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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~language:"eng"
~language:"hun"
~person:"Balcilar, Mehmet"
~person:"Gupta, Rangan"
~person:"Lucey, Brian M."
~person:"McEntarfer, Erika"
~person:"McMillan, David G."
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Liquiditätseffekt"
~subject:"Rohstoffderivat"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Arbeitsmarkt
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Kapitaleinkommen
Liquiditätseffekt
Rohstoffderivat
Schätzung
USA
Volatility
18
Volatilität
18
Capital income
11
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9
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9
Forecasting model
7
Prognoseverfahren
7
Welt
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Nichtparametrisches Verfahren
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Nonparametric causality-in-quantiles test
2
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2
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2
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Arbeitspapier
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14
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English
Hungarian
Author
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Balcilar, Mehmet
Gupta, Rangan
Lucey, Brian M.
McEntarfer, Erika
McMillan, David G.
Schnabl, Gunther
Ma, Feng
5
Wohar, Mark E.
5
Caporin, Massimiliano
4
Kang, Sang Hoon
4
Pierdzioch, Christian
4
Xuan Vinh Vo
4
Yin, Libo
4
Ap Gwilym, Owain
3
Brooks, Robert
3
Chen, Jinyu
3
Copeland, Laurence S.
3
Hammoudeh, Shawkat
3
Han, Liyan
3
Koutmos, Gregory
3
Kumar, Dilip
3
Malik, Farooq
3
Mensi, Walid
3
Wang, Jiqian
3
Wang, Yudong
3
Wu, Chunchi
3
Abakah, Emmanuel Joel Aikins
2
Balli, Faruk
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chen, Chun-nan
2
Chen, Wang
2
Chuang, Ming-Che
2
Corredor, Pilar
2
Do, Hung Xuan
2
Feng, Jiabao
2
Floros, Christos
2
Gillas, Konstantinos Gkillas
2
Ho, Kin-Yip
2
Huang, Alex
2
Huang, Dengshi
2
Huang, Jianbai
2
Hueng, C. James
2
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International review of economics & finance : IREF
The European journal of finance
Department of Economics working paper series
30
The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Energy economics
7
Applied economics
5
Applied economics letters
5
Applied financial economics
5
Research in international business and finance
5
Economic modelling
3
Economics letters
3
Financial innovation : FIN
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Journal of forecasting
3
Journal of international financial markets, institutions & money
3
Journal of multinational financial management
3
Working paper / National Bureau of Economic Research, Inc.
3
Annals of financial economics
2
Defence and peace economics
2
Discussion paper series / IZA
2
Economics and Business Letters : EBL
2
Emerging markets, finance and trade : EMFT
2
Federal Reserve Bank of Cleveland working paper series
2
Finance and economics discussion series
2
Finmap working paper
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of economics and finance
2
Journal of financial markets
2
Open economies review
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
The journal of futures markets
2
Working papers / U.S. Census Bureau, Center for Economic Studies
2
American economic journal : a journal of the American Economic Association
1
Applied financial economics letters
1
Arbeitspapiere der Wirtschaftswissenschaftlichen Fakultät
1
Atlantic economic journal : AEJ
1
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ECONIS (ZBW)
14
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date (oldest first)
1
Volatility
forecasting on China's oil futures : new evidence from interpretable ensemble boosting trees
Feng, Lingbing
;
Rao, Haicheng
;
Lucey, Brian M.
;
Zhu, Yiying
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1595-1615
Persistent link: https://www.econbiz.de/10014535122
Saved in:
2
Forecasting international REITs
volatility
: the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
3
Expected profitability, the 52-week high and the idiosyncratic
volatility
puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
4
The realized
volatility
of commodity futures : interconnectedness and determinants#
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
Saved in:
5
Forecasting realized
volatility
of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
6
Is there a risk and return relation?
Fifield, S. G. M.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The European journal of finance
26
(
2020
)
11
,
pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
Saved in:
7
The impact of macroeconomic news on Bitcoin returns
Corbet, Shaen
;
Larkin, Charles
;
Lucey, Brian M.
; …
- In:
The European journal of finance
26
(
2020
)
14
,
pp. 1396-1416
Persistent link: https://www.econbiz.de/10012264974
Saved in:
8
Exchange rate returns and
volatility
: the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Saved in:
9
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
10
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
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