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source:"econis"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type:"article"
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Search: subject_exact:"Time series analysis"
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Time series analysis
76
Zeitreihenanalyse
76
Estimation
34
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31
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31
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26
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Gupta, Rangan
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Nonejad, Nima
3
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
661
International journal of forecasting
550
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Applied economics
320
Econometric theory
313
Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
225
Applied economics letters
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Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
202
Energy economics
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Journal of applied econometrics
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Computational economics
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Journal of economic dynamics & control
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Econometrics : open access journal
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Oxford bulletin of economics and statistics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
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Finance research letters
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International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
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Journal of risk and financial management : JRFM
73
Journal of time series econometrics
72
Journal of banking & finance
70
The empirical economics letters : a monthly international journal of economics
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Journal of international money and finance
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International review of financial analysis
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Journal of the American Statistical Association : JASA
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The review of economics and statistics
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European journal of operational research : EJOR
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Macroeconomic dynamics
62
International journal of economics and financial issues : IJEFI
55
Journal of financial econometrics : official journal of the Society for Financial Econometrics
55
Journal of money, credit and banking : JMCB
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1
Forecasting the realized volatility of Energy Stock Market : a multimodel comparison
Li, Houjian
;
Zhou, Deheng
;
Hu, Jiayu
;
Li, Junwen
;
Su, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
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
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:
4
Structural break in different stock index markets in China
Li, Boyan
;
Diao, Xundi
- In:
The North American journal of economics and finance : a …
65
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014309933
Saved in:
5
Group penalized logistic regressions predict up and down trends for stock prices
Yang, Yanlin
;
Hu, Xuemei
;
Jiang, Huifeng
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413355
Saved in:
6
Further evidence on financial information and economic activity forecasts in the United States
Shi, Qi
;
Li, Bin
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013449134
Saved in:
7
Determining hedges and safe havens for stocks using interval analysis
Chang, Meng-Shiuh
;
Ju, Peijie
;
Liu, Yilei
;
Hsueh, Shao-Chieh
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013449302
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8
Out-of-sample prediction of Bitcoin realized volatility : do other cryptocurrencies help?
Yi, Yongsheng
;
He, Mengxi
;
Zhang, Yaojie
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013534118
Saved in:
9
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
10
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
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