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~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:"Anlageverhalten"
~subject:"Capital income"
~subject:"EU countries"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliography included"
~type_genre:"Working Paper"
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Anlageverhalten
Capital income
EU countries
Welt
Forecasting model
9
Prognoseverfahren
9
Kapitaleinkommen
7
Estimation
6
Schätzung
6
Theorie
6
Theory
6
Forecasting
5
Volatility
5
Volatilität
5
Börsenkurs
4
Gold
4
Share price
4
World
4
Forecast
3
Measurement
3
Messung
3
Prognose
3
Realized volatility
3
Risiko
3
Risk
3
Analysis of variance
2
COVID-19
2
Coronavirus
2
Economics of information
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Informationsverbreitung
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Informationsökonomik
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Regression analysis
2
Regressionsanalyse
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2
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2
Stock returns
2
Varianzanalyse
2
Wissenstransfer
2
ARCH model
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English
French
Author
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Lien, Da-hsiang Donald
Marcellino, Massimiliano
Pierdzioch, Christian
Sapir, André
Taylor, Mark P.
Williams, Colin C.
Goodell, John W.
31
Gupta, Rangan
25
Bouri, Elie
24
Corbet, Shaen
15
Lucey, Brian M.
15
Shen, Dehua
13
Zaremba, Adam
12
Ji, Qiang
11
Shahzad, Syed Jawad Hussain
11
Thornton, John
11
Roubaud, David
10
Tiwari, Aviral Kumar
9
Wei, Yu
9
Yarovaya, Larisa
9
Ryu, Doojin
8
Yousaf, Imran
8
Aharon, David Y.
7
Demir, Ender
7
Molnár, Peter
7
Wohar, Mark E.
7
Xuan Vinh Vo
7
Apergēs, Nikolaos
6
Baur, Dirk G.
6
Boubaker, Sabri
6
Di Tommaso, Caterina
6
Gozgor, Giray
6
Naeem, Muhammad Abubakr
6
Pandey, Dharen Kumar
6
Sensoy, Ahmet
6
Toan Luu Duc Huynh
6
Wen, Fenghua
6
Xiong, Xiong
6
Zhang, Dayong
6
Zhang, Wei
6
Guesmi, Khaled
5
Kinateder, Harald
5
Kumari, Vineeta
5
Leirvik, Thomas
5
Li, Xiao
5
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Finance research letters
Discussion paper / Centre for Economic Policy Research
35
Department of Economics working paper series
16
Working papers / Innocenzo Gasparini Institute for Economic Research
13
Discussion papers / CEPR
9
Applied economics
8
Journal of international money and finance
8
EUI working paper
7
International journal of forecasting
7
Journal of forecasting
7
International review of economics & finance : IREF
6
International review of financial analysis
6
Kiel working paper
6
Policy contribution
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied financial economics
5
IMF working paper
5
Intereconomics : review of European economic policy
5
Journal of international financial markets, institutions & money
5
Kieler Arbeitspapiere
5
The service industries journal
5
Working paper
5
Applied economics letters
4
Energy economics
4
Journal of applied econometrics
4
Oxford bulletin of economics and statistics
4
The journal of futures markets
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working paper series / European Central Bank
4
Discussion paper / Deutsche Bundesbank
3
Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
3
Economics letters
3
Employee relations
3
Industrial relations journal
3
International journal of social economics
3
Journal of developmental entrepreneurship : JDE ; a publication devoted to issues concerning microenterprise development
3
Journal of international economics
3
Pacific-Basin finance journal
3
The European journal of finance
3
The world economy : the leading journal on international economic relations
3
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ECONIS (ZBW)
7
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7
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
On the short-term predictability of stock returns : a quantile boosting approach
Demirer, Rıza
;
Pierdzioch, Christian
;
Zhang, Huacheng
- In:
Finance research letters
22
(
2017
),
pp. 35-41
Persistent link: https://www.econbiz.de/10011807952
Saved in:
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