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~language:"eng"
~language:"nor"
~language:"slk"
~person:"Gupta, Rangan"
~person:"Ma, Feng"
~person:"Pierdzioch, Christian"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Kapitaleinkommen
Forecasting model
339
Prognoseverfahren
339
Volatility
263
Volatilität
263
Estimation
243
Schätzung
243
Börsenkurs
194
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194
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Gupta, Rangan
Ma, Feng
Pierdzioch, Christian
Zaremba, Adam
99
McMillan, David G.
68
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Bouri, Elie
48
Faff, Robert W.
45
Cakici, Nusret
42
Bali, Turan G.
41
Tiwari, Aviral Kumar
39
Wang, Yudong
38
Fletcher, Jonathan
37
Demirer, Rıza
36
Brooks, Robert
34
Chiang, Thomas C.
34
Sehgal, Sanjay
34
Zhang, Wei
34
Nguyen, Duc Khuong
32
Titman, Sheridan
32
Caporale, Guglielmo Maria
31
Gil-Alaña, Luis A.
30
Zhang, Yaojie
30
Zhou, Guofu
30
Timmermann, Allan
29
Ryu, Doojin
28
Xuan Vinh Vo
28
Guidolin, Massimo
27
Lee, Bong-soo
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Shahzad, Syed Jawad Hussain
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Shen, Dehua
27
Wei, K. C. John
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Bollerslev, Tim
26
Hammoudeh, Shawkat
26
Subrahmanyam, Avanidhar
26
Auer, Benjamin R.
25
Balcilar, Mehmet
25
Harvey, Campbell R.
25
Li, Bin
25
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Finance research letters
20
The North American journal of economics and finance : a journal of financial economics studies
13
Energy economics
12
International review of financial analysis
11
International review of economics & finance : IREF
10
Journal of forecasting
8
Research in international business and finance
7
Economic modelling
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 & trade : a journal of the Society for the Study of Emerging Markets
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
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Open economies review
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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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Annals of financial economics
1
Applied financial economics letters
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Economic systems
1
Economies : open access journal
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Empirica : journal of european economics
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ECONIS (ZBW)
180
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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
Can ChatGPT predict Chinese equity premiums?
Ma, Feng
;
Lyu, Zhichong
;
Li, Haibo
- In:
Finance research letters
65
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014563832
Saved in:
3
Energy-related uncertainty and international stock market volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
Saved in:
4
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:
5
Price effects after one-day abnormal returns and crises in the stock markets
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Ji, Qiang
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10015053315
Saved in:
6
Stock market bubbles and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
7
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:
8
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:
9
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:
10
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
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