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subject:"Volatility"
~isPartOf:"Applied economics letters"
~isPartOf:"The European journal of finance"
~person:"Fong, Wai-mun"
~person:"Gupta, Rangan"
~subject:"Volatilität"
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Volatility
Volatilität
Estimation
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Fong, Wai-mun
Gupta, Rangan
Copeland, Laurence S.
3
Pierdzioch, Christian
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Ap Gwilym, Owain
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Applied economics letters
The European journal of finance
Department of Economics working paper series
18
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7
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ECONIS (ZBW)
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1
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:
2
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:
3
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
4
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
Saved in:
5
Basis variations and regime shifts in the oil futures market
Fong, Wai-mun
;
See, Kim Hock
- In:
The European journal of finance
9
(
2003
)
5
,
pp. 499-513
Persistent link: https://www.econbiz.de/10001885513
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