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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~person:"Demirer, Rıza"
~subject:"Forecasting model"
~subject:"Welt"
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10
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10
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9
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Demirer, Rıza
Gupta, Rangan
110
Gil-Alaña, Luis A.
43
Marcellino, Massimiliano
34
Zaremba, Adam
34
Ma, Feng
31
Balcilar, Mehmet
30
Wohar, Mark E.
28
Pierdzioch, Christian
26
Bahmani-Oskooee, Mohsen
25
Salisu, Afees A.
24
Wang, Yudong
24
Massa, Massimo
22
Bouri, Elie
21
Tiwari, Aviral Kumar
21
Xuan Vinh Vo
21
Zhang, Yaojie
21
Hammoudeh, Shawkat
20
Chang, Tsangyao
19
Lee, Chien-chiang
19
Rose, Andrew
19
Apergēs, Nikolaos
18
Ghysels, Eric
17
Narayan, Paresh Kumar
17
Nonejad, Nima
17
Forni, Mario
16
Gambetti, Luca
16
Shahbaz, Muhammad
15
Ji, Qiang
14
Levine, Ross
14
Van Reenen, John
14
Wei, Yu
14
Huber, Florian
13
McMillan, David G.
13
Moosa, Imad A.
13
Rodríguez-Pose, Andrés
13
Todorov, Viktor
13
Baumeister, Christiane
12
Caporale, Guglielmo Maria
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Structural change and economic dynamics : SC+ED
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ECONIS (ZBW)
14
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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
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:
9
The U.S. term structure and return volatility in emerging stock markets
Demirer, Rıza
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Journal of economics and finance : JEF
44
(
2020
)
4
,
pp. 687-707
Persistent link: https://www.econbiz.de/10012297020
Saved in:
10
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
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