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Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan; Nielsen, Joshua; Pierdzioch, Christian - 2023
Persistent link: https://www.econbiz.de/10014329736
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Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo; Ҫepni, Oğuzhan; Gupta, Rangan; … - 2022
Persistent link: https://www.econbiz.de/10013448280
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Financial stress and realized volatility : the case of agricultural commodities
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - 2023
Persistent link: https://www.econbiz.de/10014317311
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Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan; Nel, Jacobus; Nielsen, Joshua; … - 2023
Persistent link: https://www.econbiz.de/10014281697
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Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan; Ji, Qiang; Pierdzioch, Christian; … - 2023
Persistent link: https://www.econbiz.de/10014304985
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Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo; Ҫepni, Oğuzhan; Gupta, Rangan; … - 2022
Persistent link: https://www.econbiz.de/10013387634