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subject:"Forecasting model"
~subject:"Volatility"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Search: subject_exact:"Nonparametric model"
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Forecasting model
Volatility
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Estimation
7
Schätzung
7
Volatilität
7
Börsenkurs
5
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5
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Nonparametric causality-in-quantiles test
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Risikoprämie
2
Risk premium
2
Statistical distribution
2
Statistische Verteilung
2
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Gupta, Rangan
3
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1
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1
Volkman, David A.
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 econometrics
55
International journal of forecasting
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Journal of forecasting
18
SFB 649 discussion paper
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Discussion paper / Tinbergen Institute
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Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economics letters
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Journal of empirical finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Cambridge working papers in economics
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Energy economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Econometrics : open access journal
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Finance research letters
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Tinbergen Institute research series
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1
Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
Saved in:
2
The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Zhang, Yi
;
Zhou, Long
;
Chen, Yajiao
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013449345
Saved in:
3
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
4
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
5
OPEC news and predictability of oil futures returns and volatility : evidence from a nonparametric causality-in-quantiles approach
Gupta, Rangan
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 206-214
Persistent link: https://www.econbiz.de/10012117774
Saved in:
6
Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift
Li, Shaoyu
;
Zheng, Tingguo
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 200-221
Persistent link: https://www.econbiz.de/10011878816
Saved in:
7
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
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