Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Gupta, Rangan"
~person:"Liao, Yin"
~subject:"Forecasting"
~subject:"Gold"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Measuring volatility with the...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Forecasting
Gold
Volatility
41
Volatilität
41
Forecasting model
32
Prognoseverfahren
32
Capital income
23
Kapitaleinkommen
23
Realized volatility
23
Welt
19
World
19
Estimation
18
Schätzung
18
Aktienmarkt
13
Börsenkurs
13
Share price
13
Stock market
13
realized volatility
13
Forecast
11
Prognose
11
ARCH model
10
ARCH-Modell
10
Oil price
10
Ölpreis
10
Risiko
8
Risk
8
Time series analysis
8
Zeitreihenanalyse
8
forecasting
8
USA
7
United States
7
Anlageverhalten
5
Behavioural finance
5
Agricultural commodities
4
Financial crisis
4
Financial market
4
Finanzkrise
4
Finanzmarkt
4
High-frequency data
4
Immobilienfonds
4
more ...
less ...
Online availability
All
Undetermined
10
Free
5
Type of publication
All
Article
9
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
Author
All
Gupta, Rangan
Liao, Yin
Pierdzioch, Christian
12
Chevallier, Julien
5
Bollerslev, Tim
4
Gillas, Konstantinos Gkillas
4
Ji, Qiang
4
Lyócsa, Štefan
4
Todorova, Neda
4
Andersen, Torben G.
3
Bonato, Matteo
3
Diebold, Francis X.
3
Ma, Feng
3
Sévi, Benoît
3
Vega, Clara
3
Chatziantoniou, Ioannis
2
Demirer, Rıza
2
Klein, Tony
2
Kočenda, Evžen
2
Lazarov, Zdravetz
2
Li, Yan
2
Liang, Chao
2
Luo, Jiawen
2
Luo, Xingguo
2
McAleer, Michael
2
Molnár, Peter
2
Nielsen, Joshua
2
Patton, Andrew J.
2
Plakandaras, Vasilios
2
Vácha, Lukáš
2
Wang, Jiqian
2
Wei, Yu
2
Xu, Yongdeng
2
Ҫepni, Oğuzhan
2
Allen, David E.
1
Anand, Abhishek
1
Anderson, Heather M.
1
Asai, Manabu
1
Bai, Lu
1
Bannouh, Karim
1
more ...
less ...
Institution
All
Department of Econometrics and Business Statistics, Monash Business School
1
Published in...
All
Department of Economics working paper series
5
Finance research letters
3
Applied economics letters
1
Energy economics
1
International journal of forecasting
1
Journal of international money and finance
1
Monash Econometrics and Business Statistics Working Papers
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
RePEc
1
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Forecasting global equity market volatilities
Zhang, Yaojie
;
Ma, Feng
;
Liao, Yin
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1454-1475
Persistent link: https://www.econbiz.de/10012546804
Saved in:
3
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
-
2021
Persistent link: https://www.econbiz.de/10012661162
Saved in:
4
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
Saved in:
5
Forecasting realized oil-price volatility : the role of financial stress and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of international money and finance
104
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012395236
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
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
9
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
Saved in:
10
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387634
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
