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~isPartOf:"Annals of financial economics"
~isPartOf:"Economic modelling"
~person:"Engle, Robert F."
~person:"Gupta, Rangan"
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Volatility
6
Volatilität
6
Forecasting model
4
Prognoseverfahren
4
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3
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3
Risiko
3
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3
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2
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Engle, Robert F.
Gupta, Rangan
Ma, Feng
6
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5
Chang, Bisharat Hussain
4
Kumar, Dilip
4
Li, Bin
4
Zhang, Yaojie
4
Balcilar, Mehmet
3
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2
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Annals of financial economics
Economic modelling
Department of Economics working paper series
54
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
14
Discussion paper / Department of Economics, University of California San Diego
12
Energy economics
12
The North American journal of economics and finance : a journal of financial economics studies
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Finance research letters
7
International review of economics & finance : IREF
7
Applied economics letters
5
Economics letters
5
NBER working paper series
5
Research in international business and finance
5
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Econometrics Working Papers Archive
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The European journal of finance
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3
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Finmap working paper
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International journal of finance & economics : IJFE
3
Journal of econometrics
3
Journal of economics and finance
3
Journal of multinational financial management
3
NBER Working Paper
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Working paper series / University of Zurich, Department of Economics
3
CREATES research paper
2
Economics and Business Letters : EBL
2
Global Research Unit working paper
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Global finance journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of forecasting
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
International review of financial analysis
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
6
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date (oldest first)
1
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized
volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
2
Uncertainty related to infectious diseases and forecastability of the realized
volatility
of US treasury securities
Shiba, Sisa
;
Gupta, Rangan
- In:
Annals of financial economics
16
(
2021
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012656882
Saved in:
3
Historical forecasting of interest rate mean and
volatility
of the United States : is there a role of uncertainty?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012643036
Saved in:
4
Can volume predict Bitcoin returns and
volatility
? : a quantiles-based approach
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
Economic modelling
64
(
2017
),
pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
Saved in:
5
Structural breaks and GARCH models of stock return
volatility
: the case of South Africa
Babikir, Ali
;
Gupta, Rangan
;
Mwabutwa, Chance
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
Saved in:
6
Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Economic modelling
32
(
2013
),
pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
Saved in:
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