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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:"Zeitreihenanalyse"
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Finanzanalyse
Forecasting model
Zeitreihenanalyse
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
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
Estimation theory
60
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Undetermined
110
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Article
177
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Article in journal
177
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177
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English
177
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Gupta, Rangan
9
Gil-Alaña, Luis A.
5
Dai, Zhifeng
4
Nonejad, Nima
4
Caporale, Guglielmo Maria
3
Meng, Ming
3
Murasawa, Yasutomo
3
Pierdzioch, Christian
3
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Cuñado Eizaguirre, Juncal
2
Hassler, Uwe
2
Herwartz, Helmut
2
Juan Fernández, Aránzazu de
2
Jönsson, Kristian
2
Klaassen, Franc
2
Lee, Hyejin
2
Liu, Qiang
2
Martín-Arroyo, Antonio S.
2
McAleer, Michael
2
Naser, Hanan
2
Oh, Dong-Yop
2
Tiwari, Aviral Kumar
2
Wohar, Mark E.
2
Aguiar-Conraria, Luís
1
Ahmad, Nasir
1
Aiello, Francesco
1
Al-Shboul, Mohammad
1
Alaali, Fatema
1
Alemany, Nuria
1
Andersson, Fredrik N. G.
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Anwar, Sajid
1
Aragó, Vicent
1
Arin, Kerim Peren
1
Asai, Manabu
1
Asche, Frank
1
Atukeren, Erdal
1
Aubyn, Miguel St.
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
165
International journal of forecasting
163
Journal of econometrics
152
Economic modelling
148
Applied economics letters
132
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
126
Journal of forecasting
119
Finance research letters
112
Journal of banking & finance
105
Economics letters
100
CESifo working papers
99
Energy economics
91
International review of economics & finance : IREF
90
Journal of empirical finance
89
Working paper
88
Discussion paper / Tinbergen Institute
86
International review of financial analysis
78
Discussion paper / Centre for Economic Policy Research
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Working paper / National Bureau of Economic Research, Inc.
66
Journal of financial economics
64
NBER Working Paper
64
Journal of applied econometrics
63
NBER working paper series
60
Journal of international money and finance
55
Applied financial economics
53
Econometric reviews
53
Journal of economic dynamics & control
46
Discussion papers / Deutsches Institut für Wirtschaftsforschung
43
Finance and economics discussion series
43
International journal of finance & economics : IJFE
41
Journal of international financial markets, institutions & money
41
Journal of risk and financial management : JRFM
40
Pacific-Basin finance journal
40
CREATES research paper
38
Journal of macroeconomics
38
Macroeconomic dynamics
37
Research in international business and finance
37
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ECONIS (ZBW)
177
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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
Determining hedges and safe havens for stocks using interval analysis
Chang, Meng-Shiuh
;
Ju, Peijie
;
Liu, Yilei
;
Hsueh, Shao-Chieh
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013449302
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