//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
source:"econis"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Stock market"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Time series analysis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stock market
Time series analysis
76
Zeitreihenanalyse
76
Estimation
34
Schätzung
34
Volatility
31
Volatilität
31
Forecasting model
26
Prognoseverfahren
26
Theorie
24
Theory
24
ARCH model
21
ARCH-Modell
21
Capital income
19
Kapitaleinkommen
19
Börsenkurs
16
Share price
16
Exchange rate
11
Wechselkurs
11
Cointegration
10
Kointegration
10
Aktienmarkt
9
Estimation theory
9
Schätztheorie
9
USA
8
United States
8
Forecast
7
Prognose
7
State space model
7
Welt
7
World
7
Zustandsraummodell
7
Nichtlineare Regression
6
Nonlinear regression
6
VAR model
6
VAR-Modell
6
Aktienindex
5
Realized volatility
5
Risikomaß
5
Risk measure
5
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Al-Shboul, Mohammad
1
Anwar, Sajid
1
Bai, Ye
1
Brooks, Robert
1
Camilleri, Silvio John
1
Cuñado Eizaguirre, Juncal
1
Faff, Robert W.
1
Guo, Lili
1
Gupta, Rangan
1
Gutierrez, Juan P.
1
Hu, Jiayu
1
Huang, Yilong
1
Ji, Qiang
1
Kee, Ho Yew
1
Kirikkaleli, Dervis
1
Li, Houjian
1
Li, Junwen
1
Liu, Bing-Yue
1
Rodriguez, Gabriel
1
Scicluna, Nicolanne
1
Su, Mengying
1
Tan, Zhengxun
1
Vianna, Andre C.
1
Xiao, Binuo
1
Zhou, Deheng
1
Zhou, Li
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Economic modelling
17
International review of economics & finance : IREF
15
Energy economics
14
Applied financial economics
13
International review of financial analysis
13
Applied economics
12
Finance research letters
11
Computational economics
10
Journal of empirical finance
10
Research in international business and finance
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Journal of banking & finance
8
Journal of international financial markets, institutions & money
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
CBN journal of applied statistics
7
Economics letters
7
International journal of economics and finance
7
International journal of economics and financial issues : IJEFI
7
Pacific-Basin finance journal
7
The empirical economics letters : a monthly international journal of economics
7
Financial innovation : FIN
6
International journal of emerging markets
6
Journal of economic dynamics & control
6
Journal of risk and financial management : JRFM
6
Economic research
5
International Journal of Financial Studies : open access journal
5
International journal of finance & economics : IJFE
5
Investment management and financial innovations
5
Journal of forecasting
5
Modern economy
5
Quantitative finance
5
Review of Pacific Basin financial markets and policies
5
Afro-Asian Journal of Finance and Accounting : AAJFA
4
International journal of forecasting
4
International journal of monetary economics and finance
4
International journal of theoretical and applied finance
4
Journal of Asian finance, economics and business : JAFEB
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of business economics and management
4
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting the realized volatility of Energy Stock Market : a multimodel comparison
Li, Houjian
;
Zhou, Deheng
;
Hu, Jiayu
;
Li, Junwen
;
Su, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
Saved in:
2
Value at risk and return in Chinese and the US stock markets : double long memory and fractional cointegration
Tan, Zhengxun
;
Xiao, Binuo
;
Huang, Yilong
;
Zhou, Li
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012821412
Saved in:
3
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
4
Price effects of steel commodities on worldwide stock market returns
Gutierrez, Juan P.
;
Vianna, Andre C.
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012658801
Saved in:
5
The effect of domestic and foreign risks on an emerging stock market : a time series analysis
Kirikkaleli, Dervis
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658975
Saved in:
6
Do stock markets lead or lag macroeconomic variables? : evidence from select European countries
Camilleri, Silvio John
;
Scicluna, Nicolanne
;
Bai, Ye
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 170-186
Persistent link: https://www.econbiz.de/10012120227
Saved in:
7
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
Saved in:
8
Fractional integration in daily stock market indices at Jordan's Amman stock exchange
Al-Shboul, Mohammad
;
Anwar, Sajid
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 16-37
Persistent link: https://www.econbiz.de/10011672875
Saved in:
9
New evidence on the impact of financial leverage on beta risk : a time-series approach
Faff, Robert W.
;
Brooks, Robert
;
Kee, Ho Yew
- In:
The North American journal of economics and finance : a …
13
(
2002
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001716383
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->