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source:"econis"
subject:"Estimation"
~accessRights:"restricted"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type_genre:"Article in journal"
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Estimation
Theorie
551
Theory
551
Schätzung
125
Time series analysis
109
Zeitreihenanalyse
109
Volatility
78
Volatilität
78
Börsenkurs
69
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69
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125
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Dai, Zhifeng
3
Bekiros, Stelios
2
Fabozzi, Frank J.
2
Fazzari, Steven M.
2
Franses, Philip Hans
2
Gupta, Rangan
2
Jawadi, Fredj
2
Lucey, Brian M.
2
Martin, Vance
2
Morley, James C.
2
Panagiōtidēs, Theodōros
2
Panovska, Irina
2
Popiel, Michal Ksawery
2
Sarkar, Saikat
2
Semmler, Willi
2
Strachan, Rodney W.
2
Zeng, Zheng
2
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1
Ahelegbey, Daniel Felix
1
Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Alexandre, Fernando
1
Aloy, Marcel
1
Altay-Salih, Aslihan
1
Andrada Félix, Julián
1
Argyropoulos, Efthymios
1
Arisoy, Yakup Eser
1
Arčabić, Vladimir
1
Audrino, Francesco
1
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1
Avdulaj, Krenar
1
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1
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1
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1
Barunik, Jozef
1
Basu, Deepankar
1
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1
Beck, Alexander
1
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The North American journal of economics and finance : a journal of financial economics studies
Economic modelling
123
Economics letters
99
Applied economics
88
International review of economics & finance : IREF
78
Journal of econometrics
76
Journal of economic dynamics & control
75
Applied economics letters
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Finance research letters
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
60
Journal of empirical finance
58
Macroeconomic dynamics
57
International journal of forecasting
55
Journal of international money and finance
55
Journal of macroeconomics
55
Journal of banking & finance
53
Energy economics
50
International review of financial analysis
45
Journal of financial economics
40
Journal of monetary economics
39
European economic review : EER
38
Journal of international economics
34
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Econometric reviews
31
Review of economic dynamics
30
Quantitative finance
27
European journal of operational research : EJOR
25
Journal of applied econometrics
25
The European journal of finance
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
The B.E. journal of macroeconomics
23
Structural change and economic dynamics : SC+ED
22
Computational economics
21
International journal of finance & economics : IJFE
21
Journal of forecasting
21
Journal of international financial markets, institutions & money
21
Labour economics : official journal of the European Association of Labour Economists
21
Open economies review
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ECONIS (ZBW)
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1
Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels
Chen, Na
;
Jin, Xiu
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014484000
Saved in:
2
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
Saved in:
3
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
Saved in:
4
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
Saved in:
5
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
6
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
7
Cognitive biases, downside risk shocks, and stock expected returns
Li, Si
;
He, Fangyi
;
Shi, Fangquan
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485480
Saved in:
8
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
9
Analyzing quantile spillover effects among international financial markets
Wang, Jie
;
Liu, Tangyong
;
Pan, Na
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014247022
Saved in:
10
Determining hedges and safe havens for stocks using interval analysis
Chang, Meng-Shiuh
;
Ju, Peijie
;
Liu, Yilei
;
Hsueh, Shao-Chieh
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013449302
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