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~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of forecasting"
~person:"Degiannakis, Stavros"
~person:"Gupta, Rangan"
~person:"Hammoudeh, Shawkat"
~person:"Lyócsa, Štefan"
~person:"Ryu, Doojin"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Kapitaleinkommen
Prognoseverfahren
Risk
Stock market
Time series analysis
Volatilität
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Volatility
37
Forecasting model
16
Capital income
12
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12
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37
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Degiannakis, Stavros
Gupta, Rangan
Hammoudeh, Shawkat
Lyócsa, Štefan
Ryu, Doojin
Yin, Libo
Yoon, Seong-min
Bouri, Elie
13
Ma, Feng
13
Lucey, Brian M.
9
Roubaud, David
9
Wang, Yudong
9
Ji, Qiang
8
Molnár, Peter
8
Tiwari, Aviral Kumar
8
Wei, Yu
8
Wu, Xinyu
8
Corbet, Shaen
7
Zhang, Yaojie
7
Lu, Xinjie
6
Nonejad, Nima
6
Pierdzioch, Christian
6
Sensoy, Ahmet
6
Wang, Xingchun
6
Zaremba, Adam
6
Gillas, Konstantinos Gkillas
5
Luo, Xingguo
5
Shahzad, Syed Jawad Hussain
5
Shi, Yanlin
5
Wang, Jiqian
5
Wu, Chongfeng
5
Xiong, Xiong
5
Yang, Heejin
5
Arouri, Mohamed
4
Das, Debojyoti
4
Gozgor, Giray
4
Lau, Chi Keung
4
Li, Yan
4
Liang, Chao
4
Liu, Li
4
Pan, Zhiyuan
4
Shen, Dehua
4
Song, Yuping
4
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Applied economics letters
Finance research letters
Journal of empirical finance
Journal of forecasting
Energy economics
36
The North American journal of economics and finance : a journal of financial economics studies
24
International review of economics & finance : IREF
15
International review of financial analysis
10
Research in international business and finance
10
Applied economics
9
Journal of international financial markets, institutions & money
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economics letters
7
Global finance journal
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International journal of forecasting
5
The European journal of finance
5
Economic modelling
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
International journal of finance & economics : IJFE
4
Journal of multinational financial management
4
Pacific-Basin finance journal
4
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3
Defence and peace economics
3
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3
Emerging markets review
3
Journal of economics and finance
3
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Australian economic papers
2
Economics : the open-access, open-assessment journal
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of financial markets
2
Journal of international money and finance
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Journal of risk
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OPEC energy review
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Open economies review
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Structural change and economic dynamics : SC+ED
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ECONIS (ZBW)
37
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1
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
2
Whose sentiment explains implied volatility change and smile?
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473013
Saved in:
3
A note on financial vulnerability and volatility in emerging stock markets : evidence from GARCH-MIDAS models
Demirer, Rıza
;
Gupta, Rangan
;
Li, He
;
You, Yu
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10013552965
Saved in:
4
The effect of oil uncertainty shock on real GDP of 33 countries : a global VAR approach
Salisu, Afees A.
;
Gupta, Rangan
;
Olaniran, Abeeb
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 269-274
Persistent link: https://www.econbiz.de/10013553138
Saved in:
5
Uncertainty-driven oil volatility risk premium and international stock market volatility forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
6
The US banking crisis in 2023 : intraday attention and price variation of banks at risk
Lyócsa, Štefan
;
Halousková, Martina
;
Haugom, Erik
- In:
Finance research letters
57
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014526689
Saved in:
7
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
8
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
Saved in:
9
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
10
YOLO trading : riding with the herd during the GameStop episode
Lyócsa, Štefan
;
Baumöhl, Eduard
;
Výrost, Tomáš
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013341485
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