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~language:"eng"
~person:"Nguyen, Duc Khuong"
~person:"Pierdzioch, Christian"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Article"
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Kapitaleinkommen
Forecasting model
92
Prognoseverfahren
92
Estimation
69
Schätzung
69
Volatility
69
Volatilität
69
Theorie
67
Theory
67
Capital income
66
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62
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62
Aktienmarkt
58
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58
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45
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35
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23
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forecasting
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66
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Nguyen, Duc Khuong
Pierdzioch, Christian
Gupta, Rangan
122
Zaremba, Adam
99
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Bouri, Elie
47
Faff, Robert W.
45
Cakici, Nusret
42
Ma, Feng
41
Bali, Turan G.
40
Tiwari, Aviral Kumar
38
Fletcher, Jonathan
36
Wang, Yudong
36
Demirer, Rıza
35
Brooks, Robert
34
Chiang, Thomas C.
34
Zhang, Wei
34
Sehgal, Sanjay
33
Titman, Sheridan
32
Caporale, Guglielmo Maria
31
Zhou, Guofu
30
Timmermann, Allan
29
Gil-Alaña, Luis A.
28
Xuan Vinh Vo
28
Zhang, Yaojie
28
Guidolin, Massimo
27
Lee, Bong-soo
27
Ryu, Doojin
27
Shahzad, Syed Jawad Hussain
27
Shen, Dehua
27
Wei, K. C. John
27
Bollerslev, Tim
26
Hammoudeh, Shawkat
26
Subrahmanyam, Avanidhar
26
Auer, Benjamin R.
25
Balcilar, Mehmet
25
Harvey, Campbell R.
25
Li, Bin
25
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Finance research letters
8
Journal of international financial markets, institutions & money
5
Energy economics
4
Applied economics
3
International review of financial analysis
3
Journal of forecasting
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Economic modelling
2
Emerging markets review
2
Journal of empirical finance
2
Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied financial economics
1
Applied financial economics letters
1
Business ethics, the environment & responsibility
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy policy
1
European financial and accounting journal : EFAJ
1
European journal of political economy
1
Financial innovation : FIN
1
Global finance journal
1
International economics and economic policy : IEEP
1
International review of economics & finance : IREF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of commodity markets
1
Journal of economic behavior & organization
1
Journal of financial markets
1
Journal of international money and finance
1
Pacific-Basin finance journal
1
Review of accounting & finance
1
Review of quantitative finance and accounting
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of applied business research
1
The journal of asset management
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
66
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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
Firm carbon risk exposure, stock returns, and dividend payment
Boubaker, Sabri
;
Choudhury, Tonmoy
;
Hasan, Fakhrul
; …
- In:
Journal of economic behavior & organization
221
(
2024
),
pp. 248-276
Persistent link: https://www.econbiz.de/10014553221
Saved in:
3
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:
4
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:
5
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
6
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
7
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
Saved in:
8
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
9
Corporate immunity, national culture and stock returns : startups amid the COVID-19 pandemic
Huy Viet Hoang
;
Nguyen, Cuong
;
Nguyen, Duc Khuong
- In:
International review of financial analysis
79
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013349517
Saved in:
10
Economic drivers of volatility and correlation in precious metal markets
Theu Dinh
;
Goutte, Stéphane
;
Nguyen, Duc Khuong
; …
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014335244
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