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~isPartOf:"Finance research letters"
~isPartOf:"Journal of forecasting"
~language:"eng"
~language:"fra"
~person:"Lien, Da-hsiang Donald"
~person:"Marcellino, Massimiliano"
~person:"Pierdzioch, Christian"
~person:"Sapir, André"
~person:"Williams, Colin C."
~subject:"Capital income"
~subject:"EU countries"
~subject:"Welt"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliography included"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Capital income
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Forecasting model
23
Prognoseverfahren
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11
Estimation
10
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10
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Lien, Da-hsiang Donald
Marcellino, Massimiliano
Pierdzioch, Christian
Sapir, André
Williams, Colin C.
Gupta, Rangan
29
Bouri, Elie
23
Goodell, John W.
23
Lucey, Brian M.
14
Corbet, Shaen
12
Ji, Qiang
12
Zaremba, Adam
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Shahzad, Syed Jawad Hussain
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9
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9
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Salisu, Afees A.
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Tiwari, Aviral Kumar
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Wei, Yu
8
Wohar, Mark E.
8
Zhang, Yaojie
8
Demir, Ender
7
Molnár, Peter
7
Xuan Vinh Vo
7
Aharon, David Y.
6
Baur, Dirk G.
6
Boubaker, Sabri
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Di Tommaso, Caterina
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Gozgor, Giray
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Naeem, Muhammad Abubakr
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Pandey, Dharen Kumar
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Yousaf, Imran
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Guesmi, Khaled
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He, Mengxi
5
Khalfaoui, Rabeh
5
Kinateder, Harald
5
Kumari, Vineeta
5
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5
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Finance research letters
Journal of forecasting
International journal of forecasting
7
International review of financial analysis
6
Applied economics
5
Intereconomics : review of European economic policy
5
International review of economics & finance : IREF
5
The North American journal of economics and finance : a journal of financial economics studies
5
The service industries journal
5
Journal of applied econometrics
4
Journal of international financial markets, institutions & money
4
Oxford bulletin of economics and statistics
4
The journal of futures markets
4
Applied economics letters
3
Employee relations
3
Energy economics
3
Industrial relations journal
3
Journal of developmental entrepreneurship : JDE ; a publication devoted to issues concerning microenterprise development
3
The European journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
The world economy : the leading journal on international economic relations
3
UTMS journal of economics / University of Tourism and Management : international, multidisciplinary journal for the area of south and southeastern Europe
3
Applied financial economics
2
Applied financial economics letters
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CESifo forum : a bi-monthly journal on European economic issues
2
Economic modelling
2
Economic policy : a European forum
2
European economic review : EER
2
European journal of political economy
2
International economic journal
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International economics and economic policy : IEEP
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International entrepreneurship and management journal
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International journal of economic perspectives : IJEP
2
International journal of manpower
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International journal of social economics
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Journal of banking & finance
2
Journal of economic studies
2
Journal of empirical finance
2
Journal of financial markets
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
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ECONIS (ZBW)
13
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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
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:
3
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:
4
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
5
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
Saved in:
6
A note on investor happiness and the predictability of realized volatility of gold
Bonato, Matteo
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012805333
Saved in:
7
Forecasting realized gold volatility : is there a role of geopolitical risks?
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012438328
Saved in:
8
On REIT returns and (un-)expected inflation : empirical evidence based on Bayesian additive regression trees
Pierdzioch, Christian
;
Risse, Marian
;
Gupta, Rangan
; …
- In:
Finance research letters
30
(
2019
),
pp. 160-169
Persistent link: https://www.econbiz.de/10012420355
Saved in:
9
The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Gupta, Rangan
;
Pierdzioch, Christian
;
Vivian, Andrew J.
; …
- In:
Finance research letters
29
(
2019
),
pp. 315-322
Persistent link: https://www.econbiz.de/10012419133
Saved in:
10
Directional predictability of implied volatility : from crude oil to developed and emerging stock markets
Bouri, Elie
;
Lien, Da-hsiang Donald
;
Roubaud, David
; …
- In:
Finance research letters
27
(
2018
),
pp. 65-79
Persistent link: https://www.econbiz.de/10012006745
Saved in:
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