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~isPartOf:"The European journal of finance"
~language:"eng"
~language:"swe"
~person:"Dunis, Christian"
~person:"Goyal, Sanjeev"
~person:"Gupta, Rangan"
~person:"Legerstee, Rianne"
~person:"Nijkamp, Peter"
~subject:"Forecasting model"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Multi-volume publication"
~type_genre:"Non-commercial literature"
~type_genre:"Sammelwerk"
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Forecasting model
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Prognoseverfahren
11
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9
Börsenkurs
6
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Dunis, Christian
Goyal, Sanjeev
Gupta, Rangan
Legerstee, Rianne
Nijkamp, Peter
McMillan, David G.
7
Tippett, Mark
7
Song, Xiaojing
6
Vivian, Andrew
6
Ap Gwilym, Owain
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Laws, Jason
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4
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Sermpinis, Georgios
4
Chen, Jing
3
Choudhry, Taufiq
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Li, Youwei
3
Panopulu, Aikaterinē
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Thomas, Dylan C.
3
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3
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2
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2
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2
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2
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The European journal of finance
Department of Economics working paper series
86
Working papers / University of Connecticut, Department of Economics
29
Applied economics
26
Discussion paper / Tinbergen Institute
26
Finance research letters
26
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of forecasting
20
Energy economics
19
Research in international business and finance
14
Econometric Institute research papers
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Applied economics letters
11
Economics letters
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
International review of economics & finance : IREF
11
Economic modelling
10
International journal of finance & economics : IJFE
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Journal of economic studies
6
Journal of international financial markets, institutions & money
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
6
Annals of financial economics
5
Applied financial economics
5
Economic systems
5
International review of financial analysis
5
The South African journal of economics
5
The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
5
The journal of real estate finance and economics
5
Computational economics
4
Defence and peace economics
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Economia internazionale
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Financial innovation : FIN
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of forecasting
4
Journal of multinational financial management
4
Research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
4
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ECONIS (ZBW)
16
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1
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:
2
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
3
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:
4
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:
5
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:
6
Stock market prediction using evolutionary support vector machines : an application to the ASE20 index
Karathanasopoulos, Andreas
;
Theofilatos, Konstantinos
; …
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1145-1163
Persistent link: https://www.econbiz.de/10011715329
Saved in:
7
Modeling commodity value at risk with Psi Sigma neural networks using open-high-low-close data
Sermpinis, Georgios
;
Laws, Jason
;
Dunis, Christian
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 316-336
Persistent link: https://www.econbiz.de/10010528195
Saved in:
8
Special issue on 2010 and 2011 forecasting financial markets conference
Dunis, Christian
(
contributor
)
-
2015
Persistent link: https://www.econbiz.de/10010528214
Saved in:
9
Trading and hedging the corn/ethanol crush spread using time-varying leverage and nonlinear models
Dunis, Christian
;
Laws, Jason
;
Middleton, Peter W.
; …
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 352-375
Persistent link: https://www.econbiz.de/10010528977
Saved in:
10
Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks
Sermpinis, Georgios
;
Laws, Jason
;
Dunis, Christian
- In:
The European journal of finance
19
(
2013
)
3/4
,
pp. 165-179
Persistent link: https://www.econbiz.de/10010243662
Saved in:
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