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~isPartOf:"Applied economics letters"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~language:"eng"
~language:"hun"
~person:"Balcilar, Mehmet"
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Koutmos, Gregory"
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"volatility"
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Volatility
26
Volatilität
26
Capital income
14
Kapitaleinkommen
14
Estimation
12
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12
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10
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26
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Balcilar, Mehmet
Chiarella, Carl
Gupta, Rangan
Koutmos, Gregory
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Ma, Feng
12
Wohar, Mark E.
8
Pierdzioch, Christian
7
Caporin, Massimiliano
6
Dunis, Christian
5
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
Lucey, Brian M.
5
Mensi, Walid
5
Tiwari, Aviral Kumar
5
Yin, Libo
5
Abakah, Emmanuel Joel Aikins
4
Ap Gwilym, Owain
4
Arize, Augustine Chuck
4
Balli, Faruk
4
Brooks, Robert
4
Gil-Alaña, Luis A.
4
Han, Liyan
4
Liu, Xiaoquan
4
Lu, Xinjie
4
Malik, Farooq
4
McAleer, Michael
4
Power, Gabriel J.
4
Ryu, Doojin
4
Salisu, Afees A.
4
Vivian, Andrew
4
Wang, Jiqian
4
Wang, Xingchun
4
Wu, Chunchi
4
Wu, Xinyu
4
Xuan Vinh Vo
4
Balaban, Ercan
3
Bouri, Elie
3
Chen, Jinyu
3
Chen, Langnan
3
Chen, Wang
3
Chevallier, Julien
3
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Applied economics letters
International review of economics & finance : IREF
The European journal of finance
Department of Economics working paper series
54
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
21
Energy economics
14
The North American journal of economics and finance : a journal of financial economics studies
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Applied financial economics
10
Finance research letters
9
Applied economics
7
Journal of forecasting
7
Journal of international financial markets, institutions & money
7
The journal of futures markets
7
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
Research in international business and finance
6
Economics letters
5
Journal of multinational financial management
5
Economic modelling
4
International journal of finance & economics : IJFE
4
International review of financial analysis
4
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3
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3
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3
Economia internazionale
3
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3
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3
Finmap working paper
3
International journal of theoretical and applied finance
3
Journal of economics and finance
3
Journal of international money and finance
3
Journal of risk and financial management : JRFM
3
Managerial finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
The journal of fixed income
3
Working paper / National Bureau of Economic Research, Inc.
3
Advances in Pacific Basin financial markets
2
CESifo working papers
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Discussion paper series / IZA
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ECONIS (ZBW)
26
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26
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date (oldest first)
1
The impacts of oil price
volatility
on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
2
Forecasting international REITs
volatility
: the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
3
Expected profitability, the 52-week high and the idiosyncratic
volatility
puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
4
A note on financial vulnerability and
volatility
in emerging stock markets : evidence from GARCH-MIDAS models
Demirer, Rıza
;
Gupta, Rangan
;
Li, He
;
You, Yu
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10013552965
Saved in:
5
Geopolitical risks and historical exchange rate
volatility
of the BRICS
Salisu, Afees A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 179-190
Persistent link: https://www.econbiz.de/10013330761
Saved in:
6
A note on oil price shocks and the forecastability of gold realized
volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
7
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:
8
Dynamic effects of monetary policy shocks on macroeconomic
volatility
in the United Kingdom
Salisu, Afees A.
;
Gupta, Rangan
- In:
Applied economics letters
28
(
2021
)
18
,
pp. 1594-1599
Persistent link: https://www.econbiz.de/10012626718
Saved in:
9
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
Saved in:
10
Effect of uncertainty on U.S. stock returns and
volatility
: evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
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