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~language:"eng"
~language:"slv"
~person:"Caporale, Guglielmo Maria"
~person:"Demirer, Rıza"
~person:"Fabozzi, Frank J."
~subject:"Volatilität"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Volatilität
Welt
Theorie
153
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153
Estimation
135
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135
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106
USA
93
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93
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Caporale, Guglielmo Maria
Demirer, Rıza
Fabozzi, Frank J.
Gupta, Rangan
193
Bouri, Elie
123
Hammoudeh, Shawkat
103
Bahmani-Oskooee, Mohsen
102
Eichengreen, Barry
101
Ma, Feng
97
Tiwari, Aviral Kumar
92
Lucey, Brian M.
89
McAleer, Michael
89
Lee, Chien-chiang
88
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87
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69
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Demirgüç-Kunt, Asli
66
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64
Ji, Qiang
62
Anderson, Kym
61
Hassan, M. Kabir
59
McMillan, David G.
59
Goel, Rajeev K.
58
Rose, Andrew
58
Hoekman, Bernard M.
57
Bollerslev, Tim
56
Corbet, Shaen
56
Haan, Jakob de
55
Salisu, Afees A.
55
Moshirian, Fariborz
54
Wang, Yudong
54
Zaremba, Adam
54
Gozgor, Giray
52
Egger, Peter
51
Pierdzioch, Christian
51
Roubaud, David
50
Shahbaz, Muhammad
50
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Energy economics
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The journal of portfolio management : JPM
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International review of financial analysis
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Journal of international money and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied financial economics letters
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China economic review : an international journal
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ECONIS (ZBW)
145
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1
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145
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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
Climate uncertainty and information transmissions across the conventional and ESG assets
Cepni, Oguzhan
;
Demirer, Rıza
;
Pham, Linh
;
Rognone, Lavinia
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014306375
Saved in:
6
Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies
Bathia, Deven
;
Demirer, Rıza
;
Ferrer, Román
;
Raheem, …
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478226
Saved in:
7
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:
8
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:
9
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:
10
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
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