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Volatility clustering : a nonlinear theoretical approach
He, Xue-zhong; Li, Kai; Wang, Chuncheng - In: Journal of economic behavior & organization : JEBO 130 (2016), pp. 274-297
Persistent link: https://www.econbiz.de/10011701919
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A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza; Gupta, Rangan; Pierdzioch, Christian; … - In: Applied economics letters 28 (2021) 21, pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
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A time-varying approach of the US welfare cost of inflation
Miller, Stephen M.; Martins, Luís Filipe; Gupta, Rangan - In: Macroeconomic dynamics 23 (2019) 2, pp. 775-797
Persistent link: https://www.econbiz.de/10012126634
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Forecasting charge-off rates with a panel Tobit model : the role of uncertainty
Sheng, Xin; Gupta, Rangan; Ji, Qiang - In: Applied economics letters 29 (2022) 10, pp. 927-931
Persistent link: https://www.econbiz.de/10013411847
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Social interaction, volatility clustering, and momentum
He, Xue-zhong; Li, Kai; Santi, Caterina; Shi, Lei - In: Journal of economic behavior & organization : JEBO 203 (2022), pp. 125-149
Persistent link: https://www.econbiz.de/10014227916