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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Zustandsraummodell"
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Zustandsraummodell
State space model
31
Estimation
9
Schätzung
9
Volatility
9
Volatilität
9
Aktienmarkt
8
Stock market
8
Theorie
8
Theory
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Internationaler Finanzmarkt
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Kalman filter
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English
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Ur Rehman, Mobeen
4
Kinkyō, Takuji
3
Zhu, Huiming
3
Ahmad, Nasir
2
Al-Yahyaee, Khamis Hamed
2
Hamori, Shigeyuki
2
Hau, Liya
2
Hu, Duni
2
Mensi, Walid
2
Wang, Hailong
2
Xuan Vinh Vo
2
Yang, Lu
2
Abdoh, Hussein
1
Abul Bashar Bhuiyan
1
Al-Jarrah, Idries Mohammad Wanas
1
Argyropoulos, Efthymios
1
Baqaee, David
1
Bruzda, Joanna
1
Buncic, Daniel
1
Cheng, Fengchao
1
Deng, Xi
1
Dimitriou, Dimitrios
1
Drakonaki, Emmanouela
1
Duc Hong Vo
1
Ge, Yajing
1
Gupta, Rangan
1
Hammoudeh, Shawkat
1
Hasan, Md. Bokhtiar
1
Hassan, M. Kabir
1
Huang, Chia-Hsing
1
Huang, Yuting
1
Huang, Zishan
1
Jiang, Cuixia
1
Jin, Bei
1
Kang, Sang Hoon
1
Kenourgios, Dimitris
1
Kim, Won Joong
1
Kshatriya, Saranya
1
Kvapilikova, Ivana
1
Lapshina, Kseniya A.
1
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The North American journal of economics and finance : a journal of financial economics studies
Discussion paper / Tinbergen Institute
94
Economic modelling
78
Economics letters
55
Computational economics
54
Journal of econometrics
53
International journal of forecasting
51
Energy economics
50
Journal of forecasting
44
Finance research letters
40
Journal of economic dynamics & control
40
CAMA working paper series
37
Applied economics
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Tinbergen Institute Discussion Paper
35
Working paper / Department of Econometrics and Business Statistics, Monash University
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Applied economics letters
30
International review of economics & finance : IREF
29
Working paper
24
Discussion paper / Centre for Economic Policy Research
22
International review of financial analysis
22
Econometric reviews
21
Journal of applied econometrics
20
Working paper series / European Central Bank
20
Finance and economics discussion series
18
CREATES research paper
17
Journal of empirical finance
17
CESifo working papers
16
Working Paper
16
Bank of Finland research discussion papers
15
ECB Working Paper
15
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Journal of macroeconomics
15
Journal of risk and financial management : JRFM
15
NBER Working Paper
15
NBER working paper series
15
International journal of finance & economics : IJFE
14
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ECONIS (ZBW)
31
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1
Time-frequency co-movement and network connectedness between green bond and financial asset markets : evidence from multiscale TVP-VAR analysis
Huang, Zishan
;
Zhu, Huiming
;
Hau, Liya
;
Deng, Xi
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014484132
Saved in:
2
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:
3
The intermediating role of the Chinese renminbi in Asian currency markets : evidence from partial wavelet coherence
Kinkyō, Takuji
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413489
Saved in:
4
Multiscale features of extreme risk spillover networks among global stock markets
Ren, Ying-hua
;
Zhao, Wanru
;
You, Wan-hai
;
Zhu, Huiming
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013538942
Saved in:
5
Measuring systemic risk of the Chinese banking industry : a wavelet-based quantile regression approach
Xu, Qifa
;
Jin, Bei
;
Jiang, Cuixia
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012667347
Saved in:
6
Continuous wavelet analysis of Chinese renminbi : co-movement and lead-lag relationship between onshore and offshore exchange rates
Xu, Lei
;
Hamori, Shigeyuki
;
Kinkyō, Takuji
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012821307
Saved in:
7
Time-frequency quantile dependence between Bitcoin and global equity markets
Maghyereh, Aktham I.
;
Abdoh, Hussein
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012821410
Saved in:
8
Jump Interdependencies : stochastic linkages among international stock markets
Kshatriya, Saranya
;
Prasanna, Krishna
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822184
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9
Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
Saved in:
10
Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets : pre & post crisis
Vukovic, Darko B.
;
Lapshina, Kseniya A.
;
Maiti, Moinak
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013186510
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