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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA"
~person:"Bouri, Elie"
~person:"Gil-Alaña, Luis A."
~subject:"Schätzung"
~subject:"fractional integration"
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Forecasting model
Stock market
Schätzung
fractional integration
Estimation
2
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1
Behavioural finance
1
Capital income
1
Causality analysis
1
Devisenmarkt
1
Economic sentiment
1
Exchange rate
1
Exchange rates
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Foreign exchange market
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Herdenverhalten
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Herding
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Higher-order nonparametric causality in quantiles test
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Housing market
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Housing returns and volatility
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Immobilienpreis
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Investor happiness
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Kapitaleinkommen
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Kausalanalyse
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Nichtparametrisches Verfahren
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Real estate price
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Time-varying regression
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USA
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United States
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Volatility
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Bouri, Elie
Gil-Alaña, Luis A.
Gupta, Rangan
3
Mangee, Nicholas
2
Alhaj-Yaseen, Yaseen S.
1
Balcilar, Mehmet
1
Bouteska, Ahmed
1
Cepni, Oguzhan
1
Cheng, Zhongming
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Demirer, Rıza
1
Escobari, Diego
1
Frydman, Roman
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Rao, Xi
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Shen, Jiancheng
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Sibande, Xolani
1
Stillwagon, Josh
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
CESifo working papers
43
Economics and finance working paper series
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
22
Applied economics
12
Applied economics letters
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Discussion papers of interdisciplinary research project 373
9
Department of Economics working paper series
7
Finance research letters
7
Research in international business and finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Energy economics
6
International review of economics & finance : IREF
6
International review of financial analysis
6
EUI working paper / ECO
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International journal of finance & economics : IJFE
4
Review of development finance
4
Economic modelling
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of economics and finance : JEF
3
The South African journal of economics
3
Computational economics
2
Department of Economics working papers
2
Discussion paper series / IZA
2
Economics letters
2
Emerging markets, finance and trade : EMFT
2
Empirica : journal of european economics
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of international financial markets, institutions & money
2
Oxford bulletin of economics and statistics
2
Review of financial economics : RFE
2
Review of international economics
2
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
2
African development review
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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Annales d'économie et de statistique
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Investor sentiment and (anti) herding in the currency market : evidence from Twitter feed data
Sibande, Xolani
;
Gupta, Rangan
;
Demirer, Rıza
;
Bouri, Elie
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 56-72
Persistent link: https://www.econbiz.de/10013547854
Saved in:
2
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, …
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
4
,
pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
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