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type_genre:"Article in journal"
~isPartOf:"The European journal of finance"
~person:"Ap Gwilym, Owain"
~person:"Gupta, Rangan"
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Estimation
5
Schätzung
5
Volatility
4
Volatilität
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3
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3
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3
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Ap Gwilym, Owain
Gupta, Rangan
Murinde, Victor
4
Copeland, Laurence S.
3
Koutmos, Gregory
3
Muradoğlu, Gülnur
3
Pierdzioch, Christian
3
Binner, Jane M.
2
Charemza, Wojciech
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Choudhry, Taufiq
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Coutts, J. Andrew
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Dunis, Christian
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Fassas, Athanasios P.
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Knif, Johan
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Panopulu, Aikaterinē
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Parhi, Mamata
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The European journal of finance
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
9
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of finance & economics : IJFE
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Economic modelling
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International review of economics & finance : IREF
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of multinational financial management
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Structural change and economic dynamics : SC+ED
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Annals of economics and finance
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Emerging markets review
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Empirica : journal of european economics
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Eurasian economic review : a journal in applied macroeconomics and finance
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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International review of financial analysis
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Journal of applied economics
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Journal of behavioral and experimental finance
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Journal of economics and finance
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Macroeconomic dynamics
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Open economies review
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Pacific-Basin finance journal
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ECONIS (ZBW)
5
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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
Saved in:
4
The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
Saved in:
5
Volatility forecasting in the framework of the option expiry cycle
Ap Gwilym, Owain
;
Buckle, Michael J.
- In:
The European journal of finance
5
(
1999
)
1
,
pp. 73-94
Persistent link: https://www.econbiz.de/10001439610
Saved in:
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