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~language:"eng"
~type_genre:"Article in journal"
~person:"Narayan, Paresh Kumar"
~person:"Demirer, Rıza"
~subject:"Volatilität"
~subject:"Unit root test"
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Volatilität
Unit root test
Börsenkurs
100
Share price
100
Estimation
97
Schätzung
97
Capital income
94
Kapitaleinkommen
94
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73
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Article in journal
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96
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Narayan, Paresh Kumar
Demirer, Rıza
Gupta, Rangan
159
Bahmani-Oskooee, Mohsen
96
Chang, Tsangyao
89
Bouri, Elie
88
Ma, Feng
87
Tiwari, Aviral Kumar
76
McAleer, Michael
75
Gil-Alaña, Luis A.
69
Hammoudeh, Shawkat
63
Taylor, Robert
61
Caporale, Guglielmo Maria
59
Su, Chi-Wei
55
Kang, Sang Hoon
53
Wohar, Mark E.
53
Bollerslev, Tim
51
McMillan, David G.
49
Mensi, Walid
48
Xuan Vinh Vo
47
Kumar, Dilip
44
Wang, Yudong
43
Leybourne, Stephen James
40
Pierdzioch, Christian
40
Andersen, Torben
39
Zhang, Yaojie
39
Phillips, Peter C. B.
38
Salisu, Afees A.
38
Lee, Chien-chiang
37
Wei, Yu
37
Westerlund, Joakim
37
Corbet, Shaen
36
Hegerty, Scott W.
36
Lau, Chi Keung
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Yoon, Seong-min
35
Chang, Hsu-Ling
34
Lucey, Brian M.
34
Roubaud, David
34
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Energy economics
13
Applied economics
12
Journal of international financial markets, institutions & money
8
Applied economics letters
4
Emerging markets review
4
Economic modelling
3
Economics letters
3
Pacific economic review
3
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2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
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2
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2
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
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1
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1
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OPEC energy review
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Oxford bulletin of economics and statistics
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Review of Pacific Basin financial markets and policies
1
Scottish journal of political economy : the journal of the Scottish Economic Society
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ECONIS (ZBW)
96
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Climate uncertainty and carbon emissions prices : the relative roles of transition and physical climate risks
Ozturk, Serda Selin
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
217
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013465491
Saved in:
8
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:
9
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:
10
Oil shocks and directional predictability of macroeconomic uncertainties of developed economies : evidence from high-frequency data
Shahzad, Syed Jawad Hussain
;
Gupta, Rangan
;
Demirer, Rıza
- In:
Scottish journal of political economy : the journal of …
69
(
2022
)
2
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013190691
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