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source:"econis"
subject:"Theorie"
~isPartOf:"International journal of forecasting"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Working paper"
~person:"Apostolakis, George N."
~person:"Attanasio, Orazio P."
~person:"Lindé, Jesper"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Serletis, Apostolos"
~person:"Wohar, Mark E."
~subject:"Bayesian shrinkage"
~subject:"Forecasting model"
~subject:"Modellierung"
~subject:"Real estate price"
~subject:"Risikomaß"
~subject:"Schätzung"
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Theorie
Bayesian shrinkage
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Estimation
50
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22
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Apostolakis, George N.
Attanasio, Orazio P.
Lindé, Jesper
McAleer, Michael
Pierdzioch, Christian
Semmler, Willi
Serletis, Apostolos
Wohar, Mark E.
Mumtaz, Haroon
25
Kapetanios, George
20
Chang, Chia-Lin
17
Owyang, Michael T.
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11
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Bénassy-Quéré, Agnès
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Xuan Vinh Vo
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Balcilar, Mehmet
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5
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5
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5
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International journal of forecasting
International review of economics & finance : IREF
Journal of forecasting
Journal of international financial markets, institutions & money
Working paper
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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
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
3
Child development in the early years : parental investment and the changing dynamics of different domains
Attanasio, Orazio P.
;
Bernal, Raquel
;
Giannola, Michele
; …
-
2021
Persistent link: https://www.econbiz.de/10012803493
Saved in:
4
On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods
Apostolakis, George N.
;
Floros, Christos
;
Giannellis, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
Saved in:
5
Day-of-the-week effect and spread determinants : some international evidence from equity markets
Gillas, Konstantinos Gkillas
;
Vortelinos, Dimitrios I.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 268-288
Persistent link: https://www.econbiz.de/10012627781
Saved in:
6
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
7
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
Saved in:
8
Housing sector and economic policy uncertainty : a GMM panel VAR approach
Balcilar, Mehmet
;
Roubaud, David
;
Uzuner, Gizem
;
Wohar, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 114-126
Persistent link: https://www.econbiz.de/10013175755
Saved in:
9
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
10
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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