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subject:"Estimation theory"
subject:"Time series analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Börsenkurs"
~subject:"Stock market"
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Estimation theory
Time series analysis
Börsenkurs
Stock market
Estimation
246
Schätzung
246
Capital income
78
Kapitaleinkommen
78
Share price
72
Volatility
68
Volatilität
68
Aktienmarkt
61
Welt
47
World
47
Theorie
38
Theory
38
Exchange rate
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Wechselkurs
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ARCH model
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ARCH-Modell
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Forecasting model
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Prognoseverfahren
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CAPM
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Financial crisis
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United States
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Portfolio selection
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Portfolio-Management
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EU countries
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EU-Staaten
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Spillover effect
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Spillover-Effekt
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Cointegration
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Kointegration
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Financial market
17
Finanzmarkt
17
Risk
17
Zeitreihenanalyse
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English
110
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Narayan, Paresh Kumar
5
Zaremba, Adam
3
Cakici, Nusret
2
Dinh Hoang Bach Phan
2
Filis, George
2
Floros, Christos
2
Hammoudeh, Shawkat
2
Hou, Ai Jun
2
Kanas, Angelos
2
Kinateder, Harald
2
MacDonald, Ronald
2
Morelli, David
2
Papavassiliou, Vassilios G.
2
Sharma, Susan Sunila
2
Westerlund, Joakim
2
Abdou, Hussein A.
1
Al-Khazali, Osamah
1
Alaoui, Abdelkader O. el
1
Aloui, Chaker
1
An, Yahui
1
Anagnostidis, Panagiotis
1
Apostolakis, George N.
1
Ariff, Mohamed
1
Asgharian, Hossein
1
Assefa, Tibebe Abebe
1
Azad, A. S. M. Sohel
1
Babalos, Vassilios
1
Balcilar, Mehmet
1
Betzer, André
1
Bilgin, Mehmet Huseyin
1
Bley, Jorg
1
Bohl, Martin T.
1
Bongard, Inga van den
1
Bouri, Elie
1
Broadstock, David C.
1
Brooks, Robert
1
Brzeszczyński, Janusz
1
Bu, Ruijun
1
Buncic, Daniel
1
Byström, Hans N. E.
1
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Journal of international financial markets, institutions & money
Journal of econometrics
299
Applied economics letters
252
Applied economics
247
Economic modelling
231
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
200
Finance research letters
188
Economics letters
187
NBER working paper series
183
International review of economics & finance : IREF
173
Working paper / National Bureau of Economic Research, Inc.
173
NBER Working Paper
172
International review of financial analysis
156
Applied financial economics
154
Journal of banking & finance
153
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
143
CESifo working papers
139
Journal of empirical finance
133
The North American journal of economics and finance : a journal of financial economics studies
132
Energy economics
128
Research in international business and finance
108
Working paper
108
Discussion paper / Tinbergen Institute
107
Discussion paper / Centre for Economic Policy Research
97
International journal of forecasting
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
89
Journal of financial economics
85
Econometric reviews
84
Journal of risk and financial management : JRFM
84
International journal of finance & economics : IJFE
80
Journal of applied econometrics
80
Discussion paper series / IZA
79
Journal of international money and finance
78
Journal of forecasting
77
Pacific-Basin finance journal
76
International journal of economics and finance
75
The European journal of finance
75
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
72
International journal of economics and financial issues : IJEFI
71
Discussion paper
67
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ECONIS (ZBW)
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
2
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
3
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
4
Hedging effectiveness of cryptocurrencies in the European stock market
Gambarelli, Luca
;
Marchi, Gianluca
;
Muzzioli, Silvia
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014333731
Saved in:
5
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
6
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
7
European stock market volatility connectedness : the role of country and sector membership
Vidal-Llana, Xenxo
;
Uribe, Jorge
;
Guillén, Montserrat
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014245900
Saved in:
8
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
9
Asset pricing in bull and bear markets
Sampan Nettayanun
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014306379
Saved in:
10
Dynamic connectedness between investors' sentiment and asset prices : a comparison between major markets in Europe and USA
Sakariyahu, Rilwan
;
Johan, Sofia Atiqah
;
Lawal, Rodiat
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490069
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