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~isPartOf:"International review of economics & finance : IREF"
~subject:"Capital income"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Time series analysis"
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Capital income
Volatilität
Time series analysis
84
Zeitreihenanalyse
84
Estimation
40
Schätzung
40
Volatility
28
Theorie
26
Theory
26
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24
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Aufsatz in Zeitschrift
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Caporin, Massimiliano
3
Abakah, Emmanuel Joel Aikins
2
Chang, Chia-Lin
2
Ferrer, Román
2
Gil-Alaña, Luis A.
2
Hammoudeh, Shawkat
2
McAleer, Michael
2
Mensi, Walid
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Wei, Yu
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Ajmi, Ahdi Noomen
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Al-Yahyaee, Khamis Hamed
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Arthur, Emmanuel Kwesi
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Ge, Futing
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Gong, Xue
1
Gould, John
1
Guirguis, Hany S.
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1
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International review of economics & finance : IREF
Journal of econometrics
110
Energy economics
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
International journal of forecasting
66
Economic modelling
65
Journal of empirical finance
62
Finance research letters
48
Journal of forecasting
45
Economics letters
44
International review of financial analysis
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Applied economics
39
The North American journal of economics and finance : a journal of financial economics studies
38
Econometric reviews
36
Journal of banking & finance
33
Journal of financial econometrics
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative finance
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Journal of risk and financial management : JRFM
27
Research in international business and finance
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Computational economics
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Applied economics letters
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Applied financial economics
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Journal of financial economics
21
Journal of economic dynamics & control
20
Journal of international financial markets, institutions & money
20
Econometrics : open access journal
18
The journal of finance : the journal of the American Finance Association
16
The European journal of finance
15
The econometrics journal
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of economics and financial issues : IJEFI
13
International journal of finance & economics : IJFE
13
Journal of applied econometrics
13
Econometric theory
12
International Journal of Energy Economics and Policy : IJEEP
12
International journal of economics and finance
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Journal of economics and finance
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Journal of risk
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ECONIS (ZBW)
36
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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
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
4
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:
5
Canadian stock market volatility under COVID-19
Xu, Dinghai
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 159-169
Persistent link: https://www.econbiz.de/10013330750
Saved in:
6
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:
7
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:
8
Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?
Plíhal, Tomáš
;
Lyócsa, Štefan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 811-829
Persistent link: https://www.econbiz.de/10012630769
Saved in:
9
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:
10
Forecasting oil price volatility using high-frequency data : new evidence
Chen, Wang
;
Ma, Feng
;
Wei, Yu
;
Liu, Jing
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012390514
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