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~language:"eng"
~language:"nor"
~language:"slk"
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~person:"Pierdzioch, Christian"
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Entwicklungsländer
Kapitaleinkommen
Forecasting model
324
Prognoseverfahren
324
Volatility
253
Volatilität
253
Estimation
237
Schätzung
237
Börsenkurs
187
Share price
187
Capital income
173
USA
150
United States
150
Theorie
145
Theory
145
Aktienmarkt
139
Stock market
139
Welt
116
World
116
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105
Risk
105
Oil price
104
Ölpreis
104
ARCH model
103
ARCH-Modell
103
South Africa
103
Südafrika
103
Time series analysis
95
Zeitreihenanalyse
95
Forecast
79
Prognose
79
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77
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77
Monetary policy
71
Geldpolitik
70
Immobilienpreis
70
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70
Schock
69
Shock
69
Causality analysis
64
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64
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9
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Article
174
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174
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41
Graue Literatur
41
Non-commercial literature
41
Working Paper
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Gupta, Rangan
Ma, Feng
Pierdzioch, Christian
Zaremba, Adam
94
Gnangnon, Sèna Kimm
87
McMillan, David G.
67
Narayan, Paresh Kumar
65
Nunnenkamp, Peter
61
Wohar, Mark E.
59
Faff, Robert W.
45
Bouri, Elie
44
Cakici, Nusret
41
Bahmani-Oskooee, Mohsen
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
Apergēs, Nikolaos
30
Hammoudeh, Shawkat
30
Lee, Chien-chiang
30
Xuan Vinh Vo
30
Zhou, Guofu
30
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
27
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Finance research letters
16
The North American journal of economics and finance : a journal of financial economics studies
13
Energy economics
11
International review of financial analysis
11
International review of economics & finance : IREF
10
Journal of forecasting
8
Economic modelling
6
Research in international business and finance
6
The European journal of finance
6
Applied economics
5
International journal of finance & economics : IJFE
5
Journal of multinational financial management
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied financial economics
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Financial innovation : FIN
3
Journal of economics and finance
3
Journal of international financial markets, institutions & money
3
The journal of real estate finance and economics
3
Applied economics letters
2
China finance review international
2
Defence and peace economics
2
Economics and Business Letters : EBL
2
Economics letters
2
Emerging markets, finance and trade : EMFT
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of forecasting
2
Journal of empirical finance
2
Journal of financial markets
2
Open economies review
2
Pacific-Basin finance journal
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Annals of financial economics
1
Applied financial economics letters
1
Economic systems
1
Economies : open access journal
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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ECONIS (ZBW)
174
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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 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:
7
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:
8
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
Saved in:
9
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
10
Is Baidu index really powerful to predict the Chinese stock market volatility? : new evidence from the internet information
Lang, Qiaoqi
;
Wang, Jiqian
;
Ma, Feng
;
Huang, Dengshi
; …
- In:
China finance review international
13
(
2023
)
2
,
pp. 263-284
Persistent link: https://www.econbiz.de/10014312401
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