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accessRights:"restricted"
subject:"United Kingdom"
~isPartOf:"International review of economics & finance : IREF"
~subject:"United States"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Estimation
330
Schätzung
330
Capital income
93
Kapitaleinkommen
93
Volatility
87
Volatilität
87
Börsenkurs
78
Share price
78
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78
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64
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Gil-Alaña, Luis A.
3
Gupta, Rangan
3
Ahmad, Wasim
2
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Shyh-Wei
2
McAleer, Michael
2
Wohar, Mark E.
2
Xie, Zixiong
2
Abakah, Emmanuel Joel Aikins
1
Abiyev, Vasif
1
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1
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1
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1
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1
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1
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1
Balli, Hatice Ozer
1
Bekiros, Stelios
1
Boschen, John Fink
1
Boughrara, Adel
1
Brooks, Robert
1
Bu, Jinfeng
1
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1
Ceylan, Reşat
1
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1
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1
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1
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1
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1
Court, Eduardo
1
Dahmene, Meriam
1
Dias, José Carlos
1
Do, Hung Xuan
1
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1
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1
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International review of economics & finance : IREF
Working paper / National Bureau of Economic Research, Inc.
471
Discussion paper / Centre for Economic Policy Research
439
Economic modelling
108
Applied economics
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
Journal of econometrics
87
Energy economics
71
Economics letters
67
Applied economics letters
65
The North American journal of economics and finance : a journal of financial economics studies
60
American economic journal : a journal of the American Economic Association
55
Finance research letters
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
54
International journal of forecasting
53
Discussion papers / CEPR
38
Journal of economic dynamics & control
35
The review of financial studies
34
SpringerLink / Bücher
33
The American economic review
33
Academy of Management journal : AMJ
29
Journal of applied econometrics
29
Journal of banking & finance
28
Research in international business and finance
27
Econometric reviews
26
Journal of empirical finance
25
International review of financial analysis
24
Journal of macroeconomics
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Journal of financial econometrics
23
NBER working paper series
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Journal of international money and finance
21
Computational economics
20
Journal of forecasting
20
The journal of finance : the journal of the American Finance Association
20
International journal of finance & economics : IJFE
19
The review of economics and statistics
19
Macroeconomic dynamics
18
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ECONIS (ZBW)
53
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1
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
2
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
3
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
4
A semi-parametric study on dynamic linkages among international real interest rates
You, Zhongyuan
;
Goodwin, Barry K.
;
Guney, Selin
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 215-229
Persistent link: https://www.econbiz.de/10014431312
Saved in:
5
Risk-return trade-off in the Australian Securities Exchange : accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 384-401
Persistent link: https://www.econbiz.de/10013342033
Saved in:
6
Measuring financial cycles : empirical evidence for Germany, United Kingdom and United States of America
Dutra, Tiago Mota
;
Dias, José Carlos
;
Teixeira, João C. A.
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 599-630
Persistent link: https://www.econbiz.de/10013345776
Saved in:
7
The budgets of wars : analysis of the US defense stocks in the Post-Cold War era
Gurdgiev, Constantin
;
Henrichsen, Aaron
;
Mulhair, Andrew
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 335-346
Persistent link: https://www.econbiz.de/10013543140
Saved in:
8
Canadian stock market volatility under COVID-19
Xu, Dinghai
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 159-169
Persistent link: https://www.econbiz.de/10013330750
Saved in:
9
Mean reversion in Asia-Pacific stock prices : new evidence from quantile unit root tests
Nartea, Gilbert V.
;
Valera, Harold Glenn A.
;
Valera, …
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 214-230
Persistent link: https://www.econbiz.de/10012692224
Saved in:
10
Let's take a smooth break : stock return predictability revisited
Luo, Shikong
;
Yan, Xinyan
;
Yang, Haoyi
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 300-314
Persistent link: https://www.econbiz.de/10012692492
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