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person:"Lakonishok, Josef"
~person:"Cakici, Nusret"
~person:"Gupta, Rangan"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Volatilität
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186
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79
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Lakonishok, Josef
Cakici, Nusret
Gupta, Rangan
Bouri, Elie
30
Ma, Feng
27
Bollerslev, Tim
24
Chiang, Thomas C.
21
Wang, Yudong
21
Kumar, Dilip
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McMillan, David G.
18
Pierdzioch, Christian
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Demirer, Rıza
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Todorov, Viktor
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Wohar, Mark E.
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McAleer, Michael
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Andersen, Torben
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Tiwari, Aviral Kumar
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Zhang, Yaojie
15
Caporale, Guglielmo Maria
14
Gil-Alaña, Luis A.
14
Zhang, Wei
14
Balcilar, Mehmet
13
Bali, Turan G.
12
Brooks, Robert
11
Floros, Christos
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Li, Yan
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Liang, Chao
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Xuan Vinh Vo
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10
Hammoudeh, Shawkat
10
Lau, Chi Keung
10
Molnár, Peter
10
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10
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The North American journal of economics and finance : a journal of financial economics studies
7
Finance research letters
6
Energy economics
5
International review of economics & finance : IREF
4
The European journal of finance
4
Journal of multinational financial management
3
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3
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Handbook of real estate and macroeconomics
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The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
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ECONIS (ZBW)
70
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1
A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.
;
Cakici, Nusret
;
Levy, Haim
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
Saved in:
2
Idiosyncratic volatility and the cross section of expected returns
Bali, Turan G.
;
Cakici, Nusret
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 29-58
Persistent link: https://www.econbiz.de/10003692380
Saved in:
3
Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios
;
Gupta, Rangan
- In:
Economics letters
131
(
2015
),
pp. 83-85
Persistent link: https://www.econbiz.de/10011422667
Saved in:
4
Size, value, and momentum in emerging market stock returns
Cakici, Nusret
;
Fabozzi, Frank J.
;
Tan, Sinan
- In:
Emerging markets review
16
(
2013
),
pp. 46-65
Persistent link: https://www.econbiz.de/10010243168
Saved in:
5
Structural breaks and GARCH models of stock return volatility : the case of South Africa
Babikir, Ali
;
Gupta, Rangan
;
Mwabutwa, Chance
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2435-2443
Persistent link: https://www.econbiz.de/10009673703
Saved in:
6
Does idiosyncratic risk really matter?
Bali, Turan G.
;
Cakici, Nusret
;
Yan, Xuemin Sterling
; …
- In:
The journal of finance : the journal of the American …
60
(
2005
)
2
,
pp. 905-930
Persistent link: https://www.econbiz.de/10002730681
Saved in:
7
Matched-long term maturity stock and bond returns in international markets
Cakici, Nusret
;
Kellman, Mitchell H.
;
Kraizberg, Elli
- In:
The American economist : journal of Omnicron Delta …
46
(
2002
)
2
,
pp. 45-53
Persistent link: https://www.econbiz.de/10001745542
Saved in:
8
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 937-974
Persistent link: https://www.econbiz.de/10001434627
Saved in:
9
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
10
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
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