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~language:"eng"
~language:"nor"
~person:"Demirer, Rıza"
~person:"Pierdzioch, Christian"
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Lehrbuch"
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Entwicklungsländer
Kapitaleinkommen
Forecasting model
100
Prognoseverfahren
100
Volatility
75
Volatilität
75
Estimation
70
Schätzung
70
Capital income
66
Börsenkurs
61
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61
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61
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59
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58
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58
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42
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42
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42
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42
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36
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29
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29
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28
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23
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23
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18
forecasting
18
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Demirer, Rıza
Pierdzioch, Christian
Gupta, Rangan
121
Zaremba, Adam
99
Gnangnon, Sèna Kimm
90
McMillan, David G.
67
Narayan, Paresh Kumar
65
Nunnenkamp, Peter
65
Wohar, Mark E.
59
Bouri, Elie
46
Faff, Robert W.
45
Cakici, Nusret
42
Ma, Feng
41
Bahmani-Oskooee, Mohsen
40
Bali, Turan G.
40
Tiwari, Aviral Kumar
39
Bird, Graham R.
36
Fletcher, Jonathan
36
Wang, Yudong
36
Brooks, Robert
35
Chiang, Thomas C.
34
Zhang, Wei
34
Hassan, M. Kabir
33
Sehgal, Sanjay
33
Nguyen, Duc Khuong
32
Titman, Sheridan
32
Apergēs, Nikolaos
31
Caporale, Guglielmo Maria
31
Hammoudeh, Shawkat
30
Lee, Chien-chiang
30
Montiel, Peter
30
Xuan Vinh Vo
30
Zhou, Guofu
30
Agénor, Pierre-Richard
29
Gil-Alaña, Luis A.
29
Kutan, Ali Mustafa
29
Ryu, Doojin
29
Shahzad, Syed Jawad Hussain
29
Timmermann, Allan
29
Hoekman, Bernard M.
28
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Energy economics
7
Finance research letters
6
International review of financial analysis
4
Journal of forecasting
4
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied financial economics
2
Economics letters
2
Global finance journal
2
International review of economics & finance : IREF
2
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2
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2
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2
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2
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2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
Applied financial economics letters
1
Central Bank review / The Central Bank of the Republic of Turkey
1
Defence and peace economics
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Economies : open access journal
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European journal of political economy
1
Financial innovation : FIN
1
International economics and economic policy : IEEP
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of economic behavior & organization : JEBO
1
Journal of economics and finance : JEF
1
Journal of empirical finance
1
Journal of financial markets
1
Review of financial economics : RFE
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Structural change and economic dynamics : SC+ED
1
The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
67
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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
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:
3
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:
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
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:
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
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:
8
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
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
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
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