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~language:"eng"
~language:"nor"
~language:"slk"
~person:"Ma, Feng"
~person:"Pierdzioch, Christian"
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~subject:"USA"
~type_genre:"Article in journal"
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Entwicklungsländer
Kapitaleinkommen
USA
Forecasting model
173
Prognoseverfahren
173
Volatility
127
Volatilität
127
Estimation
85
Schätzung
85
Börsenkurs
81
Share price
81
Capital income
73
ARCH model
63
ARCH-Modell
63
Aktienmarkt
61
Stock market
61
Theorie
58
Theory
58
Forecast
56
Prognose
56
Oil price
55
Ölpreis
55
Welt
49
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49
United States
37
Volatility forecasting
36
Forecasting
31
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28
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28
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26
Germany
26
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25
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25
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25
Shock
25
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24
Realized volatility
24
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24
Time series analysis
22
Zeitreihenanalyse
22
forecasting
19
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94
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94
Working Paper
41
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38
Graue Literatur
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Non-commercial literature
38
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1
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English
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Ma, Feng
Pierdzioch, Christian
Gupta, Rangan
209
Cebula, Richard J.
178
Bahmani-Oskooee, Mohsen
160
Wohar, Mark E.
114
Neumark, David
105
Viscusi, W. Kip
99
Gil-Alaña, Luis A.
98
Uri, Noel Dean
97
Poterba, James M.
96
Zaremba, Adam
94
Gnangnon, Sèna Kimm
87
Gruber, Jonathan
87
Madura, Jeff
85
Glaeser, Edward L.
82
Apergēs, Nikolaos
81
Narayan, Paresh Kumar
81
Partridge, Mark D.
80
McMillan, David G.
79
Krueger, Alan B.
77
Burkhauser, Richard V.
75
Auerbach, Alan J.
73
Heckman, James J.
72
Payne, James E.
72
Mishra, Ashok K.
71
Audretsch, David B.
70
Cutler, David M.
70
Feldstein, Martin S.
70
Nunnenkamp, Peter
70
Sirmans, Clemon F.
70
Caporale, Guglielmo Maria
69
Jorgenson, Dale Weldeau
69
Card, David E.
68
Hassan, M. Kabir
68
Slemrod, Joel
68
Mixon, Franklin G.
67
Berger, Allen N.
63
Faff, Robert W.
63
Wolff, Edward N.
63
Goodwin, Barry K.
62
List, John A.
62
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International review of financial analysis
9
Finance research letters
8
Energy economics
7
International review of economics & finance : IREF
7
Journal of forecasting
6
The European journal of finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Economic modelling
3
Applied economics
2
Applied economics letters
2
Applied financial economics
2
China finance review international
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Financial innovation : FIN
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of real estate finance and economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied financial economics letters
1
Banking and finance review
1
Credit and capital markets : Kredit und Kapital
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European journal of political economy
1
Global finance journal
1
International economics and economic policy : IEEP
1
International journal of economics and finance
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of economics & business
1
Journal of financial markets
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
Review of world economics
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Structural change and economic dynamics : SC+ED
1
The empirical economics letters : a monthly international journal of economics
1
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ECONIS (ZBW)
94
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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
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
6
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:
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
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:
9
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:
10
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
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