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~person:"Gillas, Konstantinos Gkillas"
~subject:"Dynamic covariance matrix"
~subject:"Futures"
~subject:"World"
~subject:"long memory"
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Gillas, Konstantinos Gkillas
Gupta, Rangan
22
McAleer, Michael
14
Pierdzioch, Christian
13
Asai, Manabu
10
Ma, Feng
9
Nonejad, Nima
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Spillovers in higher-order moments of crude oil, gold, and bitcoin
Gillas, Konstantinos Gkillas
;
Bouri, Elie
;
Gupta, Rangan
; …
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 398-406
Persistent link: https://www.econbiz.de/10013335879
Saved in:
2
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
3
A note on investor happiness and the predictability of
realized
volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
4
Transaction activity and bitcoin
realized
volatility
Gillas, Konstantinos Gkillas
;
Tantoula, Maria
; …
- In:
Operations research letters
49
(
2021
)
5
,
pp. 715-719
Persistent link: https://www.econbiz.de/10013207433
Saved in:
5
Forecasting
realized
gold volatility : is there a role of geopolitical risks?
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012438328
Saved in:
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