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isPartOf:"The journal of economics"
subject:"Forecasting model"
~accessRights:"restricted"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Volatilität"
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Forecasting model
Volatilität
Estimation
139
Schätzung
139
Capital income
43
Kapitaleinkommen
43
Volatility
34
Börsenkurs
33
Share price
33
Aktienmarkt
31
Stock market
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Kointegration
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Gupta, Rangan
7
Bouri, Elie
3
Balcilar, Mehmet
2
Boughrara, Adel
2
Demirer, Rıza
2
Majumdar, Anandamayee
2
Roubaud, David
2
Van Eyden, Reneé
2
Zheng, Yao
2
Ahmed, Mohamed S.
1
Ahmed, Shaker
1
Al-Shboul, Mohammad
1
Ali, Syed Riaz Mahmood
1
Alsharari, Nizar Mohammad
1
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1
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1
Bathia, Deven
1
Bohl, Martin T.
1
Cakan, Esin
1
Cendejas Bueno, José Luis
1
Chaiechi, Taha
1
Chebbi, Ali
1
Chelikani, Surya
1
Chen, Chih-Nan
1
Chen, Naiwei
1
Chen, Sheng-Hung
1
Christou, Christina
1
Ciner, Cetin
1
Czaja, Marc-Gregor
1
Dahmene, Meriam
1
Das, Anupam
1
Dridi, Ichrak
1
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1
Egan, Paul
1
Fang, Sheng
1
Goodell, John W.
1
Guidolin, Massimo
1
Hedhli, Amel
1
Hernandez, Jose Areola
1
Hong, Hui
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The journal of economics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Finance research letters
174
Energy economics
147
Applied economics
119
Economic modelling
108
International review of economics & finance : IREF
108
International review of financial analysis
106
International journal of forecasting
105
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
102
Discussion paper / Centre for Economic Policy Research
85
Journal of banking & finance
81
Journal of empirical finance
77
Research in international business and finance
72
Economics letters
67
Journal of international financial markets, institutions & money
63
Journal of international money and finance
57
Applied economics letters
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Journal of financial economics
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Pacific-Basin finance journal
47
Working paper / National Bureau of Economic Research, Inc.
44
Discussion papers / CEPR
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
Journal of forecasting
41
Quantitative finance
39
The European journal of finance
38
Management science : journal of the Institute for Operations Research and the Management Sciences
37
Journal of economic dynamics & control
35
Journal of financial markets
34
International journal of finance & economics : IJFE
32
Journal of financial econometrics
32
Emerging markets, finance and trade : EMFT
30
Review of quantitative finance and accounting
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
25
Journal of macroeconomics
25
Econometric reviews
24
Journal of applied econometrics
22
Macroeconomic dynamics
21
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ECONIS (ZBW)
46
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1
Recessions and flattening of the yield curve (1960-2021) : A two-way road under a regime switching approach
Cendejas Bueno, José Luis
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 8-20
Persistent link: https://www.econbiz.de/10014427895
Saved in:
2
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
3
Volatility feedback effect and risk-return tradeoff
Chelikani, Surya
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 49-65
Persistent link: https://www.econbiz.de/10014490242
Saved in:
4
Revisiting the accuracy of standard VaR methods for risk assessment : using the Copula-EVT multidimensional approach for stock markets in the MENA region
Chebbi, Ali
;
Hedhli, Amel
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 430-445
Persistent link: https://www.econbiz.de/10013335886
Saved in:
5
Does off-exchange trading decrease in the presence of uncertainty?
Jurich, Stephen N.
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 201-213
Persistent link: https://www.econbiz.de/10012656285
Saved in:
6
Predicting stock returns from the pricing and mispricing of accounting fundamentals
Walkshäusl, Christian
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 253-260
Persistent link: https://www.econbiz.de/10012656290
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7
Dynamic connectedness between the US financial market and Euro-Asian financial markets : Testing transmission of uncertainty through spatial regressions models
Tissaoui, Kais
;
Zaghdoudi, Taha
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 481-492
Persistent link: https://www.econbiz.de/10012656447
Saved in:
8
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
9
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
Saved in:
10
On the effect of full-fledged IT adoption on stock returns and their conditional volatility : evidence from propensity score matching
Dridi, Ichrak
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 179-194
Persistent link: https://www.econbiz.de/10012655300
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