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~isPartOf:"Applied economics"
~person:"Gupta, Rangan"
~person:"Ledoit, Olivier"
~subject:"ARCH model"
~subject:"Volatility"
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Gupta, Rangan
Ledoit, Olivier
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Applied economics
Department of Economics working paper series
59
Energy economics
13
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper series / University of Zurich, Department of Economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Spillovers between Bitcoin and other assets during bear and bull markets
Bouri, Elie
;
Das, Mahamitra
;
Gupta, Rangan
;
Roubaud, David
- In:
Applied economics
50
(
2018
)
55
,
pp. 5935-5949
Persistent link: https://www.econbiz.de/10012062940
Saved in:
2
A non-linear approach for predicting, stock returns and volatility with the use of investor sentiment indices
Bekiros, Stelios
;
Gupta, Rangan
;
Kyei, Clement
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 2895-2898
Persistent link: https://www.econbiz.de/10011614191
Saved in:
3
Volatility transmission between Islamic and conventional equity markets : evidence from causality-in-variance test
Nazlıoğlu, Şaban
;
Hammoudeh, Shawkat
;
Gupta, Rangan
- In:
Applied economics
47
(
2015
)
46/48
,
pp. 4996-5011
Persistent link: https://www.econbiz.de/10011318417
Saved in:
4
US inflation dynamics on long-range data
Plakandaras, Vasilios
;
Gkonkas, Periklēs
;
Gupta, Rangan
; …
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3874-3890
Persistent link: https://www.econbiz.de/10011294308
Saved in:
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