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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
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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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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
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Uncertainty related to infectious diseases and forecastability of the realized volatility of US treasury securities
Shiba, Sisa; Gupta, Rangan - In: Annals of financial economics 16 (2021) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10012656882
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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
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Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan; … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
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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 moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula E. - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
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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
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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