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subject:"Volatility"
~isPartOf:"International journal of forecasting"
~isPartOf:"The European journal of finance"
~person:"Gupta, Rangan"
~type:"article"
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Volatility
Capital income
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Estimation
4
Kapitaleinkommen
4
Schätzung
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Börsenkurs
3
Forecasting model
3
Prognoseverfahren
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Gupta, Rangan
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2
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International journal of forecasting
The European journal of finance
The North American journal of economics and finance : a journal of financial economics studies
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Research in international business and finance
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Applied economics letters
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International journal of finance & economics : IJFE
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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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Journal of multinational financial management
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Emerging markets review
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Journal of behavioral and experimental finance
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Journal of emerging market finance
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Journal of forecasting
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Open economies review
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
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1
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
2
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
3
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
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