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~isPartOf:"Defence and peace economics"
~person:"Gupta, Rangan"
~person:"Ledoit, Olivier"
~subject:"ARCH model"
~subject:"Volatility"
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ARCH model
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Gupta, Rangan
Ledoit, Olivier
Bouri, Elie
3
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Defence and peace 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
8
International review of economics & finance : IREF
7
Applied economics letters
5
Economics letters
5
Applied economics
4
Annals of financial economics
3
Economia internazionale
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Working papers / University of Connecticut, Department of Economics
3
Economics and Business Letters : EBL
2
Global Research Unit working paper
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Working Papers / Department of Economics, Faculty of Economic and Management Sciences
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CREATES research paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International economics and economic policy : IEEP
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Journal of international commerce, economics and policy
1
Research in international business and finance
1
The journal of real estate finance and economics
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The quarterly review of economics and finance
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The review of economics and statistics
1
University of Zurich, Department of Economics, Working Paper
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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1
Jumps in geopolitical risk and the cryptocurrency market : the singularity of bitcoin
Bouri, Elie
;
Gupta, Rangan
;
Xuan Vinh Vo
- In:
Defence and peace economics
33
(
2022
)
2
,
pp. 150-161
Persistent link: https://www.econbiz.de/10013167286
Saved in:
2
Geopolitical risks and movements in Islamic bond and equity markets : a note
Bouri, Elie
;
Demirer, Rıza
;
Gupta, Rangan
;
Marfatia, …
- In:
Defence and peace economics
30
(
2019
)
3
,
pp. 367-379
Persistent link: https://www.econbiz.de/10012200540
Saved in:
3
Does geopolitical risks predict stock returns and volatility of leading defense companies? : evidence from a nonparametric approach
Apergēs, Nikolaos
;
Bonato, Matteo
;
Gupta, Rangan
; …
- In:
Defence and peace economics
29
(
2018
)
6
,
pp. 684-696
Persistent link: https://www.econbiz.de/10011957107
Saved in:
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