//--> //--> //--> //-->
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"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
34
Volatilität
34
Forecasting model
30
Prognoseverfahren
30
Capital income
21
Kapitaleinkommen
21
Realized volatility
20
Welt
16
World
16
Estimation
15
Schätzung
15
Aktienmarkt
12
Börsenkurs
12
Forecasting
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
Gold
4
Immobilienfonds
4
Real estate fund
4
Statistical distribution
4
Statistische Verteilung
4
more ...
less ...
Online availability
All
Undetermined
23
Free
12
Type of publication
All
Article
26
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
Author
All
Gupta, Rangan
Bollerslev, Tim
40
Hautsch, Nikolaus
30
Ma, Feng
28
Podolskij, Mark
25
Pierdzioch, Christian
24
Todorov, Viktor
24
Andersen, Torben G.
22
McAleer, Michael
19
Degiannakis, Stavros
15
Li, Jia
15
Diebold, Francis X.
14
Medeiros, Marcelo C.
14
Stübinger, Johannes
14
Tauchen, George Eugene
14
Mykland, Per A.
13
Vetter, Mathias
13
Baruník, Jozef
12
Andersen, Torben
11
Christensen, Bent Jesper
11
Christensen, Kim
11
Hounyo, Ulrich
11
Li, Yingying
11
Nielsen, Morten Ørregaard
11
Barunik, Jozef
10
Clements, Adam
10
Leschinski, Christian
10
Liang, Chao
10
Molnár, Peter
10
Sévi, Benoît
10
Bibinger, Markus
9
Endres, Sylvia
9
Gallo, Giampiero M.
9
Gillas, Konstantinos Gkillas
9
Liao, Yin
9
Varneskov, Rasmus Tangsgaard
9
Xu, Yongdeng
9
Yang, Xiye
9
Yao, Wenying
9
Yu, Jun
9
more ...
less ...
Published in...
All
Department of Economics working paper series
9
Finance research letters
4
The North American journal of economics and finance : a journal of financial economics studies
3
Annals of financial economics
2
International journal of finance & economics : IJFE
2
Journal of forecasting
2
The European journal of finance
2
Applied economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Computational economics
1
Economics and Business Letters : EBL
1
Energy economics
1
Financial innovation : FIN
1
Journal of economics and finance
1
Journal of international money and finance
1
Journal of the Operational Research Society
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)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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
Saved in:
3
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:
4
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
Saved in:
5
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:
6
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
Saved in:
7
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:
8
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
Saved in:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->