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~language:"eng"
~language:"nld"
~language:"slk"
~person:"Demirer, Rıza"
~person:"Wang, Yudong"
~subject:"Developing countries"
~subject:"Entwicklungsländer"
~subject:"Petroleum"
~subject:"Portfolio selection"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Government document"
~type_genre:"Konferenzbeitrag"
~type_genre:"Working Paper"
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Developing countries
Entwicklungsländer
Petroleum
Portfolio selection
Share price
Volatility
Volatilität
87
Forecasting model
86
Prognoseverfahren
86
Capital income
71
Kapitaleinkommen
71
Oil price
58
Ölpreis
58
Stock market
56
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54
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53
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53
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52
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51
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115
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Demirer, Rıza
Wang, Yudong
McAleer, Michael
310
Gupta, Rangan
289
Caporale, Guglielmo Maria
232
Nunnenkamp, Peter
226
Fabozzi, Frank J.
150
Aizenman, Joshua
143
Bahmani-Oskooee, Mohsen
123
Bollerslev, Tim
122
Hammoudeh, Shawkat
120
Bouri, Elie
118
Pierdzioch, Christian
117
Gil-Alaña, Luis A.
112
Tiwari, Aviral Kumar
111
Härdle, Wolfgang
108
Chang, Chia-Lin
104
Andersen, Torben
103
McMillan, David G.
103
Platen, Eckhard
103
Ma, Feng
100
Narayan, Paresh Kumar
100
Klasen, Stephan
99
Allen, David E.
97
Dreher, Axel
95
Gnangnon, Sèna Kimm
95
Morrissey, Oliver
93
Wohar, Mark E.
92
Campbell, John Y.
91
Wong, Wing Keung
90
Zaremba, Adam
89
Guidolin, Massimo
87
Engle, Robert F.
86
Timmermann, Allan
84
Anderson, Kym
83
Chiarella, Carl
83
Stulz, René M.
83
Satchell, Stephen
81
Edwards, Sebastian
80
Hoekman, Bernard M.
80
Lucas, André
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Energy economics
26
Journal of forecasting
9
Department of Economics working paper series
6
Economics letters
6
Journal of empirical finance
6
Economic modelling
5
International journal of forecasting
4
International review of economics & finance : IREF
3
Pacific-Basin finance journal
3
Applied economics
2
Applied economics letters
2
Finance research letters
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Global finance journal
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2
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2
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2
Structural change and economic dynamics : SC+ED
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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Central Bank review / The Central Bank of the Republic of Turkey
1
Computational economics
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Defence and peace economics
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Economia politica : journal of analytical and institutional economics
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Economics and Business Letters : EBL
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of economic behavior & organization : JEBO
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Journal of economics and finance : JEF
1
Journal of international money and finance
1
Journal of management science and engineering
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ECONIS (ZBW)
122
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122
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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
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
3
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
4
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
5
Political geography and stock market volatility : the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
6
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:
7
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:
8
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
9
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
10
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
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