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~isPartOf:"International review of economics & finance : IREF"
~subject:"Capital income"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Time series analysis"
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Capital income
Time series analysis
84
Zeitreihenanalyse
84
Estimation
40
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40
Volatility
28
Volatilität
28
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26
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Caporin, Massimiliano
3
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International review of economics & finance : IREF
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
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International review of financial analysis
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Applied economics
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The North American journal of economics and finance : a journal of financial economics studies
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Review of quantitative finance and accounting
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Applied financial economics letters
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Econometric reviews
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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
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Econometrics : open access journal
7
International journal of economics and financial issues : IJEFI
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Investment management and financial innovations
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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
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
24
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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
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:
9
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
Saved in:
10
Realized volatility transmission from crude oil to equity sectors : a study with economic significance analysis
Kumar, Dilip
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 149-167
Persistent link: https://www.econbiz.de/10011748390
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