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~language:"eng"
~language:"slv"
~person:"Caporale, Guglielmo Maria"
~person:"Chevallier, Julien"
~person:"Demirer, Rıza"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Volatilität
Estimation
130
Schätzung
130
Volatility
114
Theorie
88
Theory
88
Börsenkurs
86
Share price
86
Stock market
80
Capital income
79
Kapitaleinkommen
79
Aktienmarkt
78
Time series analysis
67
Zeitreihenanalyse
67
USA
61
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61
Welt
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59
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43
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43
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29
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28
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98
Graue Literatur
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Non-commercial literature
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1
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Caporale, Guglielmo Maria
Chevallier, Julien
Demirer, Rıza
Gupta, Rangan
156
Bouri, Elie
93
Ma, Feng
92
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Hammoudeh, Shawkat
64
Tiwari, Aviral Kumar
64
Kang, Sang Hoon
54
Bollerslev, Tim
51
Mensi, Walid
51
McMillan, David G.
49
Wohar, Mark E.
49
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Zhang, Yaojie
44
Corbet, Shaen
42
Pierdzioch, Christian
42
Andersen, Torben
39
Lucey, Brian M.
39
Wei, Yu
38
Liang, Chao
37
Salisu, Afees A.
37
Yoon, Seong-min
36
Balcilar, Mehmet
35
Hegerty, Scott W.
35
Ji, Qiang
34
Roubaud, David
34
Todorov, Viktor
34
Brooks, Robert
32
Zhang, Jin E.
32
Apergēs, Nikolaos
31
Hamori, Shigeyuki
31
Asai, Manabu
30
Degiannakis, Stavros
30
Gil-Alaña, Luis A.
30
Ryu, Doojin
30
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Energy economics
15
Research in international business and finance
9
Applied economics letters
6
Economics letters
5
Finance research letters
5
International review of financial analysis
4
Economic modelling
3
International journal of finance & economics : IJFE
3
Journal of economics and finance
3
Journal of economics and finance : JEF
3
Journal of forecasting
3
Journal of international financial markets, institutions & money
3
Journal of international money and finance
3
Journal of applied economics
2
Journal of risk and financial management : JRFM
2
Managerial finance
2
Review of international economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of finance
1
Applied economics
1
Applied financial economics letters
1
China economic review : an international journal
1
Computational economics
1
Defence and peace economics
1
Eastern economic journal
1
Economia politica : journal of analytical and institutional economics
1
Economic systems
1
Economics and Business Letters : EBL
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial markets and portfolio management
1
Global finance journal
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of applied economics
1
Journal of economic behavior & organization : JEBO
1
Journal of economic integration
1
Journal of international development : the journal of the Development Studies Association
1
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ECONIS (ZBW)
114
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114
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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
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
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
Asymmetries, uncertainty and inflation : evidence from developed and emerging economies
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Journal of economics and finance : JEF
47
(
2023
)
4
,
pp. 984-1017
Persistent link: https://www.econbiz.de/10014448593
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
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:
7
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:
8
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:
9
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
10
Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
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