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~language:"eng"
~language:"mkd"
~language:"nor"
~language:"und"
~person:"Fama, Eugene F."
~person:"Hong, Harrison G."
~person:"Nguyen, Duc Khuong"
~subject:"Forecasting model"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Theory"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Forecasting model
Germany
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72
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71
Capital income
59
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Fama, Eugene F.
Hong, Harrison G.
Nguyen, Duc Khuong
Gupta, Rangan
440
Nijkamp, Peter
252
Bahmani-Oskooee, Mohsen
241
Fabozzi, Frank J.
213
Gil-Alaña, Luis A.
197
Beladi, Hamid
180
Caporale, Guglielmo Maria
176
Güth, Werner
176
Wohar, Mark E.
175
Creedy, John
169
Phillips, Peter C. B.
168
McAleer, Michael
167
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166
Tiwari, Aviral Kumar
163
Pestieau, Pierre
159
Lien, Da-hsiang Donald
156
Narayan, Paresh Kumar
154
Wagner, Joachim
154
Apergēs, Nikolaos
149
Pierdzioch, Christian
149
Frey, Bruno S.
148
Franses, Philip Hans
146
Lai, Ching-chong
145
Turnovsky, Stephen J.
145
Serletis, Apostolos
144
Marjit, Sugata
143
Tsionas, Efthymios G.
143
Pesaran, M. Hashem
141
Long, Ngo Van
137
Kumbhakar, Subal
136
Heckman, James J.
134
MacDonald, Ronald
134
Thisse, Jacques-François
134
Barnett, William A.
133
Belke, Ansgar
133
Acemoglu, Daron
132
Arestis, Philip
132
Hammoudeh, Shawkat
132
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132
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24
The journal of finance : the journal of the American Finance Association
21
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10
Journal of international financial markets, institutions & money
7
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6
The review of financial studies
6
Economic modelling
5
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4
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3
International review of financial analysis
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6th International Finance Conference on Financial Crisis and Governance
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Advances in Pacific Basin business, economics, and finance
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American journal of finance and accounting
1
Application of operations research to financial markets
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Business ethics, the environment & responsibility
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Economic systems
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European business review : EBR ; the official journal of the International Management Centres, Europe
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European financial management : the journal of the European Financial Management Association
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1
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International review of economics & finance : IREF
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Journal of commodity markets
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Journal of empirical finance
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ECONIS (ZBW)
162
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1
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162
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1
From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang
;
Wu, Fei
;
Ji, Qiang
;
Nguyen, Duc Khuong
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
Saved in:
2
Forecasting high-frequency excess stock returns via data analytics and machine learning
Akyildirim, Erdinc
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
; …
- In:
European financial management : the journal of the …
29
(
2023
)
1
,
pp. 22-75
Persistent link: https://www.econbiz.de/10014253881
Saved in:
3
Jump forecasting in foreign exchange markets : a high-frequency analysis
Uzun, Sevcan
;
Sensoy, Ahmet
;
Nguyen, Duc Khuong
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 578-624
Persistent link: https://www.econbiz.de/10014292217
Saved in:
4
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
Saved in:
5
Statistical arbitrage : factor investing approach
Akyildirim, Erdinc
;
Goncu, Ahmet
;
Hekimoglu, Alper
; …
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
4
,
pp. 1295-1331
Persistent link: https://www.econbiz.de/10014519079
Saved in:
6
Welfare consequences of sustainable finance
Hong, Harrison G.
;
Wang, Neng
;
Yang, Jinqiang
- In:
The review of financial studies
36
(
2023
)
12
,
pp. 4864-4918
Persistent link: https://www.econbiz.de/10014446384
Saved in:
7
Corporate immunity, national culture and stock returns : startups amid the COVID-19 pandemic
Huy Viet Hoang
;
Nguyen, Cuong
;
Nguyen, Duc Khuong
- In:
International review of financial analysis
79
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013349517
Saved in:
8
Economic drivers of volatility and correlation in precious metal markets
Theu Dinh
;
Goutte, Stéphane
;
Nguyen, Duc Khuong
; …
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014335244
Saved in:
9
Forecasting high-frequency stock returns : a comparison of alternative methods
Akyildirim, Erdinc
;
Bariviera, Aurelio Fernández
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 639-690)
.
2022
Persistent link: https://www.econbiz.de/10013341974
Saved in:
10
Positive information shocks, investor behavior and stock price crash risk
Cui, Xin
;
Sensoy, Ahmet
;
Nguyen, Duc Khuong
;
Yao, Shouyu
; …
- In:
Journal of economic behavior & organization : JEBO
197
(
2022
),
pp. 493-518
Persistent link: https://www.econbiz.de/10013384344
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