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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Research in international business and finance"
~isPartOf:"The European journal of finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"Kumar, Dilip"
~person:"Ma, Feng"
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~source:"econis"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Arbeitsmarkt
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Kapitaleinkommen
Schätzung
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Volatility
46
Volatilität
46
Börsenkurs
23
Capital income
23
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Author
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Allen, David E.
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
Kumar, Dilip
Ma, Feng
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Balcilar, Mehmet
7
Bouri, Elie
7
Hammoudeh, Shawkat
6
Kang, Sang Hoon
6
Malik, Farooq
6
Mensi, Walid
6
Wohar, Mark E.
6
Yin, Libo
6
Chevallier, Julien
5
Herwartz, Helmut
5
Härdle, Wolfgang
5
Mertens, Antje
5
Pierdzioch, Christian
5
Xuan Vinh Vo
5
Aboura, Sofiane
4
Caporale, Guglielmo Maria
4
Caporin, Massimiliano
4
Lucey, Brian M.
4
Papadamou, Stephanos
4
Salisu, Afees A.
4
Umar, Zaghum
4
Wu, Chunchi
4
Ap Gwilym, Owain
3
Bohl, Martin T.
3
Brooks, Robert
3
Copeland, Laurence S.
3
Corbet, Shaen
3
Demirer, Rıza
3
Floros, Christos
3
Ho, Kin-Yip
3
Huang, Jianbai
3
Koutmos, Gregory
3
Lyócsa, Štefan
3
McAleer, Michael
3
Nguyen, Duc Khuong
3
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International review of economics & finance : IREF
Research in international business and finance
The European journal of finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Department of Economics working paper series
31
Energy economics
16
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion paper / Tinbergen Institute
10
Applied economics
8
Finance research letters
8
International journal of finance & economics : IJFE
8
Journal of forecasting
7
Applied economics letters
6
Economic modelling
6
International review of financial analysis
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Applied financial economics
5
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
5
Journal of multinational financial management
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Annals of financial economics
3
China finance review international
3
Econometric Institute research papers
3
Economics letters
3
Emerging markets, finance and trade : EMFT
3
Financial innovation : FIN
3
International journal of forecasting
3
Journal of international financial markets, institutions & money
3
The journal of futures markets
3
The journal of prediction markets
3
Theoretical economics letters
3
Working paper
3
Working paper / National Bureau of Economic Research, Inc.
3
American journal of finance and accounting
2
CESifo working papers
2
CORE discussion paper : DP
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CORE discussion papers : DP
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Decision
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Defence and peace economics
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ECONIS (ZBW)
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31
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date (oldest first)
1
Liquidity and realized
volatility
prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
2
Singlehanded or joint race? : stock market
volatility
prediction
Lu, Xinjie
;
Ma, Feng
;
Wang, Jianqiong
;
Dong, Dayong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 734-754
Persistent link: https://www.econbiz.de/10013342735
Saved in:
3
Forecasting international REITs
volatility
: the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
4
Expected profitability, the 52-week high and the idiosyncratic
volatility
puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
5
Out-of-sample predictability of gold market
volatility
: the role of US Nonfarm Payroll
Salisu, Afees A.
;
Bouri, Elie
;
Gupta, Rangan
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 482-488
Persistent link: https://www.econbiz.de/10014249177
Saved in:
6
Geopolitical risks and historical exchange rate
volatility
of the BRICS
Salisu, Afees A.
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 179-190
Persistent link: https://www.econbiz.de/10013330761
Saved in:
7
Heterogeneous market hypothesis approach for modeling unbiased extreme value
volatility
estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
Saved in:
8
Forecasting realized
volatility
of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
9
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
10
Dynamic impact of the US monetary policy on oil market returns and
volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
Saved in:
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