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subject:"Finanzanalyse"
subject:"Forecasting model"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Estimation theory"
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Finanzanalyse
Forecasting model
Estimation theory
Estimation
1,036
Schätzung
1,036
Theorie
202
Theory
202
USA
149
United States
149
Volatility
139
Volatilität
139
Cointegration
115
Kointegration
115
Börsenkurs
114
Share price
114
Time series analysis
112
Zeitreihenanalyse
112
Capital income
111
Kapitaleinkommen
111
Welt
109
World
109
Panel
101
Panel study
101
Prognoseverfahren
86
VAR model
82
VAR-Modell
82
Deutschland
77
Germany
77
Aktienmarkt
74
Stock market
74
Geldpolitik
73
Monetary policy
73
Economic growth
68
Wirtschaftswachstum
68
ARCH model
67
ARCH-Modell
67
EU countries
65
EU-Staaten
65
Exchange rate
64
Wechselkurs
64
Inflation
61
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Article
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143
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143
Collection of articles of several authors
1
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1
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1
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1
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English
143
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Gupta, Rangan
6
Dai, Zhifeng
4
Nonejad, Nima
4
Pierdzioch, Christian
3
Egger, Peter
2
Herwartz, Helmut
2
Klaassen, Franc
2
Lee, Hyejin
2
Liu, Qiang
2
Meng, Ming
2
Naser, Hanan
2
Oh, Dong-Yop
2
Wohar, Mark E.
2
Adachi, Takanori
1
Ahmad, Nasir
1
Alaali, Fatema
1
Alemany, Nuria
1
Allen, David E.
1
Almanidis, Pavlos
1
Ando, Michihito
1
Andrews, Martyn J.
1
Anjum, Hassan
1
Aquino, Juan Carlos
1
Aragó, Vicent
1
Arin, Kerim Peren
1
Arora, Vipin
1
Asai, Manabu
1
Auer, Benjamin R.
1
Bachmann, Andreas
1
Baltagi, Badi H.
1
Barrio Castro, Tomas del
1
Bec, Frédérique
1
Bellos, Sotirios K.
1
Brugal, Ivan
1
Bulligan, Guido
1
Busetti, Fabio
1
Buss, Ginters
1
Cai, Nan
1
Cai, Zongwu
1
Caivano, Michele
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
258
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
173
International journal of forecasting
157
Economics letters
150
Applied economics
123
Applied economics letters
117
Journal of forecasting
117
Economic modelling
115
Journal of banking & finance
110
Finance research letters
104
NBER Working Paper
103
NBER working paper series
96
Working paper / National Bureau of Economic Research, Inc.
90
Journal of empirical finance
87
Working paper
84
Discussion paper / Centre for Economic Policy Research
77
Econometric reviews
73
International review of financial analysis
73
Energy economics
70
CESifo working papers
69
Discussion paper / Tinbergen Institute
68
Discussion paper series / IZA
67
Journal of applied econometrics
67
Journal of financial economics
66
International review of economics & finance : IREF
65
CEMMAP working papers / Centre for Microdata Methods and Practice
52
Discussion paper
50
Discussion papers / CEPR
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Journal of international money and finance
46
Finance and economics discussion series
45
Working paper / Department of Econometrics and Business Statistics, Monash University
41
The European journal of finance
40
Applied financial economics
38
IZA Discussion Paper
37
Journal of risk and financial management : JRFM
37
SFB 649 discussion paper
37
Econometrics : open access journal
36
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ECONIS (ZBW)
143
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
8
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
9
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
10
Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
Golitsis, Petros
;
Gkasis, Pavlos
;
Bellos, Sotirios K.
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014225729
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