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subject:"Time series analysis"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Forecasting model"
~subject:"World"
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Time series analysis
Forecasting model
World
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Kapitaleinkommen
89
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Gupta, Rangan
7
Dai, Zhifeng
4
Hau, Liya
4
Pierdzioch, Christian
4
Zhu, Huiming
4
Lee, Chien-chiang
3
Nonejad, Nima
3
Salisu, Afees A.
3
Wohar, Mark E.
3
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2
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2
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2
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2
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2
Ur Rehman, Mobeen
2
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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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Asai, Manabu
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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
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1
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The North American journal of economics and finance : a journal of financial economics studies
CESifo working papers
343
Working paper / National Bureau of Economic Research, Inc.
338
Applied economics
317
NBER working paper series
304
NBER Working Paper
288
Discussion paper / Centre for Economic Policy Research
257
Economic modelling
252
Applied economics letters
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Energy economics
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Economics letters
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Working paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
164
International journal of forecasting
163
Finance research letters
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Journal of econometrics
155
Journal of international money and finance
155
International review of economics & finance : IREF
147
Discussion paper series / IZA
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CESifo Working Paper Series
119
Journal of forecasting
119
Journal of empirical finance
108
International review of financial analysis
107
Journal of applied econometrics
93
IMF working papers
85
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84
Discussion paper
82
Journal of international financial markets, institutions & money
81
Journal of financial economics
76
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
75
Kiel working paper
74
International journal of finance & economics : IJFE
73
International Journal of Energy Economics and Policy : IJEEP
70
IZA Discussion Paper
69
Research in international business and finance
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ECONIS (ZBW)
106
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1
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
Saved in:
2
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:
3
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:
4
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:
5
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
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6
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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7
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:
8
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
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9
Financial development, financial instability, and fiscal policy volatility : international evidence
Ma, Yong
;
Lv, Lin
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014246920
Saved in:
10
How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong
;
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
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