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~isPartOf:"Accounting research journal"
~isPartOf:"Australian economic papers"
~isPartOf:"Journal of behavioral and experimental finance"
~isPartOf:"Journal of forecasting"
~isPartOf:"Rivista internazionale di scienze sociali"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Gupta, Rangan"
~person:"Heckman, James J."
~person:"Mendonça, Helder Ferreira de"
~person:"Pierdzioch, Christian"
~person:"Shahzad, Syed Jawad Hussain"
~person:"Wang, Yudong"
~person:"Xuan Vinh Vo"
~subject:"Bayes-Statistik"
~subject:"Kapitaleinkommen"
~subject:"Occupational qualification"
~subject:"Schätzung"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Bayes-Statistik
Kapitaleinkommen
Occupational qualification
Schätzung
Forecasting model
34
Prognoseverfahren
34
Capital income
32
Volatility
30
Volatilität
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Estimation
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Aufsatz in Zeitschrift
49
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Author
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Gupta, Rangan
Heckman, James J.
Mendonça, Helder Ferreira de
Pierdzioch, Christian
Shahzad, Syed Jawad Hussain
Wang, Yudong
Xuan Vinh Vo
Kang, Sang Hoon
10
Mensi, Walid
9
Wohar, Mark E.
8
Lee, Chien-chiang
7
Yoon, Seong-min
7
Zhu, Huiming
7
Dai, Zhifeng
6
Hau, Liya
6
Salisu, Afees A.
6
Balcilar, Mehmet
5
Chen, Cathy W. S.
5
Chen, Mei-Ping
5
Faff, Robert W.
5
Lien, Da-hsiang Donald
5
Ur Rehman, Mobeen
5
Bahmani-Oskooee, Mohsen
4
Beckmann, Joscha
4
Bouri, Elie
4
Caporin, Massimiliano
4
Cepni, Oguzhan
4
Cho, Hoon
4
Ji, Qiang
4
Jung, Hojin
4
Karathanasopoulos, Andreas
4
Kim, Jong-Min
4
Narayan, Paresh Kumar
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Ryu, Doojin
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Seok, Sang Ik
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Zhang, Yaojie
4
Zhou, Liyun
4
Al-Yahyaee, Khamis Hamed
3
Asai, Manabu
3
Bakry, Walid
3
Belke, Ansgar
3
Brooks, Robert
3
Chan, Ngai Hang
3
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Accounting research journal
Australian economic papers
Journal of behavioral and experimental finance
Journal of forecasting
Rivista internazionale di scienze sociali
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
29
Finance research letters
29
Applied economics
23
International review of economics & finance : IREF
23
International review of financial analysis
16
Economic modelling
15
Research in international business and finance
14
Applied economics letters
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Economics letters
9
International journal of finance & economics : IJFE
8
Journal of empirical finance
7
The European journal of finance
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Journal of international financial markets, institutions & money
6
Journal of multinational financial management
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Applied financial economics
5
Financial innovation : FIN
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
The journal of real estate finance and economics
5
Economic systems
4
Economics and Business Letters : EBL
4
Emerging markets review
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Journal of econometrics
4
Journal of financial markets
4
Journal of political economy
4
Pacific-Basin finance journal
4
The American economic review
4
Cogent economics & finance
3
Defence and peace economics
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Journal of economics and finance
3
Journal of labor economics
3
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ECONIS (ZBW)
49
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49
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
3
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
4
Can ignorance about the interest rate and macroeconomic surprises affect the stock market return? : evidence from a large emerging economy
Mendonça, Helder Ferreira de
;
Díaz, Raime Rolando …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246884
Saved in:
5
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
6
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
7
Forecasting the stock risk premium : a new statistical constraint
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1805-1822
Persistent link: https://www.econbiz.de/10014432771
Saved in:
8
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
9
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014456628
Saved in:
10
COVID-19 related media sentiment and the yield curve of G-7 economies
Aharon, David Y.
;
Umar, Zaghum
;
Mukhriz Izraf Azman Aziz
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013449300
Saved in:
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