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~person:"Gupta, Rangan"
~person:"Li, Yan"
~subject:"Forecasting"
~subject:"Oil price"
~subject:"Stock market"
~subject:"World"
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Measuring volatility with the...
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Forecasting
Oil price
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Volatility
38
Volatilität
38
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34
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34
Capital income
25
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Gupta, Rangan
Li, Yan
Ma, Feng
22
Pierdzioch, Christian
20
Chevallier, Julien
10
Bollerslev, Tim
8
McAleer, Michael
8
Sévi, Benoît
8
Ji, Qiang
7
Liang, Chao
7
Nonejad, Nima
7
Degiannakis, Stavros
6
Demirer, Rıza
6
Filis, George
6
Gillas, Konstantinos Gkillas
6
Lyócsa, Štefan
6
Zhang, Yaojie
6
Andersen, Torben G.
5
Bonato, Matteo
5
Brooks, Robert
5
Diebold, Francis X.
5
Liao, Yin
5
Luo, Jiawen
5
Molnár, Peter
5
Patton, Andrew J.
5
Vega, Clara
5
Bouri, Elie
4
Cesa-Bianchi, Ambrogio
4
Lu, Xinjie
4
Pesaran, M. Hashem
4
Rebucci, Alessandro
4
Scharth, Marcel
4
Sirimon Treepongkaruna
4
Suleman, Muhammad Tahir
4
Todorova, Neda
4
Wahab, M. I. M.
4
Wang, Jiqian
4
Wohar, Mark E.
4
Zhang, Hongwei
4
Allen, David E.
3
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Department of Economics working paper series
8
Finance research letters
4
Journal of forecasting
3
The North American journal of economics and finance : a journal of financial economics studies
3
International journal of finance & economics : IJFE
2
Applied economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
China finance review international
1
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1
Financial innovation : FIN
1
International review of financial analysis
1
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1
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ECONIS (ZBW)
32
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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
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:
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
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:
5
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:
6
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:
7
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:
8
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:
9
Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
10
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
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