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~person:"Gupta, Rangan"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject_exact:"Risk measure"
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Portfolio selection
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10
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7
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7
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7
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Gupta, Rangan
McAleer, Michael
54
Pérez Amaral, Teodosio
24
Hammoudeh, Shawkat
22
Wang, Ruodu
21
Jiménez-Martín, Juan-Ángel
16
Härdle, Wolfgang
15
Allen, David E.
14
Righi, Marcelo Brutti
14
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14
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13
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11
Chang, Chia-Lin
11
Chlebus, Marcin
11
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11
Gerlach, Richard
11
Janabi, Mazin A. M. al
11
Mittnik, Stefan
11
Weiß, Gregor
11
Hyung, Namwon
10
Lucas, André
10
Mao, Tiantian
10
Mensi, Walid
10
Müller, Fernanda Maria
10
Rosazza Gianin, Emanuela
10
Rüschendorf, Ludger
10
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9
Kang, Sang Hoon
9
Stoja, Evarist
9
Uryasev, Stan
9
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9
Asai, Manabu
8
Daníelsson, Jón
8
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8
Hlouskova, Jaroslava
8
Hoogerheide, Lennart
8
Kim, Young Shin
8
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8
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The North American journal of economics and finance : a journal of financial economics studies
3
Finance research letters
2
Department of Economics working paper series
1
Energy economics
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Pacific-Basin finance journal
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ECONIS (ZBW)
9
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1
Climate risks and forecastability of US inflation : evidence from dynamic quantile model averaging
Luo, Jiawen
;
Fu, Shengjie
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014529004
Saved in:
2
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
3
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
4
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
5
Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun
;
Bouri, Elie
;
Gupta, Rangan
;
Ma, Shu-Jiao
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
Saved in:
6
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:
7
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
8
Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John
;
Hammoudeh, Shawkat
;
Gupta, Rangan
- In:
Pacific-Basin finance journal
42
(
2017
),
pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
Saved in:
9
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
Saved in:
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