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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"International review of financial analysis"
~subject:"ARCH model"
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Forecasting model
Stock market
ARCH model
Estimation
324
Schätzung
323
Capital income
130
Kapitaleinkommen
130
Volatility
102
Volatilität
102
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Ma, Feng
5
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Kim, Jae H.
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2
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International review of financial analysis
Finance research letters
187
Applied economics
182
Economic modelling
167
International journal of forecasting
154
International review of economics & finance : IREF
148
Applied economics letters
143
Journal of empirical finance
124
The North American journal of economics and finance : a journal of financial economics studies
120
Journal of banking & finance
119
Energy economics
117
Journal of forecasting
109
Applied financial economics
99
Research in international business and finance
99
Journal of international financial markets, institutions & money
97
Working paper / National Bureau of Economic Research, Inc.
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Journal of econometrics
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NBER working paper series
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NBER Working Paper
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The European journal of finance
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Journal of risk and financial management : JRFM
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CESifo working papers
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Economics letters
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Pacific-Basin finance journal
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Journal of international money and finance
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
International journal of finance & economics : IJFE
61
Discussion paper / Tinbergen Institute
57
International journal of economics and finance
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
Review of quantitative finance and accounting
50
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
48
The journal of futures markets
46
International journal of economics and financial issues : IJEFI
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
154
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11
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
Saved in:
12
Does stock market index adjustment affect environmental information disclosure? : Evidence from China
Li, Qiang
;
Wang, Shengying
;
He, Zichun
;
Li, Hanqiao
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014460498
Saved in:
13
Asymmetric volatility in the cryptocurrency market : new evidence from models with structural breaks
Aharon, David Y.
;
Butt, Hassan Anjum
;
Jaffri, Ali
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460602
Saved in:
14
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
15
Good volatility, bad volatility, and the cross section of cryptocurrency returns
Zhang, Zehua
;
Zhao, Ran
- In:
International review of financial analysis
89
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464825
Saved in:
16
Forecasting European stock volatility : the role of the UK
Gao, Jun
;
Gao, Xiang
;
Gu, Chen
- In:
International review of financial analysis
89
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014464832
Saved in:
17
Predicting inflation expectations : a habit-based explanation under hedging
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
International review of financial analysis
89
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014467052
Saved in:
18
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
19
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
Saved in:
20
Corruption and stock market development : developing vs. developed economies
Chowdhury, Md Shahedur R.
;
Khraiche, Maroula
;
Boudreau, …
- In:
International review of financial analysis
89
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014467253
Saved in:
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