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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
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Discontinuous movements and asymmetries in cryptocurrency markets
Gillas, Konstantinos Gkillas; Katsiampa, Paraskevi; … - In: The European journal of finance 30 (2024) 16, pp. 1907-1931
Persistent link: https://www.econbiz.de/10015273086
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Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas; Floros, Christos; … - In: The European journal of finance 27 (2021) 10, pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
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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
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Do banks' buy and sell recommendations influence stock market volatility? : evidence from the German DAX30
Hendriks, Torben W.; Kempa, Bernd; Pierdzioch, Christian - In: The European journal of finance 18 (2012) 1/2, pp. 29-39
Persistent link: https://www.econbiz.de/10009565257
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Skewed exchange-rate forecasts
Pierdzioch, Christian; Stadtmann, Georg - In: The European journal of finance 21 (2015) 13/15, pp. 1161-1175
Persistent link: https://www.econbiz.de/10011419815
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Sources of predictability of European stock markets for high-technology firms
Pierdzioch, Christian; Schertler, Andrea - In: The European journal of finance 13 (2007) 1/2, pp. 1-27
Persistent link: https://www.econbiz.de/10003437912
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Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian; Gupta, Rangan; Çepni, Oğuzhan; Ma, Feng - In: The European journal of finance 29 (2023) 14, pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
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Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan; Suleman, Tahir; Wohar, Mark E. - In: The European journal of finance 25 (2019) 2, pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
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Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula Ephraim - In: The European journal of finance 29 (2023) 4, pp. 466-481
Persistent link: https://www.econbiz.de/10014322538