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Showing 5 out of a total of 92 results for community: University of Pretoria: Research Output.
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Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
(
Elsevier
,
2024-04
)
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ma, Feng
(
Routledge
,
2023
)
The predictive power of oil price shocks on realized volatility of oil : a note
Demirer, Riza
;
Gupta, Rangan
;
Pierdzioch, Christian
;
Shahzad, Syed Jawad Hussain
(
Elsevier
,
2020-12
)
Forecasting interest rate volatility of the United Kingdom : evidence from over 150 years of data
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Cunado, Juncal
;
Gupta, Rangan
(
Taylor and Francis
,
2020
)
Do we need a global VAR model to forecast inflation and output in South Africa?
De Waal, Annari
;
Van Eyden, Renee
;
Gupta, Rangan
(
Routledge
,
2015
)
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Author
Gupta, Rangan (91)
Pierdzioch, Christian (40)
Salisu, Afees A. (14)
Cepni, Oguzhan (10)
Bonato, Matteo (9)
Balcilar, Mehmet (8)
Demirer, Riza (8)
Gkillas, Konstantinos (8)
Bouri, Elie (7)
Hassani, Hossein (5)
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Forecasting (92)
Realized volatility (14)
SDG-08: Decent work and economic growth (14)
Uncertainty (12)
Realized variance (8)
Gold (7)
Heterogeneous autoregressive realized volatility (HAR-RV) (7)
Machine learning (7)
Oil price (6)
Realized volatility forecast (6)
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2020 - 2024 (63)
2013 - 2019 (29)
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