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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Economics and finance working paper series"
~subject:"Zeitreihenanalyse"
~type_genre:"Bibliografie enthalten"
~type_genre:"Conference paper"
~type_genre:"Non-commercial literature"
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Forecasting model
Stock market
Zeitreihenanalyse
Estimation
67
Schätzung
67
Time series analysis
27
Cointegration
16
Kointegration
16
USA
15
United States
15
Volatility
14
Volatilität
14
fractional integration
14
Theorie
10
Theory
10
Großbritannien
9
United Kingdom
9
Welt
9
World
9
Aktienmarkt
8
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7
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7
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7
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7
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7
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7
Panel study
7
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Structural break
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Strukturbruch
7
Wechselkurs
7
Wirtschaftswachstum
7
Zins
7
EU countries
6
EU-Staaten
6
Inflation
6
Nichtlineare Regression
6
Nonlinear regression
6
Market integration
5
Marktintegration
5
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Bibliografie enthalten
Conference paper
Non-commercial literature
Arbeitspapier
41
Working Paper
41
Graue Literatur
37
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English
37
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Caporale, Guglielmo Maria
34
Gil-Alaña, Luis A.
26
Carcel, Hector
3
Spagnolo, Nicola
3
Balparda, Borja
2
Ciferri, Davide
2
Girardi, Alessandro
2
Lovcha, Yuliya
2
You, Kefei
2
Aliakbari, Saeideh
1
Arin, Kerim Peren
1
Barros, Carlos Pestana
1
Canepa, Alessandra
1
Chini, Emilio Zanetti
1
Cuñado Eizaguirre, Juncal
1
Davis, E. Philip
1
Hoffmann, Linda
1
Härdle, Wolfgang
1
Karim, Dilruba
1
Kyriacou, Kyriacos
1
Moro, Russ
1
Orlando, C. James
1
Plastun, Alex
1
Poza, Carlos
1
Teterkina, Daria
1
Trani, Tommaso
1
Škare, Marinko
1
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Economics and finance working paper series
CESifo working papers
117
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88
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81
Working paper / National Bureau of Economic Research, Inc.
81
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78
Discussion papers / Deutsches Institut für Wirtschaftsforschung
43
Finance and economics discussion series
42
SFB 649 discussion paper
41
CREATES research paper
40
CAMA working paper series
38
Discussion paper
37
Discussion papers / CEPR
35
Research paper series / Swiss Finance Institute
32
Kiel working paper
30
Working paper / Department of Econometrics and Business Statistics, Monash University
30
Discussion paper / Deutsche Bundesbank
29
Working paper series / European Central Bank
28
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
27
Department of Economics working paper series
25
Federal Reserve Bank of Cleveland working paper series
24
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17
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16
Swiss Finance Institute Research Paper
16
IHS economics series : working paper
14
Reihe Ökonomie
14
Temi di discussione / Banca d'Italia
14
Documentos de trabajo / Banco de España
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
12
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ECONIS (ZBW)
37
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1
Stock market linkages between the ASEAN countries, China and the US : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
-
2019
Persistent link: https://www.econbiz.de/10011996351
Saved in:
2
Volatility forecasts for the RTS stock index : option-implied volatility versus alternative methods
Caporale, Guglielmo Maria
;
Teterkina, Daria
-
2019
Persistent link: https://www.econbiz.de/10011996358
Saved in:
3
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
4
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995632
Saved in:
5
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
6
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
-
2018
Persistent link: https://www.econbiz.de/10011995788
Saved in:
7
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
8
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011893395
Saved in:
9
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
10
Unemployment in Africa : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011631077
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