← All authors Sayar Karmakar University of Florida (from arXiv:2308.13346, 2023) · ORCID · OpenAlex
27 papers in scope · 26 published · 2 on the econ.EM arXiv · 180 citations · h-index 8 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Kejin Wu Marek Chudý Wei Biao Wu Stefan Richter Timo Teräsvirta Alexander Back Niklas Ahlgren Donald W. K. Andrews George Kapetanios Likai Chen Georg Keilbar Ming Li Liangjun Su Otilia Boldea Christis Katsouris George Michailidis Jiahe Lin Mario Rothfelder Jia Chen Chen Jia Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (5 of 27)
Spillover and predictability of volatility of 50 major cryptocurrencies: Evidence from a LASSO-regularized Quantile VAR
published 2026 · The North American Journal of Economics and Finance
with Giovanni Bonaccolto, Elie Bouri, Rangan Gupta
A bootstrap test for testing the equality of two ultra-high dimensional covariance matrices
published 2026 · Journal of Multivariate Analysis
with Nilanjan Chakraborty, Hira L. Koul
Return‐Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis
published 2025 · Bulletin of Economic Research · 1 citations
with Elie Bouri, Matteo Foglia, Rangan Gupta
Supply bottlenecks and machine learning forecasting of international stock market volatility
published 2025 · Finance research letters
with Dhanashree Somani, Rangan Gupta, Vasilios Plakandaras
GARCHX‐NoVaS: A Bootstrap‐Based Approach of Forecasting for GARCHX Models
published 2025 · Journal of Forecasting · 1 citations
with Kejin Wu, Rangan Gupta
Shortages and machine-learning forecasting of oil returns volatility: 1900–2024
published 2025 · Finance research letters · 3 citations
with Onur Polat, Dhanashree Somani, Rangan Gupta
Gaussian approximation for nonstationary time series with optimal rate and explicit construction
published 2024 · The Annals of Statistics · 2 citations
Stock market bubbles and the forecastability of gold returns and volatility
published 2024 · Applied Stochastic Models in Business and Industry · 3 citations
with David Gabauer, Rangan Gupta, Joshua Nielsen
Climate Risks and Stock Market Volatility over a Century in an Emerging Market Economy: The Case of South Africa
published 2024 · Climate · 11 citations
Extreme weather shocks and state-level inflation of the United States
published 2024 · Economics Letters · 6 citations
with Wenting Liao, Xin Sheng, Rangan Gupta
working paper 2023 · arXiv
Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data
published 2023 · Computational Economics · 11 citations
with Rangan Gupta, Christian Pierdzioch
A novel spatio-temporal clustering algorithm with applications on COVID-19 data from the United States
published 2023 · Computational Statistics & Data Analysis · 10 citations
with Soudeep Deb
Are real interest rates a monetary phenomenon? Evidence from 700 years of data
published 2023 · Research in International Business and Finance · 4 citations
with Vasilios Plakandaras, Rangan Gupta, Mark E. Wohar
Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model
published 2023 · Resources Policy · 19 citations · first circulated 2022
with Rangan Gupta, Oğuzhan Çepni, Lavinia Rognone
A model-free approach to do long-term volatility forecasting and its variants
published 2023 · Financial Innovation · 11 citations
Provable training of a ReLU gate with an iterative non-gradient algorithm
published 2022 · Neural Networks · 5 citations · first circulated 2020
with Anirbit Mukherjee
Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty
published 2021 · Resources Policy · 20 citations
with Afees A. Salisu, Rangan Gupta, Sonali Das
Model-Free Time-Aggregated Predictions for Econometric Datasets
published 2021 · Forecasting · 6 citations
published 2021 · Journal of Time Series Analysis · 1 citations
published 2021 · Bayesian Analysis · 5 citations
with Arkaprava Roy
published 2021 · Journal of Econometrics · 3 citations
Shrinkage estimation with singular priors and an application to small area estimation
published 2021 · Journal of Multivariate Analysis
with Ryumei Nakada, Tatsuya Kubokawa, Malay Ghosh
Time-varying auto-regressive models for count time-series
published 2021 · Electronic Journal of Statistics · 6 citations
with Arkaprava Roy
Bitcoin mining activity and volatility dynamics in the power market
published 2021 · Economics Letters · 5 citations
with Rıza Demirer, Rangan Gupta
Understanding the Rise of Twitter-based cyberbullying due to COVID-19 through comprehensive statistical evaluation
published 2021 · Proceedings of the ... Annual Hawaii International Conference on System Sciences/Proceedings of the Annual Hawaii International Conference on System Sciences · 21 citations
with Sanchari Das
published 2010 · IEEE Transactions on Information Theory · 26 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).