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subject:"Volatilität"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Cointegration"
~subject:"Kointegration"
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Volatilität
Cointegration
Kointegration
Estimation
307
Schätzung
307
Volatility
96
Capital income
89
Kapitaleinkommen
89
Börsenkurs
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Gupta, Rangan
7
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Beckmann, Joscha
3
Belke, Ansgar
3
Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Chang, Chia-Lin
2
Dai, Zhifeng
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
2
Liu, Qiang
2
McAleer, Michael
2
Nonejad, Nima
2
Pérez Rodríguez, Jorge V.
2
Risse, Marian
2
Salisu, Afees A.
2
Xuan Vinh Vo
2
Zhang, Zhaoyong
2
Adediran, Idris A.
1
Ahmad, Ahmad Hassan
1
Ahmed, Walid M. A.
1
Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Al-Jarrah, Idries Mohammad Wanas
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Al-Shboul, Mohammad
1
Altay-Salih, Aslihan
1
An, Jiyoun
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Anwar, Sajid
1
Ao, Zhiming
1
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics
244
Economic modelling
218
Energy economics
195
Applied economics letters
167
International review of economics & finance : IREF
149
Finance research letters
131
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
124
Journal of econometrics
119
CESifo working papers
113
International Journal of Energy Economics and Policy : IJEEP
112
International review of financial analysis
110
International journal of economics and financial issues : IJEFI
108
Research in international business and finance
98
Journal of banking & finance
96
International journal of economics and finance
93
Working paper
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Applied financial economics
92
The empirical economics letters : a monthly international journal of economics
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Journal of empirical finance
90
Journal of international money and finance
88
Journal of international financial markets, institutions & money
85
Working paper / National Bureau of Economic Research, Inc.
82
Economics letters
80
NBER working paper series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
NBER Working Paper
74
Cogent economics & finance
71
Journal of risk and financial management : JRFM
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
The journal of futures markets
68
International journal of finance & economics : IJFE
66
Discussion paper / Tinbergen Institute
65
Theoretical and applied economics : GAER review
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
Discussion paper / Centre for Economic Policy Research
54
International journal of forecasting
51
The European journal of finance
49
Discussion papers / Deutsches Institut für Wirtschaftsforschung
45
Econometric reviews
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ECONIS (ZBW)
123
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1
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
2
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
3
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
4
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:
5
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
6
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:
7
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:
8
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
Saved in:
9
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
Saved in:
10
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
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