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subject:"Volatility"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~person:"Härdle, Wolfgang"
~person:"Pesaran, M. Hashem"
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Volatility
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Gupta, Rangan
Hautsch, Nikolaus
Härdle, Wolfgang
Pesaran, M. Hashem
McAleer, Michael
85
Caporale, Guglielmo Maria
53
Pierdzioch, Christian
50
Bollerslev, Tim
44
Todorov, Viktor
34
Bahmani-Oskooee, Mohsen
33
Belke, Ansgar
31
Asai, Manabu
29
Bouri, Elie
29
Gil-Alaña, Luis A.
27
Ma, Feng
26
Chang, Chia-Lin
25
Engle, Robert F.
24
Herwartz, Helmut
24
Wohar, Mark E.
24
Buch, Claudia M.
23
Caporin, Massimiliano
23
Koopman, Siem Jan
23
Andersen, Torben
22
Döpke, Jörg
22
Kumar, Dilip
21
Mumtaz, Haroon
21
Rodriguez, Gabriel
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Xuan Vinh Vo
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Balcilar, Mehmet
20
Chan, Joshua
18
Cheung, Yin-Wong
18
Diebold, Francis X.
18
Lettau, Martin
18
Mensi, Walid
18
Spagnolo, Nicola
18
Tiwari, Aviral Kumar
18
Aghion, Philippe
17
Kang, Sang Hoon
17
Prokopczuk, Marcel
17
Tauchen, George Eugene
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7
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6
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ECONIS (ZBW)
156
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156
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1
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
2
Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo
;
Plakandaras, Vasilios
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014515694
Saved in:
3
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
4
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
5
Stock market volatility and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
6
Predicting multi-scale positive and negative stock market bubbles in a panel of G7 countries : the role of oil price uncertainty
Van Eyden, Reneé
;
Gupta, Rangan
;
Sheng, Xin
;
Nielsen, …
-
2023
Persistent link: https://www.econbiz.de/10014369400
Saved in:
7
Housing search activity and quantiles-based predictability of housing price movements in the United States
Gupta, Rangan
;
Moodley, Damien
-
2023
Persistent link: https://www.econbiz.de/10014443107
Saved in:
8
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443108
Saved in:
9
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
10
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
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