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subject:"Canada"
subject:"Großbritannien"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Time series analysis"
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Canada
Großbritannien
Time series analysis
Estimation
548
Schätzung
548
Volatility
140
Volatilität
140
Capital income
130
Kapitaleinkommen
130
Börsenkurs
128
Share price
128
Theorie
126
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Aktienmarkt
98
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Gupta, Rangan
7
Gil-Alaña, Luis A.
5
Nonejad, Nima
3
Caporale, Guglielmo Maria
2
De Grauwe, Paul
2
Demirer, Rıza
2
Liu, Qiang
2
Ogbonna, Ahamuefula E.
2
Pierdzioch, Christian
2
Salisu, Afees A.
2
Tiwari, Aviral Kumar
2
Yaya, OlaOluwa S.
2
Abosedra, Salah S.
1
Adewuyi, Adeolu O.
1
Al-Shboul, Mohammad
1
Alexakis, Panayotis
1
Altavilla, Carlo
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Anwar, Sajid
1
Aslanidis, Nektarios
1
Bai, Ye
1
Balcilar, Mehmet
1
Barradas, Ricardo
1
Beckmann, Joscha
1
Bein, Murad A.
1
Ben Omrane, Walid
1
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1
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1
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Caglayan, Mustafa
1
Camilleri, Silvio John
1
Cano, Jose Ángel
1
Cao, Zeyang
1
Carcel, Hector
1
Cayen, Jean-Philippe
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International journal of finance & economics : IJFE
The North American journal of economics and finance : a journal of financial economics studies
Discussion paper series / IZA
295
Applied economics
235
Discussion paper / Centre for Economic Policy Research
134
CESifo working papers
130
Economic modelling
127
Journal of econometrics
126
Working paper / National Bureau of Economic Research, Inc.
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
113
NBER Working Paper
110
IZA Discussion Paper
109
Applied economics letters
108
NBER working paper series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
105
Economics letters
96
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96
Applied financial economics
84
Discussion paper / Tinbergen Institute
78
International journal of forecasting
78
Discussion paper
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
70
The Canadian journal of economics
64
Energy economics
61
International review of economics & finance : IREF
60
Journal of international money and finance
60
Journal of applied econometrics
57
Oxford bulletin of economics and statistics
55
Discussion papers in economics
54
Journal of forecasting
52
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
50
Econometric reviews
48
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Working papers / Bank of England
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43
Discussion paper / Centre for Economic Forecasting
42
CESifo Working Paper Series
41
The economic journal : the journal of the Royal Economic Society
41
Journal of macroeconomics
40
Journal of empirical finance
39
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ECONIS (ZBW)
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1
Study of the leading European construction companies using risk factor models
Escribano, Ana
;
Jareño, Francisco
;
Cano, Jose Ángel
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3386-3402
Persistent link: https://www.econbiz.de/10014327752
Saved in:
2
Trend inflation in Sweden
Österholm, Pär
;
Poon, Aubrey
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4707-4716
Persistent link: https://www.econbiz.de/10014430060
Saved in:
3
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
4
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
5
Macroeconomic determinants of households' indebtedness in Portugal : what really matters in the era of financialisation?
Romão, Ana
;
Barradas, Ricardo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 383-401
Persistent link: https://www.econbiz.de/10014469016
Saved in:
6
Financial development and business cycle volatility nexus in the UAE : evidence from non-linear regime-shift and asymmetric tests
Abosedra, Salah S.
;
Fakih, Ali
;
Ghosh, Sajal
;
Kanjilal, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2729-2741
Persistent link: https://www.econbiz.de/10014327582
Saved in:
7
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
8
The euro to dollar exchange rate in the Covid-19 era : evidence from spectral causality and Markov-switching estimation
Konstantakis, Konstantinos N.
;
Melissaropoulos, Ioannis G.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2037-2055
Persistent link: https://www.econbiz.de/10014253649
Saved in:
9
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
10
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
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