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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Forecasting model
Stock market
Estimation
894
Schätzung
893
Theorie
267
Theory
267
Capital income
223
Kapitaleinkommen
223
Volatility
205
Volatilität
205
Börsenkurs
178
Share price
178
USA
165
United States
165
Estimation theory
140
Schätztheorie
140
Aktienmarkt
139
Prognoseverfahren
136
Time series analysis
125
Zeitreihenanalyse
125
ARCH model
83
ARCH-Modell
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CAPM
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Portfolio selection
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Portfolio-Management
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Welt
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Regressionsanalyse
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Risiko
61
Exchange rate
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Risk premium
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Aufsatz in Zeitschrift
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Gupta, Rangan
6
Ma, Feng
5
Pierdzioch, Christian
4
Degiannakis, Stavros
3
Demirer, Rıza
3
Goodell, John W.
3
Kim, Jae H.
3
Nonejad, Nima
3
Salisu, Afees A.
3
Wohar, Mark E.
3
Zaremba, Adam
3
Aastveit, Knut Are
2
Balcilar, Mehmet
2
Boughrara, Adel
2
Bouri, Elie
2
Caporale, Guglielmo Maria
2
Carrasco, Marine
2
Chan, Joshua
2
Charles, Amélie
2
Coakley, Jerry
2
Cummins, Mark
2
Darné, Olivier
2
Gabauer, David
2
Gil-Alaña, Luis A.
2
Gong, Xue
2
Huang, Yisu
2
Huber, Florian
2
Koop, Gary
2
Kumar, Dilip
2
Liu, Jia
2
Majumdar, Anandamayee
2
Marcellino, Massimiliano
2
Ravazzolo, Francesco
2
Rossi, Barbara
2
Shen, Dehua
2
Smith, Simon C.
2
Stock, James H.
2
Urga, Giovanni
2
Urquhart, Andrew
2
Van Eyden, Reneé
2
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International review of financial analysis
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Finance research letters
173
International journal of forecasting
158
Applied economics
142
Economic modelling
138
International review of economics & finance : IREF
128
Applied economics letters
126
Journal of forecasting
109
Journal of banking & finance
106
Journal of empirical finance
100
The North American journal of economics and finance : a journal of financial economics studies
99
Energy economics
87
Research in international business and finance
85
Journal of international financial markets, institutions & money
83
Applied financial economics
82
Journal of financial economics
75
Journal of econometrics
68
Pacific-Basin finance journal
65
The European journal of finance
64
Journal of international money and finance
57
Journal of risk and financial management : JRFM
57
Economics letters
54
International journal of finance & economics : IJFE
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
International journal of economics and finance
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
43
Review of quantitative finance and accounting
40
Cogent economics & finance
35
Journal of applied econometrics
35
Journal of financial markets
34
The empirical economics letters : a monthly international journal of economics
34
Emerging markets, finance and trade : EMFT
31
Management science : journal of the Institute for Operations Research and the Management Sciences
31
The journal of futures markets
31
International journal of economics and financial issues : IJEFI
29
Emerging markets review
28
Global finance journal
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
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ECONIS (ZBW)
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1
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
2
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
3
Measuring the G20 stock market return transmission mechanism : evidence from the R2 connectedness approach
Naeem, Muhammad Abubakr
;
Chatziantoniou, Ioannis
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446949
Saved in:
4
Time-varying causality impact of economic policy uncertainty on stock market returns : global evidence from developed and emerging countries
Hong, Yun
;
Zhang, Rushan
;
Zhang, Feipeng
- In:
International review of financial analysis
91
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014446987
Saved in:
5
Global financial risk and market connectedness : An empirical analysis of COVOL and major financial markets
Lang, Chunlin
;
Xu, Danyang
;
Corbet, Shaen
;
Hu, Yang
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543425
Saved in:
6
Harnessing the power of real-time forum opinion : unveiling its impact on stock market dynamics using intraday high-frequency data in China
Tang, Zhenpeng
;
Lin, Qiaofeng
;
Cai, Yi
;
Chen, Kaijie
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014543482
Saved in:
7
Abnormal temperature and the cross-section of stock returns in China
Zhang, Yaojie
;
Song, Bingheng
;
He, Mengxi
;
Wang, Yudong
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543966
Saved in:
8
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
9
A new view of risk contagion by decomposition of dependence structure : Empirical analysis of Sino-US stock markets
Zheng, Yanting
;
Luan, Xin
;
Xin, Lu
;
Liu, Jiaming
- In:
International review of financial analysis
90
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014470629
Saved in:
10
Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin
;
Zhang, Li
;
Li, Lihong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471874
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