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source:"econis"
subject:"Theorie"
~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:"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
Forecasting model
Modellierung
Real estate price
Risikomaß
Schätzung
Estimation
43
Volatility
19
Volatilität
19
Prognoseverfahren
14
ARCH model
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Capital income
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43
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Apostolakis, George N.
Attanasio, Orazio P.
Lindé, Jesper
McAleer, Michael
Semmler, Willi
Serletis, Apostolos
Wohar, Mark E.
Mumtaz, Haroon
23
Kapetanios, George
18
Chang, Chia-Lin
16
Fontagné, Lionel
11
Neely, Christopher J.
11
Owyang, Michael T.
11
Winkelmann, Rainer
11
Narayan, Paresh Kumar
10
Bénassy-Quéré, Agnès
9
Gupta, Rangan
9
Mignon, Valérie
9
Theodoridis, Konstantinos
9
Belzil, Christian
8
Manera, Matteo
8
Xuan Vinh Vo
8
Zweifel, Peter
8
Österholm, Pär
8
Balcilar, Mehmet
7
Engsted, Tom
7
Hammoudeh, Shawkat
7
Karanassou, Marika
7
Brooks, Robert
6
Chortareas, Georgios E.
6
Coughlin, Cletus Charles
6
Nielsen, Helena Skyt
6
Sahn, David E.
6
Sala, Hector
6
Sosvilla-Rivero, Simón
6
Thornton, Daniel L.
6
Ajevskis, Viktors
5
Chiang, Thomas C.
5
Coulibaly, Dramane
5
Escribano, Álvaro
5
Gil-Alaña, Luis A.
5
Guidolin, Massimo
5
Guo, Hui
5
Honoré, Peter
5
Kiss, Tamás
5
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University of Canterbury / Dept. of Economics and Finance
5
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International review of economics & finance : IREF
Journal of forecasting
Journal of international financial markets, institutions & money
Working paper
Econometric Institute research papers
38
Discussion paper / Tinbergen Institute
18
Working paper / National Bureau of Economic Research, Inc.
12
Macroeconomic dynamics
11
Applied economics
9
Sveriges Riksbank working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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Diskussionsarbeit
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International journal of finance & economics : IJFE
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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International journal of forecasting
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International review of financial analysis
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Journal of econometrics
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Journal of money, credit and banking : JMCB
3
Journal of risk and financial management : JRFM
3
The economic journal : the journal of the Royal Economic Society
3
The energy journal
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Cambridge-INET working papers
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
10
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
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