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~language:"eng"
~language:"nor"
~person:"Kang, Sang Hoon"
~person:"Pierdzioch, Christian"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Mehrbändiges Werk"
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Kapitaleinkommen
Volatilität
Volatility
97
Forecasting model
91
Prognoseverfahren
91
Estimation
82
Schätzung
82
Aktienmarkt
67
Stock market
67
Spillover effect
66
Spillover-Effekt
66
Börsenkurs
57
Share price
57
Welt
56
World
56
Theorie
51
Theory
51
Capital income
50
Forecast
41
Prognose
41
USA
38
United States
38
Oil price
34
Portfolio selection
34
Portfolio-Management
34
Ölpreis
33
Forecasting
31
ARCH model
30
ARCH-Modell
30
Hedging
28
Deutschland
27
Germany
27
Exchange rate
23
Gold
23
Wechselkurs
23
Risiko
20
Risk
20
Schock
20
Shock
20
Coronavirus
18
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Undetermined
77
Free
9
Type of publication
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Article
121
Type of publication (narrower categories)
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Article in journal
Collection of articles written by one author
Mehrbändiges Werk
Aufsatz in Zeitschrift
121
Working Paper
60
Arbeitspapier
48
Graue Literatur
48
Non-commercial literature
48
Aufsatz im Buch
2
Book section
2
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
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Language
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English
Norwegian
German
5
Author
All
Kang, Sang Hoon
Pierdzioch, Christian
Gupta, Rangan
219
Bouri, Elie
112
Ma, Feng
106
Zaremba, Adam
106
McMillan, David G.
98
Wohar, Mark E.
90
Tiwari, Aviral Kumar
89
Hammoudeh, Shawkat
80
McAleer, Michael
75
Narayan, Paresh Kumar
75
Bahmani-Oskooee, Mohsen
73
Wang, Yudong
64
Xuan Vinh Vo
63
Faff, Robert W.
60
Demirer, Rıza
59
Zhang, Yaojie
59
Caporale, Guglielmo Maria
58
Brooks, Robert
55
Mensi, Walid
55
Bali, Turan G.
54
Bollerslev, Tim
53
Salisu, Afees A.
52
Lucey, Brian M.
51
Nguyen, Duc Khuong
50
Ryu, Doojin
49
Kumar, Dilip
48
Apergēs, Nikolaos
47
Balcilar, Mehmet
47
Gil-Alaña, Luis A.
47
Corbet, Shaen
46
Fabozzi, Frank J.
46
Zhang, Wei
46
Cakici, Nusret
45
Liang, Chao
45
Sehgal, Sanjay
45
Shahzad, Syed Jawad Hussain
45
Yin, Libo
44
Yoon, Seong-min
43
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The North American journal of economics and finance : a journal of financial economics studies
16
Energy economics
13
Finance research letters
9
International review of economics & finance : IREF
7
Financial innovation : FIN
4
The European journal of finance
4
International review of financial analysis
3
Journal of forecasting
3
Korea and the world economy
3
Pacific-Basin finance journal
3
Research in international business and finance
3
The Korean economic review
3
Applied economics
2
Applied economics letters
2
Borsa Istanbul Review
2
Global finance journal
2
International economics and economic policy : IEEP
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of financial markets
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
The journal of the Korean economy
2
Annals of financial economics
1
Applied financial economics
1
Applied financial economics letters
1
Computational economics
1
Dae oe gyeong je yeon gu
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
German economic review
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International Journal of Financial Studies : open access journal
1
International journal of emerging markets
1
International journal of finance & economics : IJFE
1
Journal of commodity markets
1
Journal of economics & business
1
Journal of economics and finance : JEF
1
Journal of empirical finance
1
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ECONIS (ZBW)
121
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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
Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions
Ur Rehman, Mobeen
;
Ghardallou, Wafa
;
Ahmad, Nasir
;
Xuan …
- In:
Risk management : an international journal
26
(
2024
)
1
,
pp. 1-49
Persistent link: https://www.econbiz.de/10014478847
Saved in:
3
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
4
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
5
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
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
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
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
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:
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
Saved in:
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