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~language:"eng"
~person:"Demirer, Rıza"
~person:"Schwert, George William"
~subject:"1957-1987"
~subject:"ARCH model"
~subject:"Share price"
~type_genre:"Article in journal"
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1957-1987
ARCH model
Share price
Volatility
43
Volatilität
43
Börsenkurs
42
Capital income
42
Kapitaleinkommen
42
Stock market
40
Aktienmarkt
38
USA
29
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29
Risiko
28
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28
Welt
28
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28
Estimation
23
Schätzung
23
Forecasting model
22
Prognoseverfahren
22
Oil price
17
Ölpreis
17
Herdenverhalten
15
Herding
15
Theorie
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15
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14
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14
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11
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11
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11
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10
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Internationaler Finanzmarkt
10
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10
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9
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Article
47
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Article in journal
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47
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16
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16
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3
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Sammelwerk
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Demirer, Rıza
Schwert, George William
Gupta, Rangan
142
Ma, Feng
86
McMillan, David G.
77
Narayan, Paresh Kumar
76
McAleer, Michael
63
Wohar, Mark E.
61
Zaremba, Adam
61
Tiwari, Aviral Kumar
60
Hammoudeh, Shawkat
57
Ryu, Doojin
56
Bouri, Elie
55
Caporale, Guglielmo Maria
55
Madura, Jeff
50
Faff, Robert W.
47
Zhang, Yaojie
44
Gil-Alaña, Luis A.
43
Nguyen, Duc Khuong
43
Xuan Vinh Vo
42
Zhang, Wei
42
Chiang, Thomas C.
41
Xiong, Xiong
41
Kang, Sang Hoon
40
Brooks, Robert
39
Hamori, Shigeyuki
39
Mensi, Walid
39
Salisu, Afees A.
39
Wang, Yudong
39
Apergēs, Nikolaos
38
Kumar, Dilip
38
Lucey, Brian M.
38
Corbet, Shaen
37
Hassan, M. Kabir
37
Hsing, Yu
37
Pierdzioch, Christian
36
Balcilar, Mehmet
34
Liang, Chao
34
Serletis, Apostolos
34
Choudhry, Taufiq
33
Lien, Da-hsiang Donald
33
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Energy economics
7
Economics letters
4
Journal of financial economics
4
Journal of forecasting
2
Journal of monetary economics
2
Structural change and economic dynamics : SC+ED
2
The journal of finance : the journal of the American Finance Association
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Brookings-Wharton papers on financial services
1
Central Bank review / The Central Bank of the Republic of Turkey
1
Defence and peace economics
1
Econometric methods and financial time series
1
Economia politica : journal of analytical and institutional economics
1
Economic systems
1
Finance research letters
1
Financial analysts' journal : FAJ
1
Global finance journal
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of econometrics
1
Journal of economics and finance
1
Journal of financial services research : JFSR
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of multinational financial management
1
National Bureau of Economic Research Conference: Stock Market Volatility and the Crash : Dorado Beach, March 16 - 18, 1989
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
Review of financial economics : RFE
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
47
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1
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10
of
47
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date (oldest first)
1
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:
2
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:
3
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:
4
Financial turbulence, systemic risk and the predictability of stock market volatility
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Global finance journal
52
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013412548
Saved in:
5
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
6
Oil beta uncertainty and global stock returns
Chen, Chun-Da
;
Demirer, Rıza
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350430
Saved in:
7
Bitcoin mining activity and volatility dynamics in the power market
Karmakar, Sayar
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
209
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013209321
Saved in:
8
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
9
Unemployment fluctuations and currency returns in the United Kingdom : Evidence from over one and a half century of data
Bathia, Deven
;
Demirer, Rıza
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Journal of multinational financial management
61
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012887858
Saved in:
10
Cross-border capital flows and return dynamics in emerging stock markets : relative roles of equity and debt flows
Bathia, Deven
;
Bouras, Christos
;
Demirer, Rıza
;
Gupta, …
- In:
Journal of international money and finance
109
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012404024
Saved in:
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