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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~subject:"Share price"
~subject:"Volatilität"
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Share price
Volatilität
Forecasting model
146
Prognoseverfahren
146
Capital income
54
Kapitaleinkommen
54
Volatility
54
Estimation
48
Schätzung
48
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Dai, Zhifeng
5
Gupta, Rangan
5
Pierdzioch, Christian
3
Qiao, Gaoxiu
3
Wohar, Mark E.
3
Wu, Xinyu
3
Zhang, Yaojie
3
Guo, Shuxin
2
Kok Haur Ng
2
Li, Weiping
2
Liu, Li
2
Ma, Feng
2
Nonejad, Nima
2
Salisu, Afees A.
2
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2
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1
Akanni, Lateef O.
1
Al-Jarrah, Idries Mohammad Wanas
1
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1
Alañón Pardo, Ángel
1
Allen, David E.
1
Anjum, Hassan
1
Asai, Manabu
1
Azibi, Jamel
1
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Bellos, Sotirios K.
1
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1
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of forecasting
145
Finance research letters
141
International journal of forecasting
131
Energy economics
116
International review of financial analysis
107
Journal of empirical finance
86
Journal of banking & finance
84
International review of economics & finance : IREF
80
Economic modelling
70
Applied economics
67
Journal of econometrics
59
Journal of financial economics
54
Applied economics letters
43
Pacific-Basin finance journal
43
Quantitative finance
43
The European journal of finance
42
The journal of futures markets
42
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Applied financial economics
40
Discussion paper / Tinbergen Institute
40
Journal of international financial markets, institutions & money
40
Journal of risk and financial management : JRFM
35
NBER working paper series
35
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Department of Economics working paper series
34
Economics letters
34
International journal of finance & economics : IJFE
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Research in international business and finance
34
Computational economics
33
Financial innovation : FIN
29
NBER Working Paper
29
Working paper / National Bureau of Economic Research, Inc.
29
Journal of financial econometrics
26
Journal of financial markets
26
Journal of economic dynamics & control
25
Management science : journal of the Institute for Operations Research and the Management Sciences
24
Review of quantitative finance and accounting
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
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ECONIS (ZBW)
74
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1
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:
2
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:
3
Volatility forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Wu, Xinyu
;
Yin, Xuebao
;
Umar, Zaghum
;
Iqbal, Najaf
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484142
Saved in:
4
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:
5
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:
6
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
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7
Corporate financing policies, financial leverage, and stock returns
Claassen, Bart
;
Dam, Lammertjan
;
Heijnen, Pim
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486272
Saved in:
8
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
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9
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:
10
The RP-PCA factors and stock return predictability : an aligned approach
Shi, Qi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246878
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