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subject:"Volatilität"
~isPartOf:"The European journal of finance"
~person:"Gupta, Rangan"
~person:"Pesaran, M. Hashem"
~subject:"Schätztheorie"
~subject:"World"
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Volatilität
Schätztheorie
World
Börsenkurs
3
Capital income
3
Estimation
3
Kapitaleinkommen
3
Schätzung
3
Share price
3
Aktienmarkt
2
Forecasting model
2
Prognoseverfahren
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Stock market
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Volatility
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Welt
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forecasting
2
Bitcoin
1
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Forecast
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G7 countries
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Prognose
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Stock markets
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Stock returns
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Terrorism
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advanced equity markets
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nonparametric causality-in-quantiles test
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realized volatility
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returns
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tail events
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tail risks
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Gupta, Rangan
Pesaran, M. Hashem
Copeland, Laurence S.
3
Ap Gwilym, Owain
2
Koutmos, Gregory
2
Pierdzioch, Christian
2
Abhyankar, Abhay
1
Algaba, Andres
1
Alireza Zarei
1
Balcilar, Mehmet
1
Bhatti, Muhammad Ishaq
1
Bhaumik, Sumon Kumar
1
Bonaccolto, G.
1
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1
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1
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Cao, Jia
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Chalamandaris, Georgios
1
Chang, Chi-hung
1
Chen, Ming-Chi
1
Chen, Ren-Raw
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Chen, XiaoHua
1
Choi, Ji-Eun
1
Choudhry, Taufiq
1
Chuang, Ming-Che
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Corbet, Shaen
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Coroneo, Laura
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Corrado, Charles Joseph
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Dias, José G.
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Dinenis, Elias
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Dupoyet, Brice
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Ebner, Markus
1
El Mouaaouy, Florian
1
Fassas, Athanasios P.
1
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1
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The European journal of finance
Department of Economics working paper series
27
CESifo working papers
17
Cambridge working papers in economics
10
CESifo Working Paper Series
8
The North American journal of economics and finance : a journal of financial economics studies
8
Finance research letters
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
CESifo Working Paper
4
Discussion paper series / IZA
4
Economics letters
4
Journal of applied econometrics
4
Research in international business and finance
4
USC-INET Research Paper
4
Working paper series / European Central Bank
4
DAE working paper
3
Economic modelling
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Economics and Business Letters : EBL
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Energy economics
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Applied economics letters
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CAMA working paper series
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
ECB Working Paper
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ERF working papers series
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Globalization and Monetary Policy Institute Working Paper
2
IZA Discussion Paper
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of multinational financial management
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Structural change and economic dynamics : SC+ED
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Working papers / University of Connecticut, Department of Economics
2
, Vol. , pp. -
1
Annals of financial economics
1
Applied economics
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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ECONIS (ZBW)
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1
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
Saved in:
2
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:
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
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