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~language:"eng"
~language:"nor"
~language:"por"
~person:"Demirer, Rıza"
~subject:"ARCH model"
~subject:"Kapitaleinkommen"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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ARCH model
Kapitaleinkommen
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Stock market
39
Volatility
38
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38
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37
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35
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28
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Demirer, Rıza
Gupta, Rangan
221
Beladi, Hamid
164
Nijkamp, Peter
153
Creedy, John
150
Güth, Werner
145
Pestieau, Pierre
144
Phillips, Peter C. B.
144
Lai, Ching-chong
140
Turnovsky, Stephen J.
130
Fabozzi, Frank J.
129
McAleer, Michael
122
Thisse, Jacques-François
122
Marjit, Sugata
121
Mukherjee, Arijit
118
Färe, Rolf
117
Lien, Da-hsiang Donald
117
Tirole, Jean
116
Acemoglu, Daron
114
Cremer, Helmuth
114
Lambertini, Luca
113
Long, Ngo Van
112
Cheng, T. C. E.
110
Jarrow, Robert A.
109
Laporte, Gilbert
109
Tsionas, Efthymios G.
107
Franses, Philip Hans
102
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101
Zaremba, Adam
101
Devereux, Michael B.
100
McMillan, David G.
100
Miceli, Thomas J.
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Serletis, Apostolos
99
Frey, Bruno S.
98
Kumbhakar, Subal
98
Quiggin, John C.
98
Gersbach, Hans
97
Stiglitz, Joseph E.
97
Broll, Udo
96
Ma, Feng
95
Taylor, Mark P.
95
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Energy economics
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Economics letters
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ECONIS (ZBW)
49
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49
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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
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:
3
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:
4
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
5
Economic policy uncertainty and institutional investment returns : the case of New Zealand
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
;
Hegde, …
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013389155
Saved in:
6
Interest rate uncertainty and the predictability of bank revenues
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
;
Sensoy, Ahmet
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1559-1569
Persistent link: https://www.econbiz.de/10013465714
Saved in:
7
A note on uncertainty due to infectious diseases and output growth of the United States : a mixed-frequency forecasting experiment
Salisu, Afees A.
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Annals of financial economics
17
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013262971
Saved in:
8
Oil beta uncertainty and global stock returns
Chen, Chun-Da
;
Demirer, Rıza
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350430
Saved in:
9
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
10
Time-varying risk aversion and currency excess returns
Demirer, Rıza
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Research in international business and finance
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013410703
Saved in:
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