//--> //--> //--> //-->
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"
~subject:"Forecasting"
~subject:"Gold"
~subject:"Realized volatility"
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
Realized volatility
Volatility
34
Volatilität
34
Forecasting model
30
Prognoseverfahren
30
Capital income
21
Kapitaleinkommen
21
Welt
16
World
16
Estimation
15
Schätzung
15
Aktienmarkt
12
Börsenkurs
12
Share price
12
Stock market
12
realized volatility
12
Forecast
11
Prognose
11
Oil price
9
Ölpreis
9
forecasting
8
ARCH model
7
ARCH-Modell
7
Risiko
7
Risk
7
Time series analysis
6
USA
6
United States
6
Zeitreihenanalyse
6
Anlageverhalten
5
Behavioural finance
5
Agricultural commodities
4
Financial market
4
Finanzmarkt
4
Immobilienfonds
4
Real estate fund
4
Statistical distribution
4
Statistische Verteilung
4
more ...
less ...
Online availability
All
Undetermined
14
Free
8
Type of publication
All
Article
15
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
Author
All
Gupta, Rangan
Pierdzioch, Christian
19
Ma, Feng
18
Degiannakis, Stavros
10
Bollerslev, Tim
8
McAleer, Michael
8
Yu, Jun
8
Lyócsa, Štefan
7
Sévi, Benoît
7
Andersen, Torben G.
6
Chevallier, Julien
6
Diebold, Francis X.
6
Gillas, Konstantinos Gkillas
6
Liang, Chao
6
Molnár, Peter
6
Nonejad, Nima
6
Bonato, Matteo
5
Filis, George
5
Gribisch, Bastian
5
Ji, Qiang
5
Medeiros, Marcelo C.
5
Phillips, Peter C. B.
5
Scharth, Marcel
5
Todorova, Neda
5
Wei, Yu
5
Zhang, Yaojie
5
Allen, David E.
4
Audrino, Francesco
4
Cho, Dooyeon
4
Haugom, Erik
4
Jawadi, Fredj
4
Li, Yan
4
Liao, Yin
4
Lux, Thomas
4
Mykland, Per A.
4
Rho, Seunghwa
4
Sattarhoff, Cristina
4
Watanabe, Toshiaki
4
Zhang, Lan
4
Asai, Manabu
3
more ...
less ...
Published in...
All
Department of Economics working paper series
7
Finance research letters
4
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Computational economics
1
Energy economics
1
Financial innovation : FIN
1
Journal of international money and finance
1
Research in international business and finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
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 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:
3
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:
4
Forecasting realized volatility of Bitcoin : the role of the trade war
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Computational economics
57
(
2021
)
1
,
pp. 29-53
Persistent link: https://www.econbiz.de/10012486864
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
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
8
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->