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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Capital income"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Time series analysis"
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Capital income
Time series analysis
160
Zeitreihenanalyse
160
Estimation
74
Schätzung
74
Volatility
59
Volatilität
59
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50
Theory
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46
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Aufsatz in Zeitschrift
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Caporin, Massimiliano
3
Ferrer, Román
3
Gupta, Rangan
3
McAleer, Michael
3
Brooks, Robert
2
Chang, Chia-Lin
2
Jammazi, Rania
2
Nonejad, Nima
2
Ajmi, Ahdi Noomen
1
Al-Shboul, Mohammad
1
Anwar, Sajid
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Asai, Manabu
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Bali, Rakesh
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1
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1
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1
Chang, Hung-Chou
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Chiang, Shu-mei
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Choi, Jin-ho
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Chou, Yu-Hsi
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Corhay, Albert
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Cuñado Eizaguirre, Juncal
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Dahmene, Meriam
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Demiralay, Sercan
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Do, Hung Xuan
1
Faff, Robert W.
1
Gau, Yin-feng
1
Ge, Futing
1
Gillas, Konstantinos Gkillas
1
Gong, Xue
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International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Journal of empirical finance
36
Finance research letters
28
International journal of forecasting
28
Economic modelling
25
International review of financial analysis
25
Journal of forecasting
22
Applied economics
21
Journal of banking & finance
18
Economics letters
17
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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Journal of financial econometrics
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Journal of international financial markets, institutions & money
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Research in international business and finance
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The journal of finance : the journal of the American Finance Association
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Energy economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
11
Quantitative finance
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Computational economics
9
Review of quantitative finance and accounting
9
The European journal of finance
9
Applied financial economics letters
8
Econometric reviews
8
International journal of theoretical and applied finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Econometrics : open access journal
7
International journal of economics and financial issues : IJEFI
7
Investment management and financial innovations
7
Journal of economic dynamics & control
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Journal of economics and finance
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Afro-Asian Journal of Finance and Accounting : AAJFA
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
43
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1
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
2
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:
3
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:
4
The seasonality of lottery-like stock returns
Gould, John
;
Yang, Wenling
;
Singh, Ranjodh B.
;
Yeo, Ben
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 383-400
Persistent link: https://www.econbiz.de/10014246716
Saved in:
5
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:
6
Risk-return trade-off in the Australian Securities Exchange : accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 384-401
Persistent link: https://www.econbiz.de/10013342033
Saved in:
7
Let's take a smooth break : stock return predictability revisited
Luo, Shikong
;
Yan, Xinyan
;
Yang, Haoyi
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 300-314
Persistent link: https://www.econbiz.de/10012692492
Saved in:
8
Nonlinearity in stock returns : do risk aversion, investor sentiment and, monetary policy shocks matter?
Dahmene, Meriam
;
Boughrara, Adel
;
Slim, Skander
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 676-699
Persistent link: https://www.econbiz.de/10012628018
Saved in:
9
Value at risk and return in Chinese and the US stock markets : double long memory and fractional cointegration
Tan, Zhengxun
;
Xiao, Binuo
;
Huang, Yilong
;
Zhou, Li
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012821412
Saved in:
10
Dynamic time series momentum of cryptocurrencies
Borgards, Oliver
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822211
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