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subject:"Forecasting model"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"1983-1995"
~subject:"Kapitaleinkommen"
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Forecasting model
1983-1995
Kapitaleinkommen
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Börsenkurs
86
Share price
86
Aktienmarkt
61
Stock market
61
Theorie
60
Theory
60
Prognoseverfahren
48
USA
45
United States
45
ARCH model
44
ARCH-Modell
44
Welt
42
World
42
Exchange rate
37
Wechselkurs
37
Portfolio selection
34
Portfolio-Management
34
Time series analysis
34
Zeitreihenanalyse
34
Cointegration
33
Kointegration
33
Spillover effect
33
Spillover-Effekt
33
VAR model
29
VAR-Modell
29
Geldpolitik
28
Monetary policy
28
Anlageverhalten
26
Behavioural finance
26
CAPM
25
China
23
Risiko
21
Risk
21
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Undetermined
91
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Article
109
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109
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109
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English
109
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Gupta, Rangan
7
Dai, Zhifeng
4
Hau, Liya
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Yang, Chunpeng
3
Zhou, Liyun
3
Zhu, Huiming
3
Chang, Chia-Lin
2
Cho, Hoon
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
McAleer, Michael
2
Mo, Guoli
2
Ryu, Doojin
2
Seok, Sang Ik
2
Tan, Chunzhi
2
Ur Rehman, Mobeen
2
Wohar, Mark E.
2
Xuan Vinh Vo
2
Zaremba, Adam
2
Zhang, Weiguo
2
Ahmad, Nasir
1
Ahmed, Walid M. A.
1
Al Rababa'a, Abdel Razzaq
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Shboul, Mohammad
1
Al-Yahyaee, Khamis Hamed
1
Alemany, Nuria
1
Alomari, Mohammad
1
Anjum, Hassan
1
Anwar, Sajid
1
Aragó, Vicent
1
Asai, Manabu
1
Bec, Frédérique
1
Bellos, Sotirios K.
1
Ben Omrane, Walid
1
BenMim, Imen
1
BenSaïda, Ahmed
1
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The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
190
Applied economics
162
International journal of forecasting
162
Journal of banking & finance
162
International review of financial analysis
157
Journal of empirical finance
141
International review of economics & finance : IREF
136
Journal of financial economics
133
Working paper / National Bureau of Economic Research, Inc.
127
Applied economics letters
126
NBER working paper series
126
Economic modelling
124
Journal of forecasting
112
Applied financial economics
105
NBER Working Paper
102
Journal of international financial markets, institutions & money
94
Journal of econometrics
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
The European journal of finance
84
Energy economics
81
Working paper
80
Discussion paper / Centre for Economic Policy Research
79
Journal of international money and finance
77
Research in international business and finance
76
Economics letters
74
Pacific-Basin finance journal
74
CESifo working papers
68
Review of quantitative finance and accounting
65
International journal of finance & economics : IJFE
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
Finance and economics discussion series
55
Management science : journal of the Institute for Operations Research and the Management Sciences
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
Journal of risk and financial management : JRFM
52
International journal of economics and finance
47
Research paper series / Swiss Finance Institute
47
Discussion papers / CEPR
46
Journal of financial markets
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
43
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ECONIS (ZBW)
109
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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
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
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3
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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4
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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5
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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6
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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7
Cognitive biases, downside risk shocks, and stock expected returns
Li, Si
;
He, Fangyi
;
Shi, Fangquan
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485480
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8
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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9
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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10
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
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