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type:"book"
type_genre:"Working Paper"
~person:"Di Giovanni, Julian"
~person:"Gupta, Rangan"
~subject:"Volatility"
~type_genre:"Collection of articles of several authors"
~type_genre:"Systematic review"
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Volatility
Estimation
80
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31
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28
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25
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Working Paper
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Di Giovanni, Julian
Gupta, Rangan
McAleer, Michael
46
Caporale, Guglielmo Maria
26
Pierdzioch, Christian
21
Härdle, Wolfgang
20
Belke, Ansgar
19
Hautsch, Nikolaus
18
Mumtaz, Haroon
14
Döpke, Jörg
13
Koopman, Siem Jan
13
Rodriguez, Gabriel
13
Chang, Chia-Lin
12
Herwartz, Helmut
12
Asai, Manabu
11
Bollerslev, Tim
11
Gil-Alaña, Luis A.
11
Hafner, Christian M.
11
Buch, Claudia M.
10
Pesaran, M. Hashem
10
Allen, David E.
9
Andersen, Torben
9
Bos, Charles S.
9
Caporin, Massimiliano
9
Huber, Florian
9
Medeiros, Marcelo C.
9
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9
Paolella, Marc S.
9
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Bartram, Söhnke M.
8
Cheung, Yin-Wong
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8
Clark, Todd E.
8
Lettau, Martin
8
Levchenko, Andrei A.
8
Marcellino, Massimiliano
8
Spagnolo, Nicola
8
Baum, Christopher F.
7
Chan, Joshua
7
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ECONIS (ZBW)
28
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Stock market bubbles and the forecastability of gold returns (and volatility)
Gabauer, David
;
Gupta, Rangan
;
Karmakar, Sayar
; …
-
2022
Persistent link: https://www.econbiz.de/10013253753
Saved in:
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