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~person:"Gupta, Rangan"
~person:"Ma, Feng"
~subject:"Forecasting"
~subject:"Risk"
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Measuring volatility with the...
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Forecasting
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54
Volatilität
54
Forecasting model
47
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47
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35
Capital income
33
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23
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Gupta, Rangan
Ma, Feng
Chevallier, Julien
10
Pierdzioch, Christian
10
Bollerslev, Tim
7
Sévi, Benoît
6
Andersen, Torben G.
5
Diebold, Francis X.
5
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5
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5
Ghosh, Anisha
4
Gillas, Konstantinos Gkillas
4
Lyócsa, Štefan
4
Patton, Andrew J.
4
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3
Cesa-Bianchi, Ambrogio
3
Ji, Qiang
3
Karanasos, Menelaos
3
Liao, Yin
3
Linton, Oliver
3
Pesaran, M. Hashem
3
Rebucci, Alessandro
3
Todorova, Neda
3
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3
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2
Bentes, Sonia R.
2
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2
Dai, Zhifeng
2
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2
Filis, George
2
He, Feng
2
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2
Kundu, Srikanta
2
Lazarov, Zdravetz
2
Luo, Jiawen
2
Martens, Martin
2
Menezes, Rui
2
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2
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2
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5
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2
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2
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2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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1
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1
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1
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1
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ECONIS (ZBW)
18
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1
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
2
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
3
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
4
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
Saved in:
5
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
6
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
Saved in:
7
Uncertainty related to infectious diseases and forecastability of the realized volatility of US treasury securities
Shiba, Sisa
;
Gupta, Rangan
- In:
Annals of financial economics
16
(
2021
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012656882
Saved in:
8
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
-
2021
Persistent link: https://www.econbiz.de/10012661162
Saved in:
9
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
10
Forecasting realized oil-price volatility : the role of financial stress and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of international money and finance
104
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012395236
Saved in:
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