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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Applied financial economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Börsenkurs"
~subject:"Zeitreihenanalyse"
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Forecasting model
Stock market
Börsenkurs
Zeitreihenanalyse
Estimation
751
Schätzung
751
Capital income
176
Kapitaleinkommen
176
Volatility
171
Volatilität
171
Share price
170
Theorie
155
Theory
155
USA
144
United States
144
Aktienmarkt
122
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74
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ARCH model
70
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Welt
68
World
68
Time series analysis
60
Großbritannien
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53
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44
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309
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Gupta, Rangan
11
Dai, Zhifeng
4
Pierdzioch, Christian
4
Barkoulas, John T.
3
Garrett, Ian
3
Hau, Liya
3
Kang, Sang Hoon
3
Nonejad, Nima
3
Simpson, Marc W.
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Yang, Chunpeng
3
Zhou, Liyun
3
Zhu, Huiming
3
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2
Apergēs, Nikolaos
2
Bai, Ye
2
Balcilar, Mehmet
2
Baum, Christopher F.
2
Becchetti, Leonardo
2
Brooks, Chris
2
Brooks, Robert
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chen, Mei-Ping
2
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2
Chiang, Thomas C.
2
Cho, Hoon
2
Christou, Christina
2
Clare, Andrew D.
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Dash, Saumya Ranjan
2
Fraser, Patricia
2
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2
Ho, Kin-Yip
2
Ji, Qiang
2
Kamada, Koichiro
2
Kanas, Angelos
2
Li, Jinfang
2
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Applied financial economics
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
259
Applied economics letters
243
Economic modelling
231
Finance research letters
214
International review of economics & finance : IREF
184
International review of financial analysis
179
Working paper / National Bureau of Economic Research, Inc.
176
NBER working paper series
174
Journal of econometrics
168
Journal of banking & finance
166
International journal of forecasting
164
NBER Working Paper
157
Journal of empirical finance
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
145
Energy economics
144
CESifo working papers
137
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
Discussion paper / Centre for Economic Policy Research
124
Journal of forecasting
121
Journal of international financial markets, institutions & money
120
Economics letters
118
Research in international business and finance
114
Working paper
111
Journal of financial economics
106
Discussion paper / Tinbergen Institute
104
Journal of international money and finance
89
Journal of risk and financial management : JRFM
89
Pacific-Basin finance journal
86
The European journal of finance
85
International journal of finance & economics : IJFE
82
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
80
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
77
International journal of economics and finance
75
Journal of applied econometrics
71
Review of quantitative finance and accounting
66
Cogent economics & finance
62
Finance and economics discussion series
62
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
309
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1
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
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2
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
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3
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
4
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
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5
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
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6
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
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7
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
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8
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
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9
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
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10
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
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