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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Börsenkurs"
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Zeitreihenanalyse
Börsenkurs
Estimation
236
Schätzung
236
Volatility
81
Volatilität
81
Capital income
78
Kapitaleinkommen
78
Share price
76
Aktienmarkt
55
Stock market
55
Theorie
50
Theory
50
Forecasting model
40
Prognoseverfahren
40
Welt
37
World
37
ARCH model
36
ARCH-Modell
36
Portfolio selection
32
Portfolio-Management
32
USA
32
United States
32
Spillover effect
28
Spillover-Effekt
28
Time series analysis
28
Anlageverhalten
26
Behavioural finance
26
Cointegration
25
Kointegration
25
VAR model
24
VAR-Modell
24
CAPM
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Exchange rate
22
Wechselkurs
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China
21
Risiko
20
Risk
20
Regression analysis
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Regressionsanalyse
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94
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Gupta, Rangan
7
Dai, Zhifeng
4
Nonejad, Nima
3
Yang, Chunpeng
3
Zhou, Liyun
3
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chen, Mei-Ping
2
Chen, Wen-Yi
2
Cho, Hoon
2
Hau, Liya
2
Ji, Qiang
2
Kang, Sang Hoon
2
Li, Jinfang
2
Liu, Qiang
2
Mensi, Walid
2
Pérez Rodríguez, Jorge V.
2
Ryu, Doojin
2
Seok, Sang Ik
2
Ur Rehman, Mobeen
2
Xuan Vinh Vo
2
Zhu, Huiming
2
Adediran, Idris A.
1
Ahmad, Nasir
1
Ahmed, Walid M. A.
1
Al Rababa'a, Abdel Razzaq
1
Al-Shboul, Mohammad
1
Alomari, Mohammad
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Anwar, Sajid
1
Auer, Benjamin R.
1
Bai, Ye
1
Bampinas, Georgios
1
Bekiros, Stelios
1
Ben Omrane, Walid
1
Bianconi, Marcelo
1
Borgards, Oliver
1
Cai, Zhe
1
Cakan, Esin
1
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The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
152
Economic modelling
119
Applied economics
112
International review of economics & finance : IREF
105
Journal of econometrics
102
Energy economics
95
International review of financial analysis
83
Applied economics letters
78
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
Journal of empirical finance
67
Research in international business and finance
67
Discussion paper / Centre for Economic Policy Research
63
Journal of banking & finance
63
International journal of forecasting
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Economics letters
54
Pacific-Basin finance journal
54
Journal of international financial markets, institutions & money
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
Working paper / National Bureau of Economic Research, Inc.
41
Journal of financial economics
37
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
37
International journal of economics and finance
33
Journal of economic dynamics & control
33
Quantitative finance
33
Review of quantitative finance and accounting
33
SpringerLink / Bücher
33
International journal of finance & economics : IJFE
31
Journal of financial econometrics
31
Management science : journal of the Institute for Operations Research and the Management Sciences
31
Econometric reviews
30
Discussion papers / CEPR
29
The European journal of finance
29
Computational economics
28
Emerging markets, finance and trade : EMFT
28
Journal of financial markets
28
Journal of forecasting
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Journal of international money and finance
21
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ECONIS (ZBW)
94
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41
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
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42
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
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43
Size and value effects in high-tech industries : the role of R&D investment
Yu, Lin
;
Liu, Xiaoquan
;
Fung, Hung-gay
;
Leung, Wai K.
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012658819
Saved in:
44
Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market
Hooi, Tan Siow
;
Ming Ming Lai
;
Tey, Eng-Xin
;
Chong, Lee Lee
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-56
Persistent link: https://www.econbiz.de/10012659045
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45
Predicting stock market crises using daily stock market valuation and investor sentiment indicators
Fu, Junhui
;
Zhou, Qingling
;
Liu, Yufang
;
Wu, Xiang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012659074
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46
U.S. uncertainty and Asian stock prices : evidence from the asymmetric NARDL model
Liang, Chin Chia
;
Troy, Carol
;
Rouyer, Ellen
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012659104
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47
A fractional cointegration VAR analysis of Islamic stocks : a global perspective
Salisu, Afees A.
;
Ndako, Umar Bida
;
Adediran, Idris A.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012659434
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48
Should we worry about the decline of the public corporation? : a brief survey of the economics and external effects of the stock market
Koptyug, Nikita
;
Persson, Lars
;
Tåg, Joacim
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659554
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49
Measuring extreme risk spillovers across international stock markets : a quantile variance decomposition analysis
Su, Xianfang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012660129
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50
Liquidity, earnings management, and stock expected returns
Huang, Hung-Yi
;
Ho, Kung-Cheng
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012664811
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