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subject:"Share price"
subject:"Stock index"
~person:"Bollerslev, Tim"
~person:"Demirer, Rıza"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Marktinformation"
~type_genre:"Nachschlagewerk"
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Share price
Stock index
Estimation
52
Schätzung
52
Volatility
32
Volatilität
32
Capital income
29
Kapitaleinkommen
29
Börsenkurs
21
Forecasting model
18
Prognoseverfahren
18
USA
15
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15
Theorie
14
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14
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13
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11
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10
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10
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10
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9
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9
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High-frequency data
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Nichtparametrisches Verfahren
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Estimation theory
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Aufsatz in Zeitschrift
Conference proceedings
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23
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English
23
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Bollerslev, Tim
Demirer, Rıza
Gupta, Rangan
55
Zaremba, Adam
30
McMillan, David G.
28
Wohar, Mark E.
28
Tiwari, Aviral Kumar
26
Narayan, Paresh Kumar
25
Gil-Alaña, Luis A.
21
Pierdzioch, Christian
20
Caporale, Guglielmo Maria
17
Chiang, Thomas C.
17
Balcilar, Mehmet
16
Todorov, Viktor
16
Ma, Feng
15
Salisu, Afees A.
15
Bohl, Martin T.
13
Lee, Chien-chiang
13
Cakici, Nusret
12
Jawadi, Fredj
12
McAleer, Michael
12
Sehgal, Sanjay
12
Bouri, Elie
11
Brooks, Robert
11
Tauchen, George Eugene
11
Zhang, Yaojie
11
Li, Bin
10
Xuan Vinh Vo
10
Apergēs, Nikolaos
9
Li, Jia
9
Ryu, Doojin
9
Westerlund, Joakim
9
Zhu, Huiming
9
Dai, Zhifeng
8
Hudson, Robert
8
Kanas, Angelos
8
Li, Yan
8
Long, Huaigang
8
Narayan, Seema
8
Shi, Yanlin
8
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Journal of econometrics
3
Journal of financial economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance research letters
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics and finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Pacific-Basin finance journal
1
Quantitative finance
1
Review of financial economics : RFE
1
Structural change and economic dynamics : SC+ED
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
The review of financial studies
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ECONIS (ZBW)
23
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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
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
3
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
4
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
5
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
6
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:
7
The effect of global and regional stock market shocks on safe haven assets
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Structural change and economic dynamics : SC+ED
54
(
2020
),
pp. 297-308
Persistent link: https://www.econbiz.de/10012499705
Saved in:
8
On the predictability of stock market bubbles : evidence from LPPLS confidence multi-scale indicators
Demirer, Rıza
;
Demos, Guilherme
;
Gupta, Rangan
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 843-858
Persistent link: https://www.econbiz.de/10012194719
Saved in:
9
Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
10
Volume, volatility, and public news announcements
Bollerslev, Tim
;
Li, Jia
;
Xue, Yuan
- In:
The review of economic studies
85
(
2018
)
4/305
,
pp. 2005-2041
Persistent link: https://www.econbiz.de/10012263342
Saved in:
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