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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"The European journal of finance"
~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Balcilar, Mehmet"
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"USA"
~subject:"United States"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Arbeitsmarkt
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Volatility
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Volatilität
37
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Allen, David E.
Balcilar, Mehmet
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Caporin, Massimiliano
4
Ma, Feng
4
Pierdzioch, Christian
4
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4
Xuan Vinh Vo
4
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4
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3
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3
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2
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International review of economics & finance : IREF
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
The European journal of finance
Department of Economics working paper series
28
The North American journal of economics and finance : a journal of financial economics studies
11
Discussion paper / Tinbergen Institute
8
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7
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3
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
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ECONIS (ZBW)
17
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17
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1
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:
2
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:
3
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:
4
Is there a risk and return relation?
Fifield, S. G. M.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The European journal of finance
26
(
2020
)
11
,
pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
Saved in:
5
Exchange rate returns and
volatility
: the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Saved in:
6
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:
7
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
8
Forecasting the
volatility
of the Dow Jones Islamic Stock Market Index : long memory vs. regime switching
Nasr, Adnen Ben
;
Lux, Thomas
;
Ajmi, Ahdi Noomen
;
Gupta, …
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 559-571
Persistent link: https://www.econbiz.de/10011626589
Saved in:
9
The role of economic policy uncertainties in predicting stock returns and their
volatility
for Hong Kong, Malaysia and South Korea
Balcilar, Mehmet
;
Gupta, Rangan
;
Kim, Won Joong
;
Kyei, …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 150-163
Persistent link: https://www.econbiz.de/10012202500
Saved in:
10
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
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