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subject:"Share price"
subject:"Stock index"
~person:"Demirer, Rıza"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Marktinformation"
~type_genre:"Nachschlagewerk"
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Estimation
23
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11
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11
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10
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Demirer, Rıza
Gupta, Rangan
79
Zaremba, Adam
43
Wohar, Mark E.
36
Tiwari, Aviral Kumar
32
Lee, Chien-chiang
29
McMillan, David G.
28
Narayan, Paresh Kumar
28
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28
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27
Balcilar, Mehmet
25
Xuan Vinh Vo
24
Ma, Feng
23
Apergēs, Nikolaos
22
Bouri, Elie
22
Bahmani-Oskooee, Mohsen
21
Caporale, Guglielmo Maria
21
Hammoudeh, Shawkat
21
Salisu, Afees A.
20
Schneider, Friedrich
20
Chiang, Thomas C.
17
McAleer, Michael
17
Zhu, Huiming
17
Shahbaz, Muhammad
16
Todorov, Viktor
16
Bollerslev, Tim
15
Cakici, Nusret
15
MacDonald, Ronald
15
Wang, Yudong
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Bohl, Martin T.
14
Jawadi, Fredj
14
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14
Rose, Andrew
14
Voigt, Stefan
14
Zhang, Yaojie
14
Belke, Ansgar
13
Brooks, Robert
13
Cheung, Yin-Wong
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1
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ECONIS (ZBW)
16
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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
Value-at-risk and the cross section of emerging market hedge fund returns
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
- In:
Global finance journal
52
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013412541
Saved in:
3
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:
4
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
5
The financial US uncertainty spillover multiplier : evidence from a GVAR model
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
International finance : the only journal bridging the …
25
(
2022
)
3
,
pp. 313-340
Persistent link: https://www.econbiz.de/10013472786
Saved in:
6
U.S. monetary policy and the predictability of global economic synchronization patterns
Balcilar, Mehmet
;
Demirer, Rıza
- In:
Journal of economics and finance : JEF
46
(
2022
)
3
,
pp. 473-492
Persistent link: https://www.econbiz.de/10013442199
Saved in:
7
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
8
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:
9
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:
10
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:
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