutions & money
3
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Structural change and economic dynamics : SC+ED
3
The European journal of finance
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Annals of economics and finance
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Applied financial economics
2
Australian economic papers
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
2
Economics, management and financial markets
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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 review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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ECONIS (ZBW)
269
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
3
Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions
Ur Rehman, Mobeen
;
Ghardallou, Wafa
;
Ahmad, Nasir
;
Xuan …
- In:
Risk management : an international journal
26
(
2024
)
1
,
pp. 1-49
Persistent link: https://www.econbiz.de/10014478847
Saved in:
4
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
5
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
6
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
7
Extreme connectedness between NFTs and US equity market : a sectoral analysis
Ali, Shoaib
;
Umar, Muhammad
;
Gubareva, Mariya
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 299-315
Persistent link: https://www.econbiz.de/10014492150
Saved in:
8
Oil, gold and international stock markets : extreme spillovers, connectedness and its determinants
Mensi, Walid
;
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014631290
Saved in:
9
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Bossman, Ahmed
;
Gubareva, Mariya
;
Agyei, Samuel Kwaku
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 699-719
Persistent link: https://www.econbiz.de/10014492252
Saved in:
10
Unraveling the multiscale comovement of green bonds and structural shocks : an oil-driven analysis
Ur Rehman, Mobeen
;
Nautiyal, Neeraj
;
Zeitun, Rami
;
Xuan …
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014534803
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