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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Estimation"
~subject:"Forecasting"
~subject:"Share price"
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Estimation
Forecasting
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146
Prognoseverfahren
146
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54
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54
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Gupta, Rangan
6
Dai, Zhifeng
5
Pierdzioch, Christian
5
Nonejad, Nima
3
Risse, Marian
3
Guo, Shuxin
2
Qiao, Gaoxiu
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Salisu, Afees A.
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The North American journal of economics and finance : a journal of financial economics studies
International journal of forecasting
300
Journal of forecasting
145
Finance research letters
142
Energy economics
111
International review of financial analysis
109
Journal of banking & finance
108
Economic modelling
107
Journal of empirical finance
104
Journal of econometrics
99
Applied economics
96
European journal of operational research : EJOR
83
Journal of financial economics
81
International review of economics & finance : IREF
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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NBER working paper series
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Pacific-Basin finance journal
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Journal of international financial markets, institutions & money
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Journal of international money and finance
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The European journal of finance
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International Journal of Energy Economics and Policy : IJEEP
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Journal of applied econometrics
42
Discussion papers / CEPR
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Technological forecasting & social change : an international journal
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Department of Economics working paper series
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Research in international business and finance
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CESifo working papers
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ECONIS (ZBW)
81
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1
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:
2
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
Saved in:
3
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:
4
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:
5
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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6
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
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7
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
Saved in:
8
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:
9
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
Saved in:
10
Group penalized logistic regressions predict up and down trends for stock prices
Yang, Yanlin
;
Hu, Xuemei
;
Jiang, Huifeng
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413355
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