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~isPartOf:"Finance research letters"
~person:"Lien, Da-hsiang Donald"
~person:"Marcellino, Massimiliano"
~person:"Pierdzioch, Christian"
~person:"Sapir, André"
~person:"Taylor, Mark P."
~person:"Williams, Colin C."
~subject:"Börsenkurs"
~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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Börsenkurs
Capital income
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Welt
Forecasting model
9
Prognoseverfahren
9
Kapitaleinkommen
7
Estimation
6
Schätzung
6
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6
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6
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5
Volatility
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Lien, Da-hsiang Donald
Marcellino, Massimiliano
Pierdzioch, Christian
Sapir, André
Taylor, Mark P.
Williams, Colin C.
Goodell, John W.
30
Gupta, Rangan
25
Bouri, Elie
23
Lucey, Brian M.
17
Corbet, Shaen
15
Roubaud, David
13
Shahzad, Syed Jawad Hussain
13
Shen, Dehua
12
Zaremba, Adam
12
Thornton, John
11
Ji, Qiang
10
Ryu, Doojin
10
Tiwari, Aviral Kumar
10
Aharon, David Y.
9
Molnár, Peter
9
Wei, Yu
9
Yarovaya, Larisa
9
Yousaf, Imran
9
Zhang, Wei
9
Wohar, Mark E.
8
Xiong, Xiong
8
Xuan Vinh Vo
8
Boubaker, Sabri
7
Demir, Ender
7
Di Tommaso, Caterina
7
Gozgor, Giray
7
Naeem, Muhammad Abubakr
7
Wen, Fenghua
7
Apergēs, Nikolaos
6
Baur, Dirk G.
6
Dinh Hoang Bach Phan
6
Li, Xiao
6
Lyócsa, Štefan
6
Ma, Feng
6
Mazur, Mieszko
6
Mensi, Walid
6
Pandey, Dharen Kumar
6
Sensoy, Ahmet
6
Zhang, Dayong
6
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Finance research letters
Discussion paper / Centre for Economic Policy Research
37
Department of Economics working paper series
18
Working papers / Innocenzo Gasparini Institute for Economic Research
13
Discussion papers / CEPR
9
Journal of international money and finance
9
Kiel Working Paper
9
Kiel working paper
9
Applied economics
8
Kieler Arbeitspapiere
8
EUI working paper
7
International journal of forecasting
7
International review of economics & finance : IREF
7
International review of financial analysis
7
Journal of forecasting
7
Policy contribution
7
Applied financial economics
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
5
Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
5
Economics letters
5
IMF working paper
5
Intereconomics : review of European economic policy
5
Journal of applied econometrics
5
Journal of international financial markets, institutions & money
5
The journal of futures markets
5
The service industries journal
5
Working paper
5
Discussion paper / Deutsche Bundesbank
4
Oxford bulletin of economics and statistics
4
The European journal of finance
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
Employee relations
3
Energy economics
3
Industrial relations journal
3
International economic journal
3
International journal of social economics
3
Journal of developmental entrepreneurship : JDE ; a publication devoted to issues concerning microenterprise development
3
Journal of empirical finance
3
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ECONIS (ZBW)
8
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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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