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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:"Panel"
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Finanzanalyse
Forecasting model
Panel
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 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
Estimation theory
60
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English
187
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Gupta, Rangan
6
Dai, Zhifeng
4
Nonejad, Nima
4
Herwartz, Helmut
3
Pierdzioch, Christian
3
Baltagi, Badi H.
2
Di Iorio, Francesca
2
Fachin, Stefano
2
Holmes, Mark J.
2
Kim, Ji Uk
2
Klaassen, Franc
2
Naser, Hanan
2
Salisu, Afees A.
2
Steiner, Andreas
2
Vaona, Andrea
2
Westerlund, Joakim
2
Wohar, Mark E.
2
Abubaker, Riyad
1
Adediran, Idris A.
1
Ahmad, Nasir
1
Alaali, Fatema
1
Alemany, Nuria
1
Andersson, Fredrik N. G.
1
Anjum, Hassan
1
Aquino, Juan Carlos
1
Aragó, Vicent
1
Araujo, Pedro de
1
Arin, Kerim Peren
1
Asai, Manabu
1
Aslanidis, Nektarios
1
Atems, Bebonchu
1
Augusto, Mário A. G.
1
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1
Banerjee, Anindya
1
Bec, Frédérique
1
Bellos, Sotirios K.
1
Benos, Nikos
1
Benítez-Silva, Hugo
1
Bianconi, Marcelo
1
Bick, Alexander
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
Applied economics
188
Economic modelling
168
Journal of econometrics
155
International journal of forecasting
153
Applied economics letters
150
Economics letters
128
CESifo working papers
123
Discussion paper series / IZA
120
Energy economics
113
Finance research letters
111
Journal of forecasting
108
International review of economics & finance : IREF
98
Journal of banking & finance
95
Working paper
88
Working paper / National Bureau of Economic Research, Inc.
78
International review of financial analysis
77
The empirical economics letters : a monthly international journal of economics
77
NBER working paper series
76
NBER Working Paper
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Journal of empirical finance
71
Discussion paper / Centre for Economic Policy Research
67
IZA Discussion Paper
61
Journal of financial economics
61
Journal of applied econometrics
56
Discussion paper / Tinbergen Institute
55
Journal of international money and finance
53
Discussion paper
49
International journal of finance & economics : IJFE
48
The European journal of finance
46
Journal of risk and financial management : JRFM
42
Discussion papers / Deutsches Institut für Wirtschaftsforschung
41
International Journal of Energy Economics and Policy : IJEEP
41
Empirical economics : a quarterly journal of the Institute for Advanced Studies
40
International journal of economics and finance
40
Journal of international financial markets, institutions & money
40
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
40
Applied financial economics
39
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ECONIS (ZBW)
187
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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
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:
7
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:
8
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:
9
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
Saved in:
10
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
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