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source:"econis"
subject:"Theorie"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Energy economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Kiel working paper"
~isPartOf:"The European journal of finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Alam, Md. Samsul"
~person:"Attanasio, Orazio P."
~person:"Balcilar, Mehmet"
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~person:"Huber, Florian"
~person:"Lee, Chien-chiang"
~person:"Ma, Feng"
~person:"Morales-Arias, Leonardo"
~person:"Pesaran, M. Hashem"
~person:"Pierdzioch, Christian"
~person:"Reicher, Christopher Phillip"
~person:"Semmler, Willi"
~subject:"Deutschland"
~subject:"Forecasting model"
~subject:"Kapitalmarktrendite"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Wirkungsanalyse"
~subject:"Zeitreihenanalyse"
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Theorie
Deutschland
Forecasting model
Kapitalmarktrendite
Theory
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Wirkungsanalyse
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Estimation
106
Schätzung
106
Volatility
36
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32
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Alam, Md. Samsul
Attanasio, Orazio P.
Balcilar, Mehmet
Gupta, Rangan
Herwartz, Helmut
Huber, Florian
Lee, Chien-chiang
Ma, Feng
Morales-Arias, Leonardo
Pesaran, M. Hashem
Pierdzioch, Christian
Reicher, Christopher Phillip
Semmler, Willi
Buch, Claudia M.
12
Döpke, Jörg
12
Nunnenkamp, Peter
11
Linton, Oliver
9
Gottschalk, Jan
6
Meier, Carsten-Patrick
6
Nonejad, Nima
6
Christensen, Björn
5
Gil-Alaña, Luis A.
5
Lux, Thomas
5
Reitz, Stefan
5
Salisu, Afees A.
5
Schertler, Andrea
5
Stolpe, Michael
5
Tiwari, Aviral Kumar
5
Vaona, Andrea
5
Wang, Yudong
5
Caporin, Massimiliano
4
Chudik, Alexander
4
Corsetti, Giancarlo
4
Dai, Zhifeng
4
Hammoudeh, Shawkat
4
Harvey, Andrew C.
4
Ji, Qiang
4
Liu, Li
4
McMillan, David G.
4
Merkl, Christian
4
Smyth, Russell
4
Wei, Yu
4
Wohar, Mark E.
4
Zhu, Huiming
4
Bode, Eckhardt
3
Dunis, Christian
3
Felbermayr, Gabriel
3
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1
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Cambridge working papers in economics
Energy economics
International journal of finance & economics : IJFE
Kiel working paper
The European journal of finance
The North American journal of economics and finance : a journal of financial economics studies
Department of Economics working paper series
22
CESifo working papers
20
Kieler Arbeitspapiere
16
Finance research letters
14
DAE working paper
12
Applied economics
11
Applied economics letters
10
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8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
International journal of forecasting
8
International review of financial analysis
8
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7
Working paper / National Bureau of Economic Research, Inc.
7
Working papers / University of Connecticut, Department of Economics
7
CESifo Working Paper Series
6
Discussion paper series / IZA
6
Economic modelling
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International review of economics & finance : IREF
6
Journal of forecasting
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Working papers in economics
6
Diskussionsarbeit
5
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5
IZA Discussion Paper
5
Journal of applied econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Discussion papers / CEPR
4
Economics letters
4
Journal of macroeconomics
4
Macroeconomic dynamics
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
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ECONIS (ZBW)
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1
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
2
Causal effects of the Fed's large-scale asset purchases on firms' capital structure
Nocera, Andrea
;
Pesaran, M. Hashem
-
2022
Persistent link: https://www.econbiz.de/10013263468
Saved in:
3
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
4
Openness and growth : is the relationship non-linear?
Gupta, Rangan
;
Stander, Lardo
;
Vaona, Andrea
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3071-3099
Persistent link: https://www.econbiz.de/10014327719
Saved in:
5
INE oil futures volatility prediction : exchange rates or international oil futures volatility?
Lu, Xinjie
;
Ma, Feng
;
Li, Haibo
;
Wang, Jianqiong
- In:
Energy economics
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014483407
Saved in:
6
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
7
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:
8
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
9
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
10
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
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