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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"International review of financial analysis"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Van Eyden, Reneé"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Stock market
Estimation
2
Prognoseverfahren
2
Schätzung
2
Aktienmarkt
1
Börsenkurs
1
Coronavirus
1
Dynamic model averaging
1
Economic indicator
1
Financial conditions index
1
Firm-level expectations and uncertainties
1
Nichtlineare Regression
1
Nonlinear logistic smooth transition vector autoregressive model
1
Nonlinear regression
1
Risiko
1
Risk
1
S&P500 realized variance
1
Share price
1
South Africa
1
Südafrika
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Time-varying predictability
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USA
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United States
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VAR model
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VAR-Modell
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Volatility
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Volatilität
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Aufsatz in Zeitschrift
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Van Eyden, Reneé
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
Balcilar, Mehmet
2
Boughrara, Adel
2
Bouri, Elie
2
Caporale, Guglielmo Maria
2
Charles, Amélie
2
Coakley, Jerry
2
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2
Darné, Olivier
2
Gabauer, David
2
Gil-Alaña, Luis A.
2
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2
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2
Kumar, Dilip
2
Liu, Jia
2
Majumdar, Anandamayee
2
Shen, Dehua
2
Urquhart, Andrew
2
Zhang, Yaojie
2
Aastveit, Knut Are
1
Agarwalla, Sobhesh Kumar
1
Agudelo, Diego A.
1
Aharon, David Y.
1
Ahmed, Mohamed S.
1
Ahmed, Shaker
1
Al-Nasseri, Alya
1
Al-Shboul, Mohammad
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International review of financial analysis
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of behavioral and experimental finance
1
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ECONIS (ZBW)
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Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
2
Comparing the forecasting ability of financial conditions indices : the case of South Africa
Balcilar, Mehmet
;
Gupta, Rangan
;
Van Eyden, Reneé
; …
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 245-259
Persistent link: https://www.econbiz.de/10012035015
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