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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of forecasting"
~subject:"Zeitreihenanalyse"
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Kapitaleinkommen
Zeitreihenanalyse
Estimation
2,058
Schätzung
2,058
Theorie
359
Theory
359
Volatility
281
Volatilität
281
Welt
267
World
267
Börsenkurs
242
Share price
242
Forecasting model
233
Oil price
233
Prognoseverfahren
233
Ölpreis
233
Cointegration
223
Kointegration
223
United States
206
USA
205
Time series analysis
197
Capital income
194
Economic growth
185
Wirtschaftswachstum
184
Panel
182
Panel study
182
Aktienmarkt
158
Stock market
158
ARCH model
130
ARCH-Modell
130
Kaufkraftparität
115
Purchasing power parity
115
China
106
Estimation theory
101
Schätztheorie
101
Deutschland
100
Germany
100
Energiekonsum
96
Energy consumption
96
EU countries
93
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Undetermined
214
Free
4
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Article
371
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371
Aufsatz in Zeitschrift
371
Conference paper
2
Konferenzbeitrag
2
Mehrbändiges Werk
1
Multi-volume publication
1
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English
371
Author
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Gil-Alaña, Luis A.
11
Tiwari, Aviral Kumar
7
Gupta, Rangan
6
Caporale, Guglielmo Maria
5
Wang, Yudong
5
Bouri, Elie
4
Ma, Feng
4
Narayan, Paresh Kumar
4
Afonso, António
3
Cai, Yifei
3
Carcel, Hector
3
Chang, Tsangyao
3
Grobys, Klaus
3
Yin, Lianqian
3
Zhang, Wei
3
Bahmani-Oskooee, Mohsen
2
Balcilar, Mehmet
2
Borowski, Krzysztof
2
Cepni, Oguzhan
2
Chen, Jiangrui
2
Ciner, Cetin
2
Cook, Steven
2
García-Ferrer, Antonio
2
Guo, Yawei
2
Hou, Sizhe
2
Huang, Wei-Qiang
2
Karathanasopoulos, Andreas
2
Kim, Doh-Khul
2
Kunst, Robert M.
2
Lien, Da-hsiang Donald
2
Liu, Li
2
Liu, Peipei
2
Liu, Xiaojie
2
Liu, Xiaoquan
2
McMillan, David G.
2
Miller, Stephen M.
2
Mitra, Subrata Kumar
2
Olson, Eric
2
Pan, Zhiyuan
2
Park, Sung Y.
2
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Applied economics letters
Energy economics
International journal of economics and finance
Journal of forecasting
Applied economics
187
Economic modelling
171
Finance research letters
171
Journal of banking & finance
157
International review of economics & finance : IREF
149
Journal of econometrics
146
International review of financial analysis
140
Journal of empirical finance
137
Journal of financial economics
132
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
121
Applied financial economics
109
The North American journal of economics and finance : a journal of financial economics studies
109
NBER working paper series
104
Economics letters
101
CESifo working papers
98
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
International journal of forecasting
97
Working paper / National Bureau of Economic Research, Inc.
97
Journal of international financial markets, institutions & money
89
Working paper
87
NBER Working Paper
86
Research in international business and finance
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
Journal of international money and finance
76
Pacific-Basin finance journal
73
The European journal of finance
72
Discussion paper / Tinbergen Institute
71
International journal of finance & economics : IJFE
63
Review of quantitative finance and accounting
63
Journal of risk and financial management : JRFM
57
Econometric reviews
53
Management science : journal of the Institute for Operations Research and the Management Sciences
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
Cogent economics & finance
48
Journal of economic dynamics & control
48
International journal of economics and financial issues : IJEFI
46
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ECONIS (ZBW)
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
3
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
4
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
5
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
6
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
7
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
8
Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo
;
Fan, Xinyue
;
Jin, Wei
;
Fang, Kuangnan
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 702-753
Persistent link: https://www.econbiz.de/10014532380
Saved in:
9
The equity premium puzzle and two assets : GMM estimation
Chung, Chune Young
;
Fard, Amirhossein
- In:
Applied economics letters
31
(
2024
)
13
,
pp. 1188-1194
Persistent link: https://www.econbiz.de/10014558774
Saved in:
10
Does variance risk premium predict expected returns?
Kuang, Xian-Ji
;
Hsu, Yueh-Hua
;
Chang, Alan
;
Lin, Shih-kuei
- In:
Applied economics letters
31
(
2024
)
13
,
pp. 1227-1233
Persistent link: https://www.econbiz.de/10014558807
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