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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of futures markets"
~subject:"Prognoseverfahren"
~type_genre:"Sammlung"
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Search: subject_exact:"Estimation"
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United States
Prognoseverfahren
Estimation
497
Schätzung
497
Volatility
157
Volatilität
157
USA
127
Börsenkurs
124
Share price
124
Capital income
107
Kapitaleinkommen
107
Theorie
99
Theory
99
Forecasting model
71
Aktienmarkt
70
Stock market
70
Welt
67
World
67
ARCH model
65
ARCH-Modell
65
Portfolio selection
43
Portfolio-Management
43
Cointegration
42
Exchange rate
42
Kointegration
42
Wechselkurs
42
Commodity derivative
41
Rohstoffderivat
41
Time series analysis
40
Zeitreihenanalyse
40
Hedging
37
Option pricing theory
36
Optionspreistheorie
36
Spillover effect
36
Spillover-Effekt
36
Anlageverhalten
35
Behavioural finance
35
Index futures
33
Index-Futures
33
VAR model
33
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Undetermined
80
Free
2
Type of publication
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Article
186
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Article in journal
Sammlung
Aufsatz in Zeitschrift
186
Language
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English
186
Author
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Gupta, Rangan
9
Dai, Zhifeng
4
Wang, George H. K.
4
Ji, Qiang
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Sarno, Lucio
3
Denault, Michel
2
Ederington, Louis H.
2
Goodwin, Barry K.
2
Haigh, Michael S.
2
Holt, Matthew T.
2
Kang, Jangkoo
2
Lien, Da-hsiang Donald
2
Lim, Kian-Guan
2
Miffre, Joëlle
2
Shrestha, Keshab
2
Simonato, Jean-Guy
2
Simpson, Marc W.
2
Switzer, Lorne N.
2
Ur Rehman, Mobeen
2
Wohar, Mark E.
2
Xuan Vinh Vo
2
Yau, Jot
2
Zhang, Jin E.
2
Aboura, Sofiane
1
Adkins, Lee Chester
1
Ahmad, Nasir
1
Al Rababa'a, Abdel Razzaq
1
Alemany, Nuria
1
Alexiou, Lykourgos
1
Alomari, Mohammad
1
Anjum, Hassan
1
Ané, Thierry
1
Aragó, Vicent
1
Arisoy, Yakup Eser
1
Asai, Manabu
1
Balcilar, Mehmet
1
Bali, Turan G.
1
Balistreri, Edward J.
1
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Published in...
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The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
Applied economics
320
Applied economics letters
190
The review of economics and statistics
172
International journal of forecasting
162
The American economic review
153
The journal of finance : the journal of the American Finance Association
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
141
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
135
Economic modelling
124
Journal of banking & finance
124
Finance research letters
121
Journal of applied econometrics
119
Applied financial economics
116
Journal of econometrics
113
Journal of forecasting
113
Economics letters
110
Journal of international money and finance
108
Journal of financial economics
103
Energy economics
97
International review of economics & finance : IREF
95
The review of financial studies
94
Journal of money, credit and banking : JMCB
89
Journal of financial and quantitative analysis : JFQA
86
International review of financial analysis
85
Journal of empirical finance
84
Journal of political economy
77
American economic journal : a journal of the American Economic Association
75
Journal of monetary economics
75
Journal of macroeconomics
70
Southern economic journal
64
Journal of economic dynamics & control
62
Journal of labor economics
61
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Review of quantitative finance and accounting
56
The quarterly journal of economics
55
Economic inquiry : journal of the Western Economic Association International
53
Journal of international financial markets, institutions & money
53
International journal of finance & economics : IJFE
50
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ECONIS (ZBW)
186
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1
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186
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1
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
2
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
3
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:
4
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
5
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:
6
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
Saved in:
7
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:
8
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:
9
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:
10
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
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