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~person:"Gupta, Rangan"
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Volatility
239
Volatilität
236
Forecasting model
167
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167
Risiko
139
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139
Estimation
111
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111
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English
327
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Gupta, Rangan
McAleer, Michael
410
Caporale, Guglielmo Maria
216
Diebold, Francis X.
171
Pierdzioch, Christian
166
Bollerslev, Tim
160
Chang, Chia-Lin
156
Aizenman, Joshua
138
Bouri, Elie
120
Bloom, Nicholas
114
Härdle, Wolfgang
114
Viscusi, W. Kip
114
Bekaert, Geert
111
Castelnuovo, Efrem
111
Hammoudeh, Shawkat
110
Spagnolo, Nicola
109
Engle, Robert F.
108
Ma, Feng
107
Andersen, Torben
103
Bahmani-Oskooee, Mohsen
101
Bali, Turan G.
100
Davis, Steven J.
95
Koopman, Siem Jan
95
Caporin, Massimiliano
87
Gollier, Christian
87
Hautsch, Nikolaus
87
Belke, Ansgar
86
Ghysels, Eric
86
Tiwari, Aviral Kumar
85
Caballero, Ricardo J.
83
McMillan, David G.
83
Wohar, Mark E.
82
Caggiano, Giovanni
79
Buch, Claudia M.
78
Chiarella, Carl
76
Kočenda, Evžen
74
Campbell, John Y.
73
Fabozzi, Frank J.
73
Acharya, Viral V.
72
Christoffersen, Peter F.
71
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Department of Economics, Faculty of Economic and Management Sciences
3
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
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Department of Economics working paper series
67
Finance research letters
17
Energy economics
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Applied economics
11
Economics letters
11
The North American journal of economics and finance : a journal of financial economics studies
11
International review of economics & finance : IREF
8
Applied economics letters
7
Annals of financial economics
6
Journal of forecasting
6
Research in international business and finance
6
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4
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4
The European journal of finance
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
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4
Defence and peace economics
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
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3
Finmap working paper
3
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3
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3
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3
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3
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3
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3
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2
Economic systems
2
Economics and Business Letters : EBL
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets review
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Global Research Unit working paper
2
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2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International economics and economic policy : IEEP
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
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ECONIS (ZBW)
326
RePEc
4
Other ZBW resources
1
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1
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
2
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:
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 power of infectious diseases-related uncertainty for gold realized variance
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
42
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014581420
Saved in:
5
Forecasting stock returns
volatility
of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
6
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Ҫepni, Oğuzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
-
2022
Persistent link: https://www.econbiz.de/10013435217
Saved in:
7
Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model
Karmakar, Sayar
;
Gupta, Rangan
;
Ҫepni, Oğuzhan
; …
-
2022
Persistent link: https://www.econbiz.de/10013366552
Saved in:
8
Geopolitical risks and historical exchange rate
volatility
of the BRICS
Salisu, Afees A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 179-190
Persistent link: https://www.econbiz.de/10013330761
Saved in:
9
Climate risks and U.S. stock-market tail
risk
: a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
10
Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized
volatility
Shiba, Sisa
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
; …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442581
Saved in:
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