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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Salisu, Afees A."
~subject:"Capital income"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Capital income
Volatility
Aktienmarkt
2
Börsenkurs
2
Estimation
2
Kapitaleinkommen
2
Schätzung
2
Share price
2
Stock market
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USA
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United States
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Volatilität
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Exchange rate
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Forecasting model
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HAR models
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Panel
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Panel study
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Time series analysis
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US stock market
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Wechselkurs
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Zeitreihenanalyse
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asymmetry
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exchange rate
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firm-level analysis
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forecast evaluation
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realized volatility
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Aufsatz in Zeitschrift
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Swanson, Norman R.
Salisu, Afees A.
Gupta, Rangan
4
Kanas, Angelos
3
Ma, Feng
3
McMillan, David G.
3
Gubareva, Mariya
2
Hammoudeh, Shawkat
2
Jareño, Francisco
2
Tiwari, Aviral Kumar
2
Umar, Zaghum
2
Wei, Yu
2
Wohar, Mark E.
2
Abedin, Mohammad Zoynul
1
Abosedra, Salah S.
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Adekoya, Oluwasegun B.
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Ajide, Kazeem Bello
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Butt, Hilal Anwar
1
Cano, Jose Ángel
1
Chang, Bisharat Hussain
1
Chebbi, Tarek
1
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International journal of finance & economics : IJFE
Finance research letters
4
Energy economics
3
International review of economics & finance : IREF
3
International journal of forecasting
2
International review of financial analysis
2
Applied financial economics
1
Econometric reviews
1
Economic inquiry : journal of the Western Economic Association International
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of macroeconomics
1
OPEC energy review
1
Quantitative finance and economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of economics and statistics
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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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