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subject:"Forecasting model"
subject:"Germany"
~isPartOf:"Schmollers Jahrbuch : journal of contextual economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Germany
Estimation
380
Schätzung
380
Volatility
96
Volatilität
96
Capital income
89
Kapitaleinkommen
89
Börsenkurs
87
Share price
87
Deutschland
70
Theorie
62
Theory
62
Aktienmarkt
61
Stock market
61
Prognoseverfahren
49
USA
46
United States
46
ARCH model
44
ARCH-Modell
44
Welt
44
World
44
Exchange rate
37
Wechselkurs
37
Portfolio selection
34
Portfolio-Management
34
Spillover effect
34
Spillover-Effekt
34
Time series analysis
34
Zeitreihenanalyse
34
Cointegration
33
Kointegration
33
Geldpolitik
29
Monetary policy
29
VAR model
29
VAR-Modell
29
Anlageverhalten
26
Behavioural finance
26
CAPM
25
China
23
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Undetermined
58
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Article
118
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Aufsatz in Zeitschrift
Article in journal
118
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English
98
German
20
Author
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Gupta, Rangan
5
Dai, Zhifeng
4
Nonejad, Nima
3
Pierdzioch, Christian
3
Wagner, Joachim
3
Addison, John T.
2
Fehr, Ernst
2
Frick, Bernd
2
Gerberding, Christina
2
Görzig, Bernd
2
Headey, Bruce
2
Hübler, Olaf
2
Jirjahn, Uwe
2
Kopetsch, Thomas
2
Kraft, Kornelius
2
Muffels, Ruud J. A.
2
Schnabel, Claus
2
Seitz, Franz
2
Stephan, Andreas
2
Wohar, Mark E.
2
Worms, Andreas
2
Ahmad, Nasir
1
Alda, Holger
1
Alemany, Nuria
1
Andrada Félix, Julián
1
Anger, Silke
1
Anjum, Hassan
1
Aragó, Vicent
1
Asai, Manabu
1
Balsmeier, Benjamin
1
Barg, Katherin
1
Bartling, Björn
1
Beblo, Miriam
1
Bec, Frédérique
1
Beckmann, Joscha
1
Bellmann, Lutz
1
Bellos, Sotirios K.
1
Bender, Stefan
1
Bermig, Andreas
1
Biewen, Martin
1
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Schmollers Jahrbuch : journal of contextual economics
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
188
International journal of forecasting
153
Jahrbücher für Nationalökonomie und Statistik
146
Applied economics letters
111
Journal of forecasting
109
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
105
Journal of banking & finance
94
Finance research letters
91
Economic modelling
90
Energy economics
79
Journal of empirical finance
74
Economics letters
73
International review of financial analysis
70
Journal of econometrics
70
Journal of international money and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
International review of economics & finance : IREF
64
Journal of financial economics
62
Journal for labour market research
61
Labour economics : official journal of the European Association of Labour Economists
60
Applied financial economics
54
Journal of applied econometrics
50
The European journal of finance
47
German economic review
39
Journal of international financial markets, institutions & money
37
Journal of economic behavior & organization : JEBO
35
Kredit und Kapital
34
European economic review : EER
32
International journal of finance & economics : IJFE
32
Pacific-Basin finance journal
32
Journal of macroeconomics
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
30
Journal of risk and financial management : JRFM
29
The journal of futures markets
29
Journal of population economics
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Journal of money, credit and banking : JMCB
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
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ECONIS (ZBW)
118
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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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