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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"International review of financial analysis"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Demirer, Rıza"
~person:"Liu, Jia"
~subject:"Risikoprämie"
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Forecasting model
Stock market
Risikoprämie
Estimation
6
Schätzung
6
Aktienmarkt
5
Börsenkurs
5
Share price
5
Capital income
4
Kapitaleinkommen
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Volatility
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Volatilität
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ARCH model
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ARCH-Modell
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BRICS
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Commodity financialization
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Copula model
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Coronavirus
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Credit rating
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Credit ratings
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Firm-level expectations and uncertainties
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Herd behavior
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Herding
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High-dimensional covariance estimator
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Demirer, Rıza
Liu, Jia
Gupta, Rangan
6
Ma, Feng
5
Pierdzioch, Christian
4
Wohar, Mark E.
4
Degiannakis, Stavros
3
Kim, Jae H.
3
Nonejad, Nima
3
Salisu, Afees A.
3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
Gong, Xue
2
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2
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2
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2
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2
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2
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International review of financial analysis
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Journal of economics and finance : JEF
2
Pacific-Basin finance journal
2
Applied economics letters
1
Econometrics : open access journal
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1
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
2
Expected stock returns, common idiosyncratic volatility and average idiosyncratic correlation
Ni, Xuanming
;
Qian, Long
;
Zhao, Huimin
;
Liu, Jia
- In:
International review of financial analysis
76
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012805046
Saved in:
3
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
4
Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean
;
Zha, Rui
;
Stafylas, Dimitrios
;
He, Kaijian
; …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
Saved in:
5
Does the stock market drive herd behavior in commodity futures markets?
Demirer, Rıza
;
Lee, Hsiang-Tai
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
39
(
2015
),
pp. 32-44
Persistent link: https://www.econbiz.de/10011573052
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