//--> //--> //--> //-->
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
~person:"Gupta, Rangan"
~person:"Li, Yan"
~subject:"Forecasting"
~subject:"Oil price"
~subject:"World"
~type_genre:"Article in journal"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Forecasting
Oil price
World
Volatility
28
Volatilität
28
Forecasting model
25
Prognoseverfahren
25
Capital income
19
Kapitaleinkommen
19
Realized volatility
15
realized volatility
12
Aktienmarkt
11
Estimation
11
Schätzung
11
Stock market
11
Welt
11
Forecast
10
Prognose
10
Börsenkurs
9
Share price
9
ARCH model
8
ARCH-Modell
8
forecasting
8
USA
7
United States
7
Ölpreis
6
Gold
5
Time series analysis
5
Zeitreihenanalyse
5
Anlageverhalten
4
Behavioural finance
4
Financial crisis
4
Financial market
4
Finanzkrise
4
Finanzmarkt
4
Risiko
4
Risk
4
Bitcoin
3
China
3
Großbritannien
3
more ...
less ...
Online availability
All
Undetermined
15
Free
1
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
16
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
16
Author
All
Gupta, Rangan
Li, Yan
Ma, Feng
13
Pierdzioch, Christian
10
Nonejad, Nima
7
Degiannakis, Stavros
6
Filis, George
6
Gillas, Konstantinos Gkillas
6
Liang, Chao
6
Ji, Qiang
5
Lyócsa, Štefan
5
Liao, Yin
4
Molnár, Peter
4
Todorova, Neda
4
Demirer, Rıza
3
Gong, Xu
3
Suleman, Muhammad Tahir
3
Wahab, M. I. M.
3
Zhang, Yaojie
3
Bonato, Matteo
2
Bouri, Elie
2
Buncic, Daniel
2
Chatziantoniou, Ioannis
2
Chevallier, Julien
2
Gisler, Katja Ida Maria
2
Haugom, Erik
2
Huang, Dengshi
2
Huang, Jianbai
2
Lin, Boqiang
2
Lu, Xinjie
2
Luo, Jiawen
2
McAleer, Michael
2
Patton, Andrew J.
2
Shahzad, Syed Jawad Hussain
2
Sirimon Treepongkaruna
2
Wang, Jiqian
2
Wang, Lu
2
Wei, Yu
2
Wen, Fenghua
2
Wohar, Mark E.
2
more ...
less ...
Published in...
All
Finance research letters
4
Journal of forecasting
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics letters
1
Financial innovation : FIN
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of the Operational Research Society
1
The European journal of 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)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
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
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:
6
Historical volatility of advanced equity markets : the role of local and global crises
Goswami, Samrat
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436967
Saved in:
7
Which sentiment index is more informative to forecast stock market volatility? : evidence from China
Liang, Chao
;
Tang, Linchun
;
Li, Yan
;
Wei, Yu
- In:
International review of financial analysis
71
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437093
Saved in:
8
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:
9
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:
10
Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao
;
Luu Duc Toan Huynh
;
Li, Yan
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->