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subject:"Börsenkurs"
subject:"Financial analysis"
~accessRights:"restricted"
~person:"Gil-Alaña, Luis A."
~person:"Hess, Dieter"
~person:"Hong, Harrison G."
~person:"Härdle, Wolfgang"
~person:"Lee, Chien-chiang"
~person:"Pierdzioch, Christian"
~person:"Schröder, Michael"
~source:"econis"
~subject:"Aktienmarkt"
~subject:"Forecast"
~subject:"Long memory"
~subject:"Prognoseverfahren"
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Börsenkurs
Financial analysis
Aktienmarkt
Forecast
Long memory
Prognoseverfahren
Estimation
149
Schätzung
149
Time series analysis
46
Zeitreihenanalyse
46
Volatility
41
Volatilität
41
Cointegration
35
Kointegration
35
Share price
33
Fractional integration
32
Capital income
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Kapitaleinkommen
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Forecasting model
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Welt
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World
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Theorie
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Theory
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USA
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fractional integration
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English
63
German
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Gil-Alaña, Luis A.
Hess, Dieter
Hong, Harrison G.
Härdle, Wolfgang
Lee, Chien-chiang
Pierdzioch, Christian
Schröder, Michael
Gupta, Rangan
88
Zaremba, Adam
41
Ma, Feng
30
Balcilar, Mehmet
26
Marcellino, Massimiliano
25
Wang, Yudong
23
Wohar, Mark E.
22
Zhang, Yaojie
21
Salisu, Afees A.
20
Narayan, Paresh Kumar
19
Tiwari, Aviral Kumar
19
Jawadi, Fredj
16
Bouri, Elie
15
Demirer, Rıza
15
McMillan, David G.
15
Nonejad, Nima
15
Sehgal, Sanjay
15
Wei, Yu
14
Caporale, Guglielmo Maria
13
Ghysels, Eric
13
Chiang, Thomas C.
12
Long, Huaigang
12
Shi, Yanlin
12
Todorov, Viktor
12
Cakici, Nusret
11
Shahzad, Syed Jawad Hussain
11
Xuan Vinh Vo
11
Yin, Libo
11
Yoon, Seong-min
11
Kang, Sang Hoon
10
Kelly, Bryan T.
10
Narayan, Seema
10
Bali, Turan G.
9
Baumeister, Christiane
9
Bekiros, Stelios
9
Bollerslev, Tim
9
Ji, Qiang
9
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Finance research letters
7
Research in international business and finance
5
The North American journal of economics and finance : a journal of financial economics studies
4
International review of economics & finance : IREF
3
The European journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics letters
2
Department of Economics working paper series
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Energy economics
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Review of development finance
2
Annals of financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
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1
Economic research
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Finance a úvěr
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of Asian economics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial markets
1
Journal of forecasting
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of the Operational Research Society
1
Pacific-Basin finance journal
1
Recent econometric techniques for macroeconomic and financial data
1
Structural change and economic dynamics : SC+ED
1
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
Saved in:
2
The effect of asymmetric information disappears : evidence in share repurchases and market efficiency
Lee, Chien-chiang
;
Park, Bokyung
;
Wang, Chih-Wei
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473639
Saved in:
3
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
4
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
5
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
6
International spillovers of U.S. monetary uncertainty and equity market volatility to China's stock markets
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of Asian economics
84
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014248299
Saved in:
7
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
8
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
9
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
10
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
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