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~isPartOf:"Journal of forecasting"
~language:"eng"
~person:"Demirer, Rıza"
~person:"Schwert, George William"
~subject:"1957-1987"
~subject:"Share price"
~type_genre:"Article in journal"
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1957-1987
Share price
Forecasting model
3
Prognoseverfahren
3
Aktienmarkt
2
Börsenkurs
2
Stock market
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Bank
1
Bank stress tests
1
Capital income
1
Economic policy
1
Empirical Bayes
1
HAR model
1
Impact assessment
1
Interest rate
1
Interest rate risk
1
Interest rate uncertainty
1
Kapitaleinkommen
1
Out-of-sample forecasts
1
Product quality
1
Produktqualität
1
Risiko
1
Risk
1
Signalling
1
Wirkungsanalyse
1
Wirtschaftspolitik
1
Zins
1
Zinsrisiko
1
asymmetry
1
cross-sectional variance
1
economic policy uncertainty
1
forecasting
1
market volatility
1
signal quality
1
stock market
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Article in journal
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English
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Demirer, Rıza
Schwert, George William
Gupta, Rangan
2
Hu, Yu-hau
2
Kurek, Bartosz
2
Ma, Feng
2
Mills, Terence C.
2
Muradoğlu, Gülnur
2
Pierdzioch, Christian
2
Timmermann, Allan
2
Wang, Yudong
2
Wu, Jyh-lin
2
Abu Bakar, Azizah
1
Abu-Mostafa, Yaser S.
1
An, Yang
1
Asai, Manabu
1
Asgharian, Hossein
1
Atici, Kazim Baris
1
Billings, S. A.
1
Black, Angela J.
1
Blanco-Fernández, Ángela
1
Bonato, Matteo
1
Boot, John C. G.
1
Buckle, Michael J.
1
Cai, Wensheng
1
Cepni, Oguzhan
1
Chan, Ngai Hang
1
Chen, Jing
1
Chen, Yi-ting
1
Chen, Yueh H.
1
Cheung, Stephen Y. L.
1
Cheung, Yin-Wong
1
Chevallier, Julien
1
Chiang, Thomas C.
1
Cholodilin, Konstantin Arkadʹevič
1
Choudhry, Taufiq
1
Coutts, J. Andrew
1
D'Hondt, Catherine
1
Dai, Zhifeng
1
Detollenaere, Benoit
1
Enginar, Onur
1
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Published in...
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Journal of forecasting
Energy economics
5
Journal of financial economics
4
Economics letters
3
Journal of monetary economics
2
Structural change and economic dynamics : SC+ED
2
The journal of finance : the journal of the American Finance Association
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Brookings-Wharton papers on financial services
1
Central Bank review / The Central Bank of the Republic of Turkey
1
Defence and peace economics
1
Econometric methods and financial time series
1
Economia politica : journal of analytical and institutional economics
1
Economic systems
1
Finance research letters
1
Financial analysts' journal : FAJ
1
Global finance journal
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of econometrics
1
Journal of economics and finance
1
Journal of financial services research : JFSR
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
National Bureau of Economic Research Conference: Stock Market Volatility and the Crash : Dorado Beach, March 16 - 18, 1989
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
Review of financial economics : RFE
1
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ECONIS (ZBW)
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1
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:
2
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:
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