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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Salisu, Afees A."
~subject:"Capital income"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Capital income
Aktienmarkt
2
Börsenkurs
2
Estimation
2
Kapitaleinkommen
2
Schätzung
2
Share price
2
Stock market
2
USA
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United States
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Volatility
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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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nonlinear panel ARDL
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realized volatility
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stock returns
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Aufsatz in Zeitschrift
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English
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Swanson, Norman R.
Salisu, Afees A.
Gupta, Rangan
4
Kanas, Angelos
3
McMillan, David G.
3
Hammoudeh, Shawkat
2
Ma, Feng
2
Tiwari, Aviral Kumar
2
Wei, Yu
2
Wohar, Mark E.
2
Acquah, Benjamin K.
1
Ahmed, Rizwan
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Alonso-Conde, Ana Belén
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Asai, Manabu
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Aslanidis, Nektarios
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Azimli, Asil
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1
Balcilar, Mehmet
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Bathia, Deven
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Berisha, Edmond
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Cipiloglu Yildiz, Zeynep
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De Pace, Pierangelo
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Demirer, Rıza
1
Didier, Tatiana
1
Dong, Manh Cuong
1
Doğan, Buhari
1
Drakos, Anastassios A.
1
Escribano, Ana
1
Fabozzi, Frank J.
1
Ferrero-Pozo, Ricardo
1
Gabauer, David
1
Gil-Alaña, Luis A.
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International journal of finance & economics : IJFE
Finance research letters
4
Energy economics
2
International journal of forecasting
2
International review of economics & finance : IREF
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
Quantitative finance and economics
1
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 : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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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