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subject:"Forecasting model"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"International review of financial analysis"
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Forecasting model
United States
Estimation
221
Schätzung
220
Capital income
93
Kapitaleinkommen
93
Volatility
75
Volatilität
75
Börsenkurs
73
Share price
73
Aktienmarkt
63
Stock market
63
Prognoseverfahren
50
Theorie
45
Theory
45
Welt
38
World
38
Risiko
33
Risk
33
Portfolio selection
32
Portfolio-Management
32
ARCH model
31
ARCH-Modell
31
CAPM
30
Risikoprämie
23
Risk premium
23
Spillover effect
22
Spillover-Effekt
22
Anlageverhalten
21
Behavioural finance
21
Oil price
17
Ölpreis
17
Financial crisis
15
Finanzkrise
15
China
14
Markov chain
14
Markov-Kette
14
Devisenmarkt
13
Exchange rate
13
Foreign exchange market
13
Wechselkurs
13
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Article
59
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59
Aufsatz in Zeitschrift
59
Language
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English
59
Author
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Ma, Feng
5
Nonejad, Nima
3
Charles, Amélie
2
Coakley, Jerry
2
Darné, Olivier
2
Gong, Xue
2
Huang, Yisu
2
Kim, Jae H.
2
Salisu, Afees A.
2
Xuan Vinh Vo
2
Zaremba, Adam
2
Aharon, David Y.
1
Alexiou, Constantinos
1
Antonakakis, Nikolaos
1
Avdoulas, Christos
1
Baur, Dirk G.
1
Beckmann, Joscha
1
Bee, Marco
1
Bekiros, Stelios
1
Bilgin, Mehmet Huseyin
1
Bouri, Elie
1
Brawn, Derek A.
1
Brooks, Robert
1
Cai, Yuzhi
1
Caloia, Francesco Giuseppe
1
Cipollini, Andrea
1
Cummins, Mark
1
Czudaj, Robert
1
Dai, Zhifeng
1
Degiannakis, Stavros
1
Dias, Ishanka K.
1
Diaz-Rainey, Ivan
1
Ding, Hui
1
Do, Hung Xuan
1
Dowling, Michael
1
Dunbar, Kwamie
1
Ellington, Michael
1
Fabozzi, Frank J.
1
Fernando, J. M. Ruwani
1
Fernando, P. Narada D.
1
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International review of financial analysis
Working paper / National Bureau of Economic Research, Inc.
463
Discussion paper / Centre for Economic Policy Research
388
International journal of forecasting
104
Finance research letters
101
Applied economics
93
Economic modelling
81
Energy economics
69
The North American journal of economics and finance : a journal of financial economics studies
66
International review of economics & finance : IREF
57
Journal of banking & finance
55
American economic journal : a journal of the American Economic Association
54
Applied economics letters
52
Economics letters
51
Journal of econometrics
51
Journal of empirical finance
49
Journal of financial economics
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Discussion papers / CEPR
39
Journal of forecasting
39
Journal of international money and finance
35
SpringerLink / Bücher
35
The review of financial studies
35
Journal of applied econometrics
33
Pacific-Basin finance journal
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
The American economic review
32
Journal of international financial markets, institutions & money
31
Academy of Management journal : AMJ
28
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
Journal of economic dynamics & control
27
Research in international business and finance
26
Journal of macroeconomics
22
Journal of financial and quantitative analysis : JFQA
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
NBER working paper series
20
The European journal of finance
20
The journal of finance : the journal of the American Finance Association
20
Journal of financial markets
19
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ECONIS (ZBW)
59
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1
A new view of risk contagion by decomposition of dependence structure : Empirical analysis of Sino-US stock markets
Zheng, Yanting
;
Luan, Xin
;
Xin, Lu
;
Liu, Jiaming
- In:
International review of financial analysis
90
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014470629
Saved in:
2
Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin
;
Zhang, Li
;
Li, Lihong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471874
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Tracking investor gambling intensity
Zhu, Hongbing
;
Yang, Lihua
;
Xu, Changxin
- In:
International review of financial analysis
86
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014248291
Saved in:
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