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~language:"eng"
~language:"nld"
~language:"slk"
~person:"Demirer, Rıza"
~person:"Wang, Yudong"
~subject:"Developing countries"
~subject:"Entwicklungsländer"
~subject:"Petroleum"
~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
Share price
Volatility
Volatilität
87
Forecasting model
86
Prognoseverfahren
86
Capital income
71
Kapitaleinkommen
71
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58
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58
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56
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54
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Demirer, Rıza
Wang, Yudong
Gupta, Rangan
284
McAleer, Michael
271
Caporale, Guglielmo Maria
227
Nunnenkamp, Peter
226
Aizenman, Joshua
127
Bahmani-Oskooee, Mohsen
123
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116
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113
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112
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107
Hammoudeh, Shawkat
104
Klasen, Stephan
99
Ma, Feng
99
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98
McMillan, David G.
96
Andersen, Torben
95
Dreher, Axel
95
Gnangnon, Sèna Kimm
95
Narayan, Paresh Kumar
95
Tiwari, Aviral Kumar
94
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93
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88
Härdle, Wolfgang
84
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83
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80
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80
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80
Spagnolo, Nicola
79
Kose, M. Ayhan
75
Lux, Thomas
75
Asongu, Simplice
74
Hautsch, Nikolaus
74
Stulz, René M.
71
Agénor, Pierre-Richard
69
Plastun, Alex
69
Rodrik, Dani
68
Ryu, Doojin
68
Chiarella, Carl
66
Kanbur, Ravi
66
Xuan Vinh Vo
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Energy economics
26
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9
Department of Economics working paper series
6
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5
Journal of empirical finance
5
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4
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4
International review of economics & finance : IREF
3
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2
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Journal of the Operational Research Society
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ECONIS (ZBW)
114
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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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