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~isPartOf:"China economic review : an international journal"
~isPartOf:"Discussion papers / Adam Smith Business School, University of Glasgow"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of forecasting"
~isPartOf:"The Korean economic review"
~person:"Bonato, Matteo"
~person:"Serletis, Apostolos"
~subject:"Bayesian inference"
~subject:"Equity fund flows"
~subject:"International tourism"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"South Korea"
~subject:"Stock market"
~subject:"Südkorea"
~subject:"Time series analysis"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Bayesian inference
Equity fund flows
International tourism
Oil price
Prognoseverfahren
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Südkorea
Time series analysis
Ölpreis
Volatility
4
Volatilität
4
Capital income
2
Estimation
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Forecasting model
2
Kapitaleinkommen
2
Markov chain
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Markov regime-switching
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Markov-Kette
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Schätzung
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forecasting
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realized volatility
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Inflationserwartung
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Multivariate Analyse
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Multivariate GARCH
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Multivariate Verteilung
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1
Multivariate distribution
1
Neoclassical synthesis
1
Neoklassische Synthese
1
New Keynesian model
1
Oil price uncertainty
1
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1
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Bonato, Matteo
Serletis, Apostolos
Wang, Yudong
6
Ma, Feng
5
So, Mike Ka-pui
5
Zhang, Yaojie
5
Gupta, Rangan
4
Han, Heejoon
4
McMillan, David G.
4
Song, Yuping
4
Brooks, Chris
3
Chen, Cathy W. S.
3
Kang, Sang Hoon
3
Tang, Xiaolong
3
Yoon, Seong-min
3
Abraham, Bovas
2
Balakrishna, N.
2
Bouri, Elie
2
Breitner, Michael H.
2
Caporale, Guglielmo Maria
2
Cepni, Oguzhan
2
Chen, Langnan
2
Demirer, Rıza
2
He, Mengxi
2
Ji, Qiang
2
Lin, Edward M. H.
2
Ma, Zhiren
2
Nonejad, Nima
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Park, Myung D.
2
Pierdzioch, Christian
2
Salisu, Afees A.
2
Spagnolo, Nicola
2
Speight, Alan E. H.
2
Tian, Fengping
2
Wang, Jiqian
2
Wen, Danyan
2
Xu, Libo
2
Yang, Ke
2
Zhang, Bo
2
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China economic review : an international journal
Discussion papers / Adam Smith Business School, University of Glasgow
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of forecasting
The Korean economic review
Energy economics
5
Macroeconomic dynamics
4
Journal of economics and finance : JEF
2
Journal of financial markets
2
The energy journal
2
Defence and peace economics
1
Economic systems
1
Finance research letters
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Journal of money, credit and banking : JMCB
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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
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
3
The oil price-macroeconomy dependence
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2501-2520
Persistent link: https://www.econbiz.de/10014388954
Saved in:
4
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:
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