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subject:"Aktienmarkt"
subject:"Time series analysis"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~type_genre:"Aufsatz in Zeitschrift"
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Aktienmarkt
Time series analysis
Estimation
192
Schätzung
192
Capital income
44
Kapitaleinkommen
44
Börsenkurs
43
Share price
43
Theorie
43
Theory
43
USA
40
United States
40
Volatility
39
Volatilität
39
Stock market
34
Forecasting model
22
Prognoseverfahren
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ARCH model
19
ARCH-Modell
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Cointegration
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Kointegration
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Welt
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World
16
Causality analysis
14
Exchange rate
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Kausalanalyse
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Wechselkurs
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Risk
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Business cycle
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CAPM
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Geldpolitik
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Monetary policy
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Portfolio selection
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Portfolio-Management
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Risiko
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Zeitreihenanalyse
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Economic growth
11
Konjunktur
11
Risikoprämie
11
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Aufsatz in Zeitschrift
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Demirer, Rıza
2
Gil-Alaña, Luis A.
2
Gupta, Rangan
2
Ahmed, Mohamed S.
1
Ahmed, Shaker
1
Al-Shboul, Mohammad
1
Albulescu, C. T.
1
Ali, Syed Riaz Mahmood
1
Alsharari, Nizar Mohammad
1
Aramonte, Sirio
1
Bahmani-Oskooee, Mohsen
1
Balcilar, Mehmet
1
Bathia, Deven
1
Bohl, Martin T.
1
Boughrara, Adel
1
Bouri, E.
1
Bouri, Elie
1
Caporale, Guglielmo Maria
1
Chaiechi, Taha
1
Chebbi, Ali
1
Chelikani, Surya
1
Cheng, Ka Ming
1
Ciner, Cetin
1
Clemente, Jesús
1
Czaja, Marc-Gregor
1
Deisting, Florent
1
Deravi, M. K.
1
Dridi, Ichrak
1
Eagle, Lynne C.
1
Egan, Paul
1
Fang, Sheng
1
Goodell, John W.
1
Gupta, Rakesh
1
Hedhli, Amel
1
Hegji, Charles E.
1
Huang, Wanling
1
Ichkitidze, Yuri
1
Isaenko, Sergei
1
Jahan-Parvar, Mohammad R.
1
Kasmaoui, Kamal
1
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Economic modelling
175
Applied economics
169
Applied economics letters
150
Finance research letters
124
International review of economics & finance : IREF
122
Journal of econometrics
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
105
International review of financial analysis
101
The North American journal of economics and finance : a journal of financial economics studies
91
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
89
Research in international business and finance
87
Applied financial economics
84
Energy economics
83
Economics letters
81
International journal of forecasting
80
Journal of international financial markets, institutions & money
73
Journal of empirical finance
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
Journal of banking & finance
64
International journal of finance & economics : IJFE
58
Journal of forecasting
56
Journal of risk and financial management : JRFM
55
International journal of economics and finance
51
Journal of international money and finance
49
The empirical economics letters : a monthly international journal of economics
48
Pacific-Basin finance journal
46
Econometric reviews
43
International journal of economics and financial issues : IJEFI
43
Cogent economics & finance
42
The European journal of finance
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
40
Journal of applied econometrics
39
Journal of financial economics
37
Journal of economic dynamics & control
36
Computational economics
34
Emerging markets, finance and trade : EMFT
34
Macroeconomic dynamics
32
Review of quantitative finance and accounting
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
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ECONIS (ZBW)
44
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1
Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices
Selmi, Refk
;
Wohar, Mark E.
;
Deisting, Florent
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 56-67
Persistent link: https://www.econbiz.de/10014461539
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
Trading strategies and the frequency of time-series
Isaenko, Sergei
- In:
The quarterly review of economics and finance : journal …
90
(
2023
),
pp. 267-283
Persistent link: https://www.econbiz.de/10014432056
Saved in:
5
Doubts on natural rate of unemployment : evidence and policy implications
Cheng, Ka Ming
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 230-239
Persistent link: https://www.econbiz.de/10014249114
Saved in:
6
Detecting periodically collapsing bubbles in the S&P 500
Nguyen, Quynh Nhu
;
Waters, George
- In:
The quarterly review of economics and finance : journal …
83
(
2022
),
pp. 83-91
Persistent link: https://www.econbiz.de/10013258514
Saved in:
7
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:
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
The nonlinear ARDL approach and productivity bias hypothesis : evidence from 68 countries
Bahmani-Oskooee, Mohsen
;
Nouira, Ridha
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 80-89
Persistent link: https://www.econbiz.de/10012655195
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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