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Volatility
Volatilität
362
Forecasting model
320
Prognoseverfahren
320
Estimation
312
Schätzung
312
United States
259
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257
Börsenkurs
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Forecasting
105
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94
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93
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93
Spillover effect
87
Spillover-Effekt
86
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80
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Gupta, Rangan
249
Bouri, Elie
116
Pierdzioch, Christian
51
Roubaud, David
37
Salisu, Afees A.
36
Wohar, Mark E.
34
Demirer, Rıza
30
Balcilar, Mehmet
27
Gillas, Konstantinos Gkillas
27
Ji, Qiang
17
Shahzad, Syed Jawad Hussain
16
Tiwari, Aviral Kumar
16
Bonato, Matteo
15
Cepni, Oguzhan
15
Karmakar, Sayar
12
Cuñado Eizaguirre, Juncal
11
Floros, Christos
9
Ogbonna, Ahamuefula Ephraim
9
Plakandaras, Vasilios
9
Gabauer, David
8
Segnon, Mawuli
8
Sheng, Xin
8
Van Eyden, Reneé
8
Aye, Goodness C.
7
Saeed, Tareq
7
Ҫepni, Oğuzhan
7
Ajmi, Ahdi Noomen
6
Bekiros, Stelios
6
Lau, Chi Keung
6
Lucey, Brian M.
6
Lux, Thomas
6
Nielsen, Joshua
6
Vortelinos, Dimitrios I.
6
Antonakakis, Nikolaos
5
Jalkh, Naji
5
Konstantatos, Christoforos
5
Liu, Ruipeng
5
Ma, Feng
5
Marfatia, Hardik A.
5
Miller, Stephen M.
5
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Department of Economics, Faculty of Economic and Management Sciences
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Department of Economics working paper series
60
Energy economics
33
Finance research letters
26
International review of financial analysis
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
The North American journal of economics and finance : a journal of financial economics studies
11
International review of economics & finance : IREF
10
Research in international business and finance
9
Economics letters
8
Applied economics
6
Financial innovation : FIN
6
Applied economics letters
5
Economic modelling
5
Journal of forecasting
5
Journal of international financial markets, institutions & money
5
The European journal of finance
5
Defence and peace economics
4
International journal of finance & economics : IJFE
4
Journal of multinational financial management
4
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4
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3
Economia internazionale
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finmap working paper
3
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3
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3
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2
Economics and Business Letters : EBL
2
Emerging markets review
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2
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2
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2
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2
OPEC energy review
2
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2
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ECONIS (ZBW)
362
RePEc
2
EconStor
1
Other ZBW resources
1
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1
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:
2
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
Saved in:
3
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:
4
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:
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
Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
; …
- In:
Energy economics
88
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012516211
Saved in:
7
Exchange rate jumps and geopolitical risks
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
-
2021
Persistent link: https://www.econbiz.de/10012661160
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 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:
10
Oil shocks and volatility jumps
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Review of quantitative finance and accounting
54
(
2020
)
1
,
pp. 247-272
Persistent link: https://www.econbiz.de/10012232836
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