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~isPartOf:"Department of Economics working paper series"
~isPartOf:"Finance research letters"
~language:"eng"
~language:"fra"
~person:"Lien, Da-hsiang Donald"
~person:"Marcellino, Massimiliano"
~person:"Pierdzioch, Christian"
~person:"Sapir, André"
~person:"Taylor, Mark P."
~person:"Williams, Colin C."
~subject:"Capital income"
~subject:"EU countries"
~subject:"Theory"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliography included"
~type_genre:"Working Paper"
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Lien, Da-hsiang Donald
Marcellino, Massimiliano
Pierdzioch, Christian
Sapir, André
Taylor, Mark P.
Williams, Colin C.
Gupta, Rangan
92
Bouri, Elie
38
Goodell, John W.
24
Lucey, Brian M.
15
Salisu, Afees A.
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Ji, Qiang
14
Corbet, Shaen
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10
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9
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9
Shen, Dehua
9
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9
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Demir, Ender
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Tiwari, Aviral Kumar
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Wei, Yu
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Boubaker, Sabri
7
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7
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7
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Xuan Vinh Vo
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7
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6
Apergēs, Nikolaos
6
Bonato, Matteo
6
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6
Di Tommaso, Caterina
6
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Department of Economics working paper series
Finance research letters
Discussion paper / Centre for Economic Policy Research
64
The journal of futures markets
38
Kiel working paper
24
Kieler Arbeitspapiere
22
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18
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17
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9
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9
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9
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8
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7
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7
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7
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The North American journal of economics and finance : a journal of financial economics studies
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Working paper series / European Central Bank
7
Working paper series / Innocenzo Gasparini Institute for Economic Research
7
EUI working paper / ECO
6
Journal of international economics
6
Journal of macroeconomics
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Oxford bulletin of economics and statistics
6
The Manchester School of Economic and Social Studies
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Intereconomics : review of European economic policy
5
International economics and economic policy : IEEP
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Studi e quaderni
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ECONIS (ZBW)
26
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1
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
2
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
3
Forecasting international financial stress : the role of climate risks
Del Fava, Santino
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014364827
Saved in:
4
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:
5
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
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
6
Realized stock market volatility of the United States : the role of employee sentiment
Gupta, Rangan
;
Hall, Savanah
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014317308
Saved in:
7
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
8
Analytical properties of Hasbrouck and generalized information shares
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Lee, Lianne …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013479622
Saved in:
9
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
Saved in:
10
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013387634
Saved in:
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