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source:"econis"
subject:"Theorie"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Attanasio, Orazio P."
~person:"Balcilar, Mehmet"
~person:"Czarnitzki, Dirk"
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~person:"Huber, Florian"
~person:"Lindé, Jesper"
~person:"Ma, Feng"
~person:"Morales-Arias, Leonardo"
~person:"Pesaran, M. Hashem"
~person:"Pierdzioch, Christian"
~person:"Puhani, Patrick A."
~person:"Semmler, Willi"
~subject:"Deutschland"
~subject:"Forecasting model"
~subject:"Kapitalmarktrendite"
~subject:"Stock market"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Wirkungsanalyse"
~subject:"Zeitreihenanalyse"
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Attanasio, Orazio P.
Balcilar, Mehmet
Czarnitzki, Dirk
Gupta, Rangan
Herwartz, Helmut
Huber, Florian
Lindé, Jesper
Ma, Feng
Morales-Arias, Leonardo
Pesaran, M. Hashem
Pierdzioch, Christian
Puhani, Patrick A.
Semmler, Willi
Gil-Alaña, Luis A.
4
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Ogbonna, Ahamuefula E.
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International journal of finance & economics : IJFE
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Diskussionsarbeit
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
7
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
8
Monetary policy in an estimated open-economy model with imperfect pass-through
Lindé, Jesper
;
Nessén, Marianne
;
Söderström, Ulf
- In:
International journal of finance & economics : IJFE
14
(
2009
)
4
,
pp. 301-333
Persistent link: https://www.econbiz.de/10003902028
Saved in:
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