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subject:"Forecasting model"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion papers in economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Großbritannien"
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Search: subject_exact:"Estimation"
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Forecasting model
Zeitreihenanalyse
Großbritannien
Estimation
429
Schätzung
429
Theorie
115
Theory
115
Capital income
103
Kapitaleinkommen
103
Volatility
102
Volatilität
102
Börsenkurs
89
Share price
89
USA
67
United States
67
Aktienmarkt
66
Stock market
66
United Kingdom
55
Prognoseverfahren
53
Welt
49
World
49
ARCH model
48
ARCH-Modell
48
Time series analysis
41
Cointegration
40
Kointegration
40
Exchange rate
37
Wechselkurs
37
Portfolio selection
36
Portfolio-Management
36
CAPM
35
Spillover effect
34
Spillover-Effekt
34
VAR model
34
VAR-Modell
34
Geldpolitik
30
Monetary policy
30
Anlageverhalten
27
Behavioural finance
27
Risiko
27
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Article
76
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55
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Article in journal
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Aufsatz in Zeitschrift
76
Arbeitspapier
46
Working Paper
46
Graue Literatur
43
Non-commercial literature
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English
131
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Gupta, Rangan
6
Blundell, Richard W.
4
Dai, Zhifeng
4
Easaw, Joshy Z.
4
Gylfi Zoega
4
Davies, Hugh
3
Garratt, Dean
3
Iacone, Fabrizio
3
Mumford, Karen
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Booth, Alison L.
2
Chang, Chia-Lin
2
Coroneo, Laura
2
Francesconi, Marco
2
Gravelle, Hugh
2
Harris, Richard D. F.
2
Jones, Andrew M.
2
Leslie, Derek G.
2
Liu, Qiang
2
McAleer, Michael
2
Peronaci, Romana
2
Philippopulos, Apostolēs
2
Preston, Ian
2
Smith, Peter C.
2
Smith, Peter N.
2
Wall, Howard J.
2
Wickens, Michael R.
2
Wohar, Mark E.
2
Abbott, Andrew
1
Ahmad, Nasir
1
Al-Shboul, Mohammad
1
Albayrak, Nursen
1
Alemany, Nuria
1
Almeida-Santos, Filipe
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Anwar, Sajid
1
Aragó, Vicent
1
Arnold, Simon P.
1
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University of York / Department of Economics and Related Studies
7
Birkbeck College / Department of Economics
6
University of Exeter / Department of Economics
5
Manchester Metropolitan University
2
Centre for Research in Economic History
1
University of Glasgow / Department of Economics
1
Published in...
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Discussion papers in economics
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
262
Discussion paper series / IZA
247
Economic modelling
168
Discussion paper / Centre for Economic Policy Research
164
International journal of forecasting
163
Journal of econometrics
159
Applied economics letters
149
CESifo working papers
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
133
Working paper / National Bureau of Economic Research, Inc.
127
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
126
Economics letters
120
Journal of forecasting
120
Working paper
119
NBER working paper series
117
NBER Working Paper
116
Finance research letters
114
Journal of banking & finance
106
International review of economics & finance : IREF
98
Discussion paper / Tinbergen Institute
94
Energy economics
94
IZA Discussion Paper
94
Applied financial economics
93
Journal of empirical finance
92
Discussion paper
85
International review of financial analysis
80
Journal of international money and finance
80
Journal of applied econometrics
78
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
75
Journal of financial economics
69
Oxford bulletin of economics and statistics
60
Discussion papers / Deutsches Institut für Wirtschaftsforschung
59
International journal of finance & economics : IJFE
57
The European journal of finance
57
Econometric reviews
56
Journal of economic dynamics & control
50
CESifo Working Paper Series
48
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
131
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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
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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
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
-
2020
Persistent link: https://www.econbiz.de/10012491888
Saved in:
9
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:
10
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
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