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~language:"eng"
~language:"nor"
~person:"Bollerslev, Tim"
~person:"Demirer, Rıza"
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Kapitaleinkommen
Volatilität
Volatility
89
Capital income
61
Estimation
52
Schätzung
52
Theorie
52
Theory
52
Börsenkurs
45
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Bollerslev, Tim
Demirer, Rıza
Gupta, Rangan
217
Bouri, Elie
110
Ma, Feng
106
Zaremba, Adam
105
McMillan, David G.
98
Wohar, Mark E.
90
Tiwari, Aviral Kumar
86
Hammoudeh, Shawkat
80
McAleer, Michael
75
Narayan, Paresh Kumar
75
Bahmani-Oskooee, Mohsen
73
Xuan Vinh Vo
63
Wang, Yudong
62
Pierdzioch, Christian
61
Faff, Robert W.
60
Kang, Sang Hoon
60
Caporale, Guglielmo Maria
58
Zhang, Yaojie
57
Brooks, Robert
55
Mensi, Walid
54
Bali, Turan G.
53
Salisu, Afees A.
52
Nguyen, Duc Khuong
50
Lucey, Brian M.
49
Kumar, Dilip
48
Apergēs, Nikolaos
47
Balcilar, Mehmet
47
Fabozzi, Frank J.
47
Ryu, Doojin
47
Zhang, Wei
46
Cakici, Nusret
45
Corbet, Shaen
45
Gil-Alaña, Luis A.
45
Liang, Chao
45
Shahzad, Syed Jawad Hussain
45
Sehgal, Sanjay
44
Yin, Libo
44
Yoon, Seong-min
43
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Journal of econometrics
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Energy economics
11
Economics letters
5
Journal of financial economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of forecasting
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Pacific-Basin finance journal
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Central Bank review / The Central Bank of the Republic of Turkey
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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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
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
5
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
6
A note on financial vulnerability and volatility in emerging stock markets : evidence from GARCH-MIDAS models
Demirer, Rıza
;
Gupta, Rangan
;
Li, He
;
You, Yu
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10013552965
Saved in:
7
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:
8
Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks
Ozturk, Serda Selin
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
217
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013465491
Saved in:
9
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:
10
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
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