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~language:"eng"
~language:"nor"
~language:"slk"
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~person:"McMillan, David G."
~person:"Pierdzioch, Christian"
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Entwicklungsländer
Kapitaleinkommen
Forecasting model
376
Prognoseverfahren
376
Volatility
302
Volatilität
302
Estimation
281
Schätzung
281
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Gupta, Rangan
Ma, Feng
McMillan, David G.
Pierdzioch, Christian
Zaremba, Adam
94
Gnangnon, Sèna Kimm
87
Narayan, Paresh Kumar
65
Nunnenkamp, Peter
61
Wohar, Mark E.
59
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45
Bouri, Elie
44
Cakici, Nusret
41
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40
Bali, Turan G.
40
Tiwari, Aviral Kumar
39
Demirer, Rıza
36
Fletcher, Jonathan
36
Bird, Graham R.
35
Brooks, Robert
35
Wang, Yudong
35
Chiang, Thomas C.
33
Sehgal, Sanjay
33
Zhang, Wei
33
Hassan, M. Kabir
32
Titman, Sheridan
32
Caporale, Guglielmo Maria
31
Nguyen, Duc Khuong
31
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Hammoudeh, Shawkat
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Lee, Chien-chiang
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Xuan Vinh Vo
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Zhou, Guofu
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Gil-Alaña, Luis A.
29
Kutan, Ali Mustafa
29
Timmermann, Allan
29
Hoekman, Bernard M.
28
Ryu, Doojin
28
Shahzad, Syed Jawad Hussain
28
Aizenman, Joshua
27
Dao, Minh Quang
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Finance research letters
18
The North American journal of economics and finance : a journal of financial economics studies
14
International review of economics & finance : IREF
13
International review of financial analysis
12
Energy economics
11
The European journal of finance
11
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10
Research in international business and finance
10
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8
International journal of finance & economics : IJFE
7
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6
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5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The journal of asset management
5
International journal of forecasting
4
Journal of multinational financial management
4
Applied economics letters
3
China finance review international
3
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3
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3
Financial innovation : FIN
3
Journal of economics and finance
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Studies in economics and finance
3
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Defence and peace economics
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Oxford bulletin of economics and statistics
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Pacific-Basin finance journal
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
241
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
3
The Chinese equity premium predictability : evidence from a long historical data
Ma, Feng
;
Cao, Jiawei
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472501
Saved in:
4
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
5
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
6
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
7
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
8
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
9
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
10
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
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