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~isPartOf:"International review of economics & finance : IREF"
~subject:"Capital income"
~subject:"Cointegration"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Time series analysis"
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Capital income
Cointegration
Time series analysis
84
Zeitreihenanalyse
84
Estimation
40
Schätzung
40
Volatility
28
Volatilität
28
Theorie
26
Theory
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Aufsatz in Zeitschrift
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Caporin, Massimiliano
3
Arize, Augustine Chuck
2
Chen, Shyh-Wei
2
Ferrer, Román
2
McAleer, Michael
2
Xie, Zixiong
2
Ahmad, Ahmad Hassan
1
Ajmi, Ahdi Noomen
1
Asai, Manabu
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1
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1
Corhay, Albert
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1
Do, Hung Xuan
1
Gau, Yin-feng
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Ge, Futing
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1
Hammoudeh, Shawkat
1
Huang, Jingjing
1
Iglesias, Jesús
1
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1
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International review of economics & finance : IREF
Journal of econometrics
95
Economic modelling
66
Applied economics
53
International journal of forecasting
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Economics letters
42
Applied economics letters
41
Journal of empirical finance
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Energy economics
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Econometric reviews
30
Finance research letters
29
International review of financial analysis
29
Journal of forecasting
29
International Journal of Energy Economics and Policy : IJEEP
27
The North American journal of economics and finance : a journal of financial economics studies
27
The empirical economics letters : a monthly international journal of economics
25
Econometric theory
24
International journal of economics and financial issues : IJEFI
24
Journal of banking & finance
24
Econometrics : open access journal
23
Research in international business and finance
22
Applied financial economics
18
Journal of international financial markets, institutions & money
18
Journal of financial econometrics
17
Computational economics
16
Journal of financial economics
15
Journal of risk and financial management : JRFM
15
The journal of finance : the journal of the American Finance Association
15
International journal of economics and finance
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
CBN journal of applied statistics
13
Journal of applied econometrics
13
Journal of economic surveys
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Modern economy
13
International journal of finance & economics : IJFE
12
Journal of macroeconomics
12
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ECONIS (ZBW)
31
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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
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:
3
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:
4
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:
5
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:
6
Do credit conditions matter for the impact of oil price shocks on stock returns? : evidence from a structural threshold VAR model
Jiang, Yong
;
Wang, Gang-Jin
;
Ma, Chaoqun
;
Yang, Xiaoguang
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012671271
Saved in:
7
Asymmetric volatility spillover between European equity and foreign exchange markets : evidence from the frequency domain
Warshaw, Evan
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012486281
Saved in:
8
The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach
Vides, José Carlos
;
Golpe, Antonio A.
;
Iglesias, Jesús
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 124-137
Persistent link: https://www.econbiz.de/10012486490
Saved in:
9
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
10
Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis
Tao, Qizhi
;
Wei, Yu
;
Liu, Jiapeng
;
Zhang, Ting
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 143-153
Persistent link: https://www.econbiz.de/10012033354
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