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~isPartOf:"Journal of forecasting"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Demirer, Rıza"
~person:"Härdle, Wolfgang"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Oil price
Prognoseverfahren
Risk
Stock market
Time series analysis
Ölpreis
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6
Share price
6
Volatility
6
Volatilität
6
Aktienmarkt
5
Forecasting model
5
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3
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3
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3
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Demirer, Rıza
Härdle, Wolfgang
Yin, Libo
Yoon, Seong-min
Gupta, Rangan
11
Bouri, Elie
9
Salisu, Afees A.
5
Wang, Yudong
5
Ma, Feng
4
Roubaud, David
4
So, Mike Ka-pui
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Song, Yuping
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Zhang, Yaojie
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Ahmed, Walid M. A.
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3
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3
McMillan, David G.
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Tang, Xiaolong
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Balakrishna, N.
2
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2
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Chen, Langnan
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Fang, Tong
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Gurdgiev, Constantin
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He, Mengxi
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Pierdzioch, Christian
2
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2
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2
Su, Zhi
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2
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Journal of forecasting
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Energy economics
21
SFB 649 discussion paper
10
Applied economics
5
Department of Economics working paper series
5
Discussion papers of interdisciplinary research project 373
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Economics letters
4
International review of economics & finance : IREF
4
The North American journal of economics and finance : a journal of financial economics studies
4
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3
Research in international business and finance
3
The Korean economic review
3
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2
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2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of empirical finance
2
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2
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2
Australian economic papers
1
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1
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1
Digital finance : smart data analytics, investment innovation, and financial technology
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1
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
2
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
3
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
4
Uncertainty-driven oil volatility risk premium and international stock market volatility forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
5
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
6
Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen
;
Härdle, Wolfgang
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
Saved in:
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