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subject:"Estimation theory"
subject:"USA"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Prognoseverfahren"
~subject:"World"
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Estimation theory
USA
Prognoseverfahren
World
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Kapitaleinkommen
89
Börsenkurs
86
Share price
86
Aktienmarkt
61
Stock market
61
Theorie
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Theory
60
Forecasting model
48
United States
45
ARCH model
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ARCH-Modell
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Welt
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Wechselkurs
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Portfolio selection
34
Portfolio-Management
34
Time series analysis
34
Zeitreihenanalyse
34
Cointegration
33
Kointegration
33
Spillover effect
33
Spillover-Effekt
33
VAR model
29
VAR-Modell
29
Geldpolitik
28
Monetary policy
28
Anlageverhalten
26
Behavioural finance
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CAPM
25
China
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Gupta, Rangan
10
Dai, Zhifeng
4
Hau, Liya
4
Pierdzioch, Christian
4
Zhu, Huiming
4
Chen, Mei-Ping
3
Ji, Qiang
3
Kang, Sang Hoon
3
Lee, Chien-chiang
3
Nonejad, Nima
3
Salisu, Afees A.
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Adediran, Idris A.
2
Balcilar, Mehmet
2
Chen, Qitong
2
Dash, Saumya Ranjan
2
Liu, Qiang
2
Maitra, Debasish
2
Mensi, Walid
2
Xuan Vinh Vo
2
Ahmad, Nasir
1
Ahmed, Walid M. A.
1
Al Rababa'a, Abdel Razzaq
1
Alemany, Nuria
1
Allen, David E.
1
Alomari, Mohammad
1
Anjum, Hassan
1
Aragó, Vicent
1
Arize, Augustine Chuck
1
Asai, Manabu
1
Auer, Benjamin R.
1
Balistreri, Edward J.
1
Bampinas, Georgios
1
Bec, Frédérique
1
Becker, Ralf
1
Beckmann, Joscha
1
Belke, Ansgar
1
Bellos, Sotirios K.
1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
1,794
Discussion paper / Centre for Economic Policy Research
605
Discussion paper series / IZA
590
Applied economics
513
NBER working paper series
476
CESifo working papers
446
NBER Working Paper
410
Applied economics letters
348
Journal of econometrics
295
Economics letters
282
Economic modelling
275
Working paper
268
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
244
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
242
Journal of international money and finance
215
The review of economics and statistics
201
Finance and economics discussion series
199
Energy economics
191
Journal of banking & finance
189
The American economic review
188
Journal of applied econometrics
173
Finance research letters
168
The journal of finance : the journal of the American Finance Association
167
Discussion paper
164
International review of economics & finance : IREF
162
International journal of forecasting
161
Applied financial economics
143
Discussion paper / Tinbergen Institute
142
CESifo Working Paper Series
133
The journal of futures markets
124
International review of financial analysis
122
Kiel working paper
122
IZA Discussion Paper
121
Journal of financial economics
121
Journal of forecasting
121
Journal of empirical finance
119
Discussion papers / CEPR
114
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
109
Journal of money, credit and banking : JMCB
107
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ECONIS (ZBW)
130
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1
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
Saved in:
2
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:
3
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
Saved in:
4
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
Saved in:
5
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
6
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
7
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
8
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
Saved in:
9
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
10
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
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