//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~person:"Demirer, Rıza"
~person:"Kempa, Bernd"
~subject:"ARCH model"
~subject:"World"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Sources of Predictability of E...
Similar by person
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
World
Forecasting model
6
Prognoseverfahren
6
Estimation
4
Schätzung
4
Volatility
4
Volatilität
4
Oil price
3
Risikoaversion
3
Risk aversion
3
Ölpreis
3
Capital income
2
Gold
2
Kapitaleinkommen
2
Risiko
2
Risk
2
Schock
2
Shock
2
Theorie
2
Theory
2
Welt
2
realized volatility
2
ARCH-Modell
1
Börsenkurs
1
CAPM
1
Capital market returns
1
Developing countries
1
Entwicklungsländer
1
Forecasting
1
Gold-price returns
1
Kapitalmarktrendite
1
Oil shocks
1
Predictability
1
Quantile boosting
1
Realized volatility
1
Risikomaß
1
Risikoprämie
1
Risk measure
1
Risk premium
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Demirer, Rıza
Kempa, Bernd
Gupta, Rangan
16
Pierdzioch, Christian
16
Balcilar, Mehmet
4
Gillas, Konstantinos Gkillas
4
Bonato, Matteo
3
Wohar, Mark E.
3
Cepni, Oguzhan
2
Ji, Qiang
2
Majumdar, Anandamayee
1
Moch, Nils
1
Nielsen, Joshua
1
Plakandaras, Vasilios
1
Schertler, Andrea
1
Shahzad, Syed Jawad Hussain
1
Sheng, Xin
1
more ...
less ...
Published in...
All
Applied economics letters
1
Journal of the Operational Research Society
1
The North American journal of economics and finance : a journal of financial economics studies
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
2
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
3
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->