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~subject:"Forecasting model"
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Risk aversion and the predicta...
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Forecasting model
Prognoseverfahren
408
Volatilität
397
Volatility
390
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359
Estimation
335
Theorie
317
USA
309
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150
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118
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112
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Gupta, Rangan
312
Pierdzioch, Christian
144
Balcilar, Mehmet
43
Salisu, Afees A.
38
Ruelke, Jan-Christoph
37
Demirer, Rıza
30
Bouri, Elie
29
Miller, Stephen M.
26
Stadtmann, Georg
24
Cepni, Oguzhan
23
Wohar, Mark E.
23
Bonato, Matteo
21
Plakandaras, Vasilios
17
Majumdar, Anandamayee
16
Risse, Marian
14
Kabundi, Alain
13
Ji, Qiang
12
Segnon, Mawuli
12
Çepni, Oğuzhan
11
Aye, Goodness C.
10
Döpke, Jörg
10
Hartmann, Daniel
10
Christou, Christina
9
Gillas, Konstantinos Gkillas
9
Fritsche, Ulrich
8
Karmakar, Sayar
8
Rohloff, Sebastian
8
Van Eyden, Reneé
8
Ҫepni, Oğuzhan
8
Bekiros, Stelios
7
Hassani, Hossein
7
Modise, Mampho P.
7
Cuñado Eizaguirre, Juncal
6
Das, Sonali
6
Gabauer, David
6
Ivashchenko, Sergey
6
Lux, Thomas
6
Ogbonna, Ahamuefula Ephraim
6
Papadimitriou, Theophilos
6
Schaling, Eric
6
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Department of Economics working paper series
58
Journal of forecasting
19
Finance research letters
18
Applied economics
17
Applied economics letters
12
The North American journal of economics and finance : a journal of financial economics studies
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Economic modelling
9
Energy economics
9
Working papers / University of Connecticut, Department of Economics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Economics letters
7
International journal of forecasting
6
International review of economics & finance : IREF
6
International review of financial analysis
6
Annals of financial economics
5
Finmap working paper
5
The European journal of finance
5
The South African journal of economics
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
Applied financial economics
4
Computational economics
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Research in international business and finance
4
The journal of real estate finance and economics
4
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Financial innovation : FIN
3
International journal of finance & economics : IJFE
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of financial markets
3
Journal of international financial markets, institutions & money
3
Kiel working paper
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Discussion paper / Deutsche Bundesbank
2
Global finance journal
2
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
2
Journal of economic studies
2
Journal of empirical finance
2
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
2
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ECONIS (ZBW)
403
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1
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:
2
Forecasting power of infectious diseases-related uncertainty for gold realized variance
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
42
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014581420
Saved in:
3
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:
4
Forecasting realized gold volatility : is there a role of geopolitical risks?
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012438328
Saved in:
5
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:
6
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:
7
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
8
Time-varying risk aversion and the predictability of bond premia
Çepni, Oğguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436600
Saved in:
9
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies : evidence from high-frequency data
Shahzad, Syed Jawad Hussain
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Scottish journal of political economy : the journal of …
69
(
2022
)
2
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013190691
Saved in:
10
Intraday realised volatility forecasting and announcements
Vortelinos, Dimitrios I.
;
Gillas, Konstantinos Gkillas
- In:
International journal of banking, accounting and finance
9
(
2018
)
1
,
pp. 88-118
Persistent link: https://www.econbiz.de/10011955197
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