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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"Finance research letters"
~subject:"Forecasting model"
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Zeitreihenanalyse
Forecasting model
Estimation
472
Schätzung
472
Capital income
158
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158
Volatility
141
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141
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135
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Gupta, Rangan
7
Ma, Feng
4
Pierdzioch, Christian
4
Li, Yan
3
Salisu, Afees A.
3
Cao, Zhen
2
Caporale, Guglielmo Maria
2
Demir, Ender
2
Gil-Alaña, Luis A.
2
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2
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Toan Luu Duc Huynh
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2
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2
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Econometric reviews
Finance research letters
Journal of econometrics
114
International journal of forecasting
110
Applied economics
101
Economic modelling
101
Energy economics
79
International review of economics & finance : IREF
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
66
Applied economics letters
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Economics letters
60
Journal of empirical finance
60
Journal of banking & finance
59
Discussion paper / Centre for Economic Policy Research
58
The North American journal of economics and finance : a journal of financial economics studies
58
International review of financial analysis
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
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42
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42
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37
Pacific-Basin finance journal
35
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31
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30
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30
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27
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26
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25
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24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
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22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
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21
International journal of finance & economics : IJFE
20
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Macroeconomic dynamics
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The European journal of finance
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ECONIS (ZBW)
143
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1
Stock market volatility and economic policy uncertainty : new insight into a dynamic threshold mixed-frequency model
Zeng, Qing
;
Tang, Yusui
;
Yang, Hua
;
Zhang, Xi
- In:
Finance research letters
59
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014445136
Saved in:
2
Revisiting the nexus of REITs returns and macroeconomic variables
Wu, Ming-Che
;
Wang, Chien-Ming
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445407
Saved in:
3
Testing the credibility of crypto influencers : an event study on Bitcoin
Meyer, Eva Andrea
;
Welpe, Isabell M.
;
Sandner, Philipp
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490222
Saved in:
4
The VIX's term structure of individual active stocks
Qadan, Mahmoud
;
David, Or
;
Snunu, Iyad
;
Shuval, Kerem
- In:
Finance research letters
61
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014491016
Saved in:
5
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
6
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
7
Forecasting stock volatility using time-distance weighting fundamental’s shocks
Mei, Xueting
;
Wang, Xinyu
- In:
Finance research letters
65
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014564298
Saved in:
8
Extreme sentiment and jumps in analyst forecast dispersion
Li, Pan
;
Zhu, Xiaoneng
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014530870
Saved in:
9
Do yield curve inversions predict recessions in the euro area?
Sabes, David
;
Sahuc, Jean-Guillaume
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014471926
Saved in:
10
Nowcasting of the short-run Euro-Dollar exchange rate with economic fundamentals and time-varying parameters
Yemba, Boniface P.
;
Otunuga, Olusegun Michael
;
Tang, Biyan
- In:
Finance research letters
52
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472115
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