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subject:"Time series analysis"
subject:"United States"
~isPartOf:"International review of economics & finance : IREF"
~type_genre:"Aufsatz in Zeitschrift"
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Time series analysis
United States
Estimation
476
Schätzung
475
Capital income
119
Kapitaleinkommen
119
Theorie
118
Theory
118
Volatility
110
Volatilität
110
Börsenkurs
104
Share price
104
Stock market
88
Aktienmarkt
87
Welt
73
World
73
Forecasting model
53
Prognoseverfahren
53
Exchange rate
52
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50
ARCH model
46
ARCH-Modell
46
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Kointegration
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USA
43
Zeitreihenanalyse
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Panel
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Panel study
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Risiko
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Oil price
36
Portfolio selection
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Portfolio-Management
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Ölpreis
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Aufsatz in Zeitschrift
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81
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81
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Gupta, Rangan
3
McAleer, Michael
3
Ahmad, Wasim
2
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Shyh-Wei
2
Gil-Alaña, Luis A.
2
Hammoudeh, Shawkat
2
Wohar, Mark E.
2
Wu, Chunchi
2
Xie, Zixiong
2
Ōgaki, Masao
2
Abakah, Emmanuel Joel Aikins
1
Abiyev, Vasif
1
Adarov, Amat
1
Ahmad, Ahmad Hassan
1
Akanni, Lateef O.
1
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1
Asai, Manabu
1
Aworinde, Olalekan Bashir
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Bekiros, Stelios
1
Binswanger, Mathias
1
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1
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1
Brooks, Robert
1
Bu, Jinfeng
1
Ceylan, Reşat
1
Cha, Baekin
1
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1
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1
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1
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1
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1
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1
Chen, Wen-Yi
1
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International review of economics & finance : IREF
Applied economics
337
Applied economics letters
209
The review of economics and statistics
171
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
167
Journal of econometrics
162
Economic modelling
157
The American economic review
151
The journal of finance : the journal of the American Finance Association
148
Economics letters
135
Journal of applied econometrics
118
Applied financial economics
117
Journal of international money and finance
92
The review of financial studies
92
Journal of money, credit and banking : JMCB
87
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
87
Energy economics
85
The journal of futures markets
85
International journal of forecasting
82
Journal of banking & finance
77
Journal of political economy
76
The North American journal of economics and finance : a journal of financial economics studies
76
American economic journal : a journal of the American Economic Association
75
Journal of financial and quantitative analysis : JFQA
74
Journal of economic dynamics & control
72
Journal of macroeconomics
72
Journal of monetary economics
70
Southern economic journal
64
Journal of labor economics
61
Journal of forecasting
59
Journal of financial economics
58
Econometric reviews
57
The quarterly journal of economics
56
Economic inquiry : journal of the Western Economic Association International
53
Macroeconomic dynamics
53
Finance research letters
51
American journal of agricultural economics
50
Journal of empirical finance
50
Journal of human resources : JHR
49
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ECONIS (ZBW)
81
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1
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
2
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
3
Stock market volatility prediction : evidence from a new bagging model
Luo, Qin
;
Bu, Jinfeng
;
Xu, Weiju
;
Huang, Dengshi
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 445-456
Persistent link: https://www.econbiz.de/10014472410
Saved in:
4
Risk-return trade-off in the Australian Securities Exchange : accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 384-401
Persistent link: https://www.econbiz.de/10013342033
Saved in:
5
Measuring financial cycles : empirical evidence for Germany, United Kingdom and United States of America
Dutra, Tiago Mota
;
Dias, José Carlos
;
Teixeira, João C. A.
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 599-630
Persistent link: https://www.econbiz.de/10013345776
Saved in:
6
The budgets of wars : analysis of the US defense stocks in the Post-Cold War era
Gurdgiev, Constantin
;
Henrichsen, Aaron
;
Mulhair, Andrew
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 335-346
Persistent link: https://www.econbiz.de/10013543140
Saved in:
7
Canadian stock market volatility under COVID-19
Xu, Dinghai
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 159-169
Persistent link: https://www.econbiz.de/10013330750
Saved in:
8
Mean reversion in Asia-Pacific stock prices : new evidence from quantile unit root tests
Nartea, Gilbert V.
;
Valera, Harold Glenn A.
;
Valera, …
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 214-230
Persistent link: https://www.econbiz.de/10012692224
Saved in:
9
Let's take a smooth break : stock return predictability revisited
Luo, Shikong
;
Yan, Xinyan
;
Yang, Haoyi
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 300-314
Persistent link: https://www.econbiz.de/10012692492
Saved in:
10
Black swan events and COVID-19 outbreak : sector level evidence from the US, UK, and European stock markets
Ahmad, Wasim
;
Kutan, Ali Mustafa
;
Gupta, Smarth
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 546-557
Persistent link: https://www.econbiz.de/10012692797
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