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~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Demirer, Rıza"
~person:"Ma, Feng"
~person:"Wohar, Mark E."
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"VAR model"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Germany
Kapitaleinkommen
Share price
VAR model
Wirkungsanalyse
Volatility
171
Volatilität
171
Forecasting model
159
Prognoseverfahren
159
Estimation
137
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Demirer, Rıza
Ma, Feng
Wohar, Mark E.
Gupta, Rangan
245
Wagner, Joachim
142
Narayan, Paresh Kumar
106
Zaremba, Adam
104
McMillan, David G.
91
Fritsch, Michael
85
Caporale, Guglielmo Maria
84
Tiwari, Aviral Kumar
80
Zimmermann, Klaus F.
76
Gil-Alaña, Luis A.
75
Faff, Robert W.
74
Pierdzioch, Christian
74
Börsch-Supan, Axel
73
Apergēs, Nikolaos
71
Hammoudeh, Shawkat
70
Schnabel, Claus
66
Bouri, Elie
64
Nguyen, Duc Khuong
64
Ryu, Doojin
63
Xuan Vinh Vo
63
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61
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60
Hassan, M. Kabir
59
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59
Brooks, Robert
58
Schiereck, Dirk
58
Balcilar, Mehmet
57
Bellmann, Lutz
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Caliendo, Marco
54
Lee, Chien-chiang
54
Kutan, Ali Mustafa
53
Chiang, Thomas C.
52
Chan, Kam C.
51
Salisu, Afees A.
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Subrahmanyam, Avanidhar
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50
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International review of economics & finance : IREF
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Applied economics
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Finance research letters
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
10
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7
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6
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International journal of finance & economics : IJFE
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The European journal of finance
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Economics letters
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Journal of empirical finance
3
Pacific-Basin finance journal
3
Southern economic journal
3
China finance review international
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of applied econometrics
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Journal of economic behavior & organization : JEBO
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Macroeconomic dynamics
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Open economies review
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Structural change and economic dynamics : SC+ED
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The financial review : the official publication of the Eastern Finance Association
2
Central Bank review / The Central Bank of the Republic of Turkey
1
Defence and peace economics
1
Economia politica : journal of analytical and institutional economics
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ECONIS (ZBW)
223
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223
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1
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
2
International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
Saved in:
3
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
4
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
5
Anti-herding by hedge funds and its implications for expected returns
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
- In:
Journal of economic behavior & organization : JEBO
211
(
2023
),
pp. 31-48
Persistent link: https://www.econbiz.de/10014447366
Saved in:
6
The Chinese equity premium predictability : evidence from a long historical data
Ma, Feng
;
Cao, Jiawei
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472501
Saved in:
7
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
8
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:
9
Estimation of value at risk for copper
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495711
Saved in:
10
Financial stress and oil market volatility : new evidence
Pang, Dan
;
Ma, Feng
;
Wahab, M. I. M.
;
Zhu, Bo
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
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