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language:"nor"
subject:"Estimation"
~accessRights:"restricted"
~isPartOf:"International journal of finance & economics : IJFE"
~language:"eng"
~language:"hun"
~language:"pol"
~language:"rus"
~person:"Kang, Sang Hoon"
~person:"Salisu, Afees A."
~source:"econis"
~subject:"USA"
~subject:"Volatilität"
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Estimation
USA
Volatilität
Aktienmarkt
2
Börsenkurs
2
Capital income
2
Kapitaleinkommen
2
Schätzung
2
Share price
2
Stock market
2
United States
2
Volatility
2
Exchange rate
1
Forecasting model
1
HAR models
1
Panel
1
Panel study
1
Prognoseverfahren
1
Time series analysis
1
US stock market
1
Wechselkurs
1
Zeitreihenanalyse
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asymmetry
1
exchange rate
1
firm-level analysis
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forecast evaluation
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nonlinear panel ARDL
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realized volatility
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stock returns
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Kang, Sang Hoon
Salisu, Afees A.
Gupta, Rangan
5
Afonso, António
2
De Vita, Glauco
2
Hammoudeh, Shawkat
2
Ma, Feng
2
Ogbonna, Ahamuefula E.
2
Tiwari, Aviral Kumar
2
Wei, Yu
2
Abosedra, Salah S.
1
Abusharbeh, Mohammed T.
1
Acquah, Benjamin K.
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Adewuyi, Adeolu O.
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Agrawal, Rachna
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1
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Aqil, Muhammad
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Arfaoui, Mongi
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Arunachal Hegde, Apoorva
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Azu, Nnanna P.
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1
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1
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Balli, Faruk
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Barradas, Ricardo
1
Barrell, Ray
1
Bathia, Deven
1
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1
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International journal of finance & economics : IJFE
The North American journal of economics and finance : a journal of financial economics studies
11
International review of economics & finance : IREF
7
Energy economics
5
Finance research letters
5
Economic modelling
3
International review of financial analysis
3
Pacific-Basin finance journal
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics
1
Economic change & restructuring
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global finance journal
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of emerging markets
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of international financial markets, institutions & money
1
Journal of macroeconomics
1
Macroeconomics and finance in emerging market economies
1
Research in international business and finance
1
Review of international economics
1
Risk management : an international journal
1
The European journal of finance
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The quarterly review of economics and finance
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ECONIS (ZBW)
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A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
2
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
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