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Showing 10 out of a total of 97 results for collection: Research Articles (University of Pretoria).
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Time-varying risk aversion and realized gold volatility
Demirer, Riza
;
Gkillas, Konstantinos
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2019-11
)
Infectious diseases-related uncertainty and the predictability of foreign exchange and Bitcoin futures realized volatility
Shiba, Sisa
;
Cunado, Juncal
;
Gupta, Rangan
;
Goswami, Samrat
(
World Scientific Publishing
,
2023-06
)
On the directional accuracy of inflation forecasts : evidence from South African survey data
Pierdzioch, Christian
;
Reid, Monique B.
;
Gupta, Rangan
(
Taylor and Francis
,
2018
)
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Wiley
,
2022-03
)
A note on forecasting the historical realized variance of oil-price movements : the role of gold-to-silver and gold-to-platinum price ratios
Gupta, Rangan
;
Pierdzioch, Christian
;
Wong, Wing-Keung
(
MDPI
,
2021-10-17
)
Forecasting the South African inflation rate : on asymmetric loss and forecast rationality
Pierdzioch, Christian
;
Reid, Monique
;
Gupta, Rangan
(
Elsevier
,
2016-03
)
Commodity prices and forecastability of international stock returns over a century : sentiments versus fundamentals with focus on South Africa
Salisu, Afees A.
;
Gupta, Rangan
(
Routledge
,
2022
)
Forecasting real house price of the U.S. : an analysis covering 1890 to 2012
Aye, Goodness Chioma
;
Gupta, Rangan
(
Academy of Economic Studies
,
2014
)
Gold futures returns and realized moments : a forecasting experiment using a quantile-boosting approach
Bonato, Matteo
;
Demirer, Riza
;
Gupta, Rangan
;
Pierdzioch, Christian
(
Elsevier
,
2018-08
)
Forecasting South African inflation using non-linearmodels : a weighted loss-based evaluation
Bahramian, Pejman
;
Balcilar, Mehmet
;
Gupta, Rangan
;
Kanda, Patrick T.
(
Routledge
,
2016-01
)
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Author
Gupta, Rangan (96)
Pierdzioch, Christian (41)
Salisu, Afees A. (16)
Cepni, Oguzhan (11)
Balcilar, Mehmet (9)
Bonato, Matteo (9)
Demirer, Riza (8)
Gkillas, Konstantinos (8)
Bouri, Elie (7)
Hassani, Hossein (5)
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Forecasting (97)
SDG-08: Decent work and economic growth (18)
Realized volatility (14)
Uncertainty (12)
Gold (8)
Realized variance (8)
Heterogeneous autoregressive realized volatility (HAR-RV) (7)
Machine learning (7)
United States (US) (7)
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2020 - 2024 (67)
2013 - 2019 (30)
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