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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:"Williams, Colin C."
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliography included"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Forecasting model
9
Prognoseverfahren
9
Capital income
7
Kapitaleinkommen
7
Estimation
6
Schätzung
6
Theorie
6
Theory
6
Forecasting
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Volatility
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Graue Literatur
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Lien, Da-hsiang Donald
Marcellino, Massimiliano
Pierdzioch, Christian
Sapir, André
Williams, Colin C.
Goodell, John W.
61
Bouri, Elie
36
Gupta, Rangan
36
Lucey, Brian M.
33
Corbet, Shaen
25
Xuan Vinh Vo
20
Roubaud, David
18
Shen, Dehua
18
Ryu, Doojin
17
Shahzad, Syed Jawad Hussain
17
Thornton, John
17
Boubaker, Sabri
16
Ji, Qiang
16
Zaremba, Adam
16
Demir, Ender
15
Jiraporn, Pornsit
15
Naeem, Muhammad Abubakr
15
Sensoy, Ahmet
15
Yarovaya, Larisa
15
Tao, Yunqing
14
Tiwari, Aviral Kumar
14
Xiong, Xiong
14
Yousaf, Imran
14
Chan, Kam C.
13
Aharon, David Y.
12
Guesmi, Khaled
12
Jarrow, Robert A.
12
Mensi, Walid
12
Umar, Zaghum
12
Wei, Yu
12
Zhang, Wei
12
Wen, Fenghua
11
Dowling, Michael
10
Kong, Dongmin
10
Lyócsa, Štefan
10
Ma, Feng
10
Wohar, Mark E.
10
Fabozzi, Frank J.
9
Gozgor, Giray
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Finance research letters
Discussion paper / Centre for Economic Policy Research
80
The journal of futures markets
51
International review of economics & finance : IREF
38
Kiel Working Paper
35
Working papers / Innocenzo Gasparini Institute for Economic Research
32
Journal of developmental entrepreneurship : JDE ; a publication devoted to issues concerning microenterprise development
31
Kieler Arbeitspapiere
31
Kiel working paper
30
Department of Economics working paper series
25
EUI working paper
24
Working Paper
23
Discussion papers / CEPR
22
The North American journal of economics and finance : a journal of financial economics studies
22
Applied economics letters
21
Economics letters
21
Federal Reserve Bank of Cleveland working paper series
19
Working paper
19
International journal of forecasting
18
Journal of applied econometrics
17
Journal of forecasting
17
Applied economics
15
International review of financial analysis
15
Bruegel policy brief
14
International journal of entrepreneurship and small business
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
The service industries journal
12
Working paper series / Innocenzo Gasparini Institute for Economic Research
11
Bruegel policy contribution
10
Discussion paper / Deutsche Bundesbank
10
ECB Working Paper
10
International entrepreneurship and management journal
10
International journal of social economics
10
Oxford bulletin of economics and statistics
10
Applied financial economics
9
Discussion Paper Series 1
9
Economic modelling
9
Journal of econometrics
9
Working paper series / European Central Bank
9
Discussion Paper
8
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ECONIS (ZBW)
17
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1
Are banks rewarded for financial consumer protection? : evidence from a quasi-natural experiment
Zhang, Ailian
;
Wang, Shuyao
;
Lien, Da-hsiang Donald
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472121
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
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:
4
Comparisons of alternative information share measures
Lien, Da-hsiang Donald
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014240185
Saved in:
5
COVID-19 and currency dependences : empirical evidence from BRICS
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Finance research letters
45
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014574912
Saved in:
6
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
7
Forecasting power of infectious diseases-related uncertainty for gold realized variance
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Finance research letters
42
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014581420
Saved in:
8
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:
9
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:
10
Time-varying risk aversion and the predictability of bond premia
Çepni, Oğguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436600
Saved in:
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