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~person:"Gupta, Rangan"
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Volatility and variance swaps...
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Volatility
235
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233
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116
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116
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101
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101
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Gupta, Rangan
McAleer, Michael
442
Caporale, Guglielmo Maria
213
Bollerslev, Tim
162
Chang, Chia-Lin
161
Härdle, Wolfgang
148
Koopman, Siem Jan
145
Chiarella, Carl
127
Diebold, Francis X.
127
Fabozzi, Frank J.
125
Madan, Dilip B.
124
Aizenman, Joshua
120
Pierdzioch, Christian
116
Bouri, Elie
111
Spagnolo, Nicola
104
Andersen, Torben
101
Platen, Eckhard
101
Engle, Robert F.
96
Phillips, Peter C. B.
95
Lux, Thomas
94
Todorov, Viktor
94
Hautsch, Nikolaus
92
Ma, Feng
92
Asai, Manabu
88
Barndorff-Nielsen, Ole E.
87
Cui, Zhenyu
85
Hammoudeh, Shawkat
84
Carr, Peter
82
Takahashi, Akihiko
82
Bekaert, Geert
81
Gil-Alaña, Luis A.
80
Bahmani-Oskooee, Mohsen
76
Benth, Fred Espen
76
Christoffersen, Peter F.
76
Caporin, Massimiliano
74
Mumtaz, Haroon
74
Hafner, Christian M.
72
Buch, Claudia M.
71
Joshi, Mark S.
71
Prokopczuk, Marcel
71
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Department of Economics, Faculty of Economic and Management Sciences
4
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Department of Economics working paper series
54
Energy economics
12
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
International review of economics & finance : IREF
7
Applied economics letters
5
Economics letters
5
Journal of forecasting
5
Research in international business and finance
5
Applied economics
4
The European journal of finance
4
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
4
Annals of financial economics
3
Defence and peace economics
3
Economia internazionale
3
Economic modelling
3
Emerging markets, finance and trade : EMFT
3
Financial innovation : FIN
3
Finmap working paper
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Journal of multinational financial management
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Economics and Business Letters : EBL
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 journal of forecasting
2
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2
International review of financial analysis
2
Journal of financial markets
2
Journal of risk and financial management : JRFM
2
OPEC energy review
2
Structural change and economic dynamics : SC+ED
2
Working papers / University of Connecticut, Department of Economics
2
Akinsomi, Omokolade, Coskun, Yener, Gupta, Rangan and Lau, Chi Keung Marco. (2016). Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs, Working Paper
1
Applied financial economics
1
Atlantic economic journal : AEJ
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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ECONIS (ZBW)
237
RePEc
4
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1
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
Saved in:
2
Real-time forecast of DSGE models with time-varying
volatility
in GARCH form
Ivashchenko, Sergey
;
Ҫekin, Semih Emre
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800653
Saved in:
3
Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks
Ozturk, Serda Selin
;
Demirer, Rıza
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012939919
Saved in:
4
Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks
Ozturk, Serda Selin
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
217
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013465491
Saved in:
5
Real-time forecast of DSGE models with time-varying
volatility
in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
6
Are multifractal processes suited to forecasting electricity price
volatility
? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
7
Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.
;
Gupta, Rangan
;
Modise, Mampho P.
- In:
Journal of emerging market finance
14
(
2015
)
2
,
pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
Saved in:
8
Do house prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autogressive model
Peretti, Vittorio
;
Gupta, Rangan
;
Inglesi-Lotz, Roula
- In:
Economics, management and financial markets
7
(
2012
)
4
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009740972
Saved in:
9
Dynamic effects of monetary policy shocks on macroeconomic
volatility
in the United Kingdom
Salisu, Afees A.
;
Gupta, Rangan
- In:
Applied economics letters
28
(
2021
)
18
,
pp. 1594-1599
Persistent link: https://www.econbiz.de/10012626718
Saved in:
10
Is wine a good choice for investment?
Bouri, Elie
;
Gupta, Rangan
;
Wong, Wing Keung
;
Zhu, Zhenzhen
- In:
Pacific-Basin finance journal
51
(
2018
),
pp. 171-183
Persistent link: https://www.econbiz.de/10012035143
Saved in:
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