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~isPartOf:"Economia internazionale"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working Papers / Department of Economics, Faculty of Economic and Management Sciences"
~person:"Dai, Zhifeng"
~person:"Gil-Alana, Luis A."
~person:"Gupta, Rangan"
~person:"Pierdzioch, Christian"
~subject:"Cointegration"
~subject:"Prognoseverfahren"
~subject:"South Africa"
~subject:"Zeitreihenanalyse"
~subject:"long memory"
~type_genre:"Article in journal"
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Cointegration
Prognoseverfahren
South Africa
Zeitreihenanalyse
long memory
Börsenkurs
20
Share price
20
Estimation
19
Schätzung
19
Volatility
19
Volatilität
19
Capital income
18
Kapitaleinkommen
18
Forecasting model
17
Aktienmarkt
16
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14
United States
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Causality analysis
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Kausalanalyse
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Spillover effect
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Theory
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Oil price
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Welt
5
World
5
Economic policy
4
Forecast
4
Forecasting
4
Gold
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Impact assessment
4
Nichtparametrisches Verfahren
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20
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Dai, Zhifeng
Gil-Alana, Luis A.
Gupta, Rangan
Pierdzioch, Christian
Gil-Alaña, Luis A.
7
Tronzano, Marco
7
Bahmani-Oskooee, Mohsen
6
Hatemi-J, Abdulnasser
5
Irandoust, Manuchehr
4
Shahbaz, Muhammad
4
Thury, Gerhard
4
Tiwari, Aviral Kumar
4
Al-Yahyaee, Khamis Hamed
3
Balcilar, Mehmet
3
Beckmann, Joscha
3
Chen, Cathy W. S.
3
Hammoudeh, Shawkat
3
Holmes, Mark J.
3
Mensi, Walid
3
Moosa, Imad A.
3
Nonejad, Nima
3
Qiao, Gaoxiu
3
Risse, Marian
3
Salisu, Afees A.
3
Ur Rehman, Mobeen
3
Url, Thomas
3
Wohar, Mark E.
3
Wu, Xinyu
3
Zhang, Yaojie
3
Al-Jarrah, Idries Mohammad Wanas
2
Belke, Ansgar
2
Biyase, Mduduzi
2
Bonga-Bonga, Lumengo
2
Chan, Chia-Ying
2
Chang, Chia-Lin
2
Chang, Tsangyao
2
Christopulos, Dēmētrēs K.
2
De Mello, Lurion
2
Dreger, Christian
2
Esteve García, Vicente
2
Ewing, Bradley T.
2
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Economia internazionale
Empirica : journal of european economics
The North American journal of economics and finance : a journal of financial economics studies
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
Applied economics
27
Energy economics
18
Applied economics letters
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
International review of economics & finance : IREF
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
The South African journal of economics
8
Economics letters
7
The journal of real estate finance and economics
6
Annals of financial economics
5
Applied financial economics
5
International business and economics research journal
5
International journal of finance & economics : IJFE
4
Computational economics
3
Defence and peace economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Economic modelling
2
Economics / Journal articles : the open-access, open-assessment journal
2
Economics and Business Letters : EBL
2
Journal of business economics and management
2
Journal of economics and finance
2
Studies in economics and finance
2
Applied economics quarterly
1
Contemporary economics
1
Economics & finance notes
1
Economics, management and financial markets
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Finance a úvěr
1
Finance research letters
1
Global business & economics review
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International economics and economic policy : IEEP
1
International journal of business and economics
1
International journal of production economics
1
Journal of applied economics
1
Journal of behavioral and experimental economics
1
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ECONIS (ZBW)
20
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20
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1
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
2
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
3
Indicator selection and stock return predictability
Dai, Zhifeng
;
Zhu, Huan
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012822124
Saved in:
4
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
Saved in:
5
Forecasting stock market volatility : can the risk aversion measure exert an important role?
Dai, Zhifeng
;
Chang, Xiaoming
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188175
Saved in:
6
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
7
Forecasting stock market returns : new technical indicators and two-step economic constraint method
Dai, Zhifeng
;
Dong, Xiaodi
;
Kang, Jie
;
Hong, Lianying
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012642438
Saved in:
8
Efficient predictability of stock return volatility : the role of stock market implied volatility
Dai, Zhifeng
;
Zhou, Huiting
;
Wen, Fenghua
;
He, Shaoyi
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012654913
Saved in:
9
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
10
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
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