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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"The European journal of finance"
~person:"Engle, Robert F."
~person:"Gupta, Rangan"
~subject:"Börsenkurs"
~subject:"EU-Staaten"
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Volatility
Yield curve
Börsenkurs
EU-Staaten
Capital income
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Estimation
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3
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forecasting
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realized volatility
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returns
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Engle, Robert F.
Gupta, Rangan
Copeland, Laurence S.
3
Pierdzioch, Christian
3
Ap Gwilym, Owain
2
Choudhry, Taufiq
2
Fassas, Athanasios P.
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The European journal of finance
Department of Economics working paper series
19
The North American journal of economics and finance : a journal of financial economics studies
10
Discussion paper / Department of Economics, University of California San Diego
7
Working paper / National Bureau of Economic Research, Inc.
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International journal of finance & economics : IJFE
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
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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
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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