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~language:"eng"
~language:"slv"
~person:"Caporale, Guglielmo Maria"
~person:"Demirer, Rıza"
~subject:"Estimation"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Estimation
Volatilität
Schätzung
116
Volatility
79
Stock market
72
Börsenkurs
71
Share price
71
Theorie
71
Theory
71
Aktienmarkt
70
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66
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Time series analysis
64
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55
Cointegration
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35
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Caporale, Guglielmo Maria
Demirer, Rıza
Gupta, Rangan
271
Bahmani-Oskooee, Mohsen
195
Gil-Alaña, Luis A.
143
Tiwari, Aviral Kumar
131
Wohar, Mark E.
109
Bouri, Elie
105
Chang, Tsangyao
103
Ma, Feng
102
Apergēs, Nikolaos
96
Hammoudeh, Shawkat
95
McAleer, Michael
91
Narayan, Paresh Kumar
89
McMillan, David G.
81
Zaremba, Adam
77
Lee, Chien-chiang
72
Serletis, Apostolos
72
Pierdzioch, Christian
71
Xuan Vinh Vo
71
Kang, Sang Hoon
67
Belke, Ansgar
66
Balcilar, Mehmet
65
Shahbaz, Muhammad
65
Salisu, Afees A.
64
Wang, Yudong
64
Mensi, Walid
63
Bollerslev, Tim
58
Kumbhakar, Subal
57
Su, Chi-Wei
57
Hamori, Shigeyuki
56
Herwartz, Helmut
56
Zhang, Yaojie
56
Hsing, Yu
54
Moosa, Imad A.
54
Brooks, Robert
53
Kutan, Ali Mustafa
53
Lucey, Brian M.
51
Wagner, Joachim
50
Yoon, Seong-min
50
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Applied economics letters
9
Energy economics
9
Finance research letters
7
International journal of finance & economics : IJFE
7
Research in international business and finance
7
International review of financial analysis
5
Journal of economics and finance
5
Journal of economics and finance : JEF
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economic modelling
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Economics letters
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of international financial markets, institutions & money
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Journal of international money and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of applied economics
3
Review of financial economics : RFE
3
Review of international economics
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
Applied financial economics
2
Bulletin of economic research
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China economic review : an international journal
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Empirica : journal of european economics
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Journal of economic integration
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Open economies review
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Oxford bulletin of economics and statistics
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Pacific-Basin finance journal
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Structural change and economic dynamics : SC+ED
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The Manchester School
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African development review
1
Applied financial economics letters
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ECONIS (ZBW)
169
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1
The Covid-19 pandemic and European trade flows : evidence from a dynamic panel model
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 2563-2580
Persistent link: https://www.econbiz.de/10014635142
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
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
4
What drives green betas? : climate uncertainty or speculation
Polat, Onur
;
Demirer, Rıza
;
Ekši, İbrahim Halil
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490213
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Investor sentiment and (anti) herding in the currency market : evidence from Twitter feed data
Sibande, Xolani
;
Gupta, Rangan
;
Demirer, Rıza
;
Bouri, Elie
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 56-72
Persistent link: https://www.econbiz.de/10013547854
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