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~language:"eng"
~language:"mkd"
~language:"nor"
~language:"und"
~person:"Fama, Eugene F."
~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
Kapitaleinkommen
Schätzung
Share price
Theory
Volatility
Wirkungsanalyse
USA
53
United States
52
Capital income
51
Aktienmarkt
41
Stock market
40
Börsenkurs
39
Theorie
38
Volatilität
30
Welt
28
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28
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27
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27
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25
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23
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11
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11
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11
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Article
133
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Collection of articles of several authors
Übersichtsarbeit
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128
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18
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18
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17
Non-commercial literature
17
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5
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4
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English
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French
2
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Fama, Eugene F.
Nguyen, Duc Khuong
Gupta, Rangan
449
Nijkamp, Peter
252
Bahmani-Oskooee, Mohsen
241
Fabozzi, Frank J.
214
Gil-Alaña, Luis A.
202
Beladi, Hamid
181
Caporale, Guglielmo Maria
179
Güth, Werner
176
Wohar, Mark E.
176
Tiwari, Aviral Kumar
172
Creedy, John
169
Phillips, Peter C. B.
169
McAleer, Michael
167
Stiglitz, Joseph E.
167
Pestieau, Pierre
160
Lien, Da-hsiang Donald
156
Narayan, Paresh Kumar
156
Wagner, Joachim
154
Pierdzioch, Christian
152
Apergēs, Nikolaos
150
Frey, Bruno S.
149
Franses, Philip Hans
146
Lai, Ching-chong
145
Turnovsky, Stephen J.
145
Serletis, Apostolos
144
Tsionas, Efthymios G.
144
Marjit, Sugata
143
Pesaran, M. Hashem
141
Kumbhakar, Subal
137
Long, Ngo Van
137
Barnett, William A.
134
Hammoudeh, Shawkat
134
Heckman, James J.
134
MacDonald, Ronald
134
Thisse, Jacques-François
134
Belke, Ansgar
133
Chang, Tsangyao
133
Acemoglu, Daron
132
Arestis, Philip
132
Tirole, Jean
132
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Mid-America Institute for Public Policy Research <Chicago, Ill.>
1
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The journal of finance : the journal of the American Finance Association
13
Journal of financial economics
12
Energy economics
10
Journal of international financial markets, institutions & money
7
Applied economics
6
Economic modelling
5
Journal of international money and finance
4
Emerging markets review
3
Finance research letters
3
International review of financial analysis
3
Journal of banking & finance
3
Journal of economic behavior & organization : JEBO
3
The journal of applied business research
3
Applied economics letters
2
Applied financial economics
2
Energy policy
2
European journal of operational research : EJOR
2
Journal of economic dynamics & control
2
Journal of financial and quantitative analysis : JFQA
2
Research in international business and finance
2
The journal of business : B
2
6th International Finance Conference on Financial Crisis and Governance
1
Advances in Pacific Basin business, economics, and finance
1
American journal of finance and accounting
1
Application of operations research to financial markets
1
Business ethics, the environment & responsibility
1
Economic systems
1
European business review : EBR ; the official journal of the International Management Centres, Europe
1
European financial and accounting journal : EFAJ
1
European financial management : the journal of the European Financial Management Association
1
Financial analysts' journal : FAJ
1
Governance and risk in emerging and global markets
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of commodity markets
1
Journal of economic behavior & organization
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of labor economics
1
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ECONIS (ZBW)
134
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1
Estimating the productivity of US agriculture : the Fisher total factor productivity index for time series data with unknown prices
Thanh Ngo
;
Tripe, David
;
Nguyen, Duc Khuong
- In:
The Australian journal of agricultural and resource …
68
(
2024
)
3
,
pp. 701-712
Persistent link: https://www.econbiz.de/10014634820
Saved in:
2
Firm carbon risk exposure, stock returns, and dividend payment
Boubaker, Sabri
;
Choudhury, Tonmoy
;
Hasan, Fakhrul
; …
- In:
Journal of economic behavior & organization
221
(
2024
),
pp. 248-276
Persistent link: https://www.econbiz.de/10014553221
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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