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subject:"National income"
subject:"Time series analysis"
~person:"Jawadi, Fredj"
~subject:"Börsenkurs"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Gutachten"
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National income
Time series analysis
Börsenkurs
Prognoseverfahren
Estimation
33
Schätzung
33
Share price
12
Nichtlineare Regression
10
Nonlinear regression
10
Theorie
10
Theory
10
Volatility
10
Volatilität
10
Capital income
9
Kapitaleinkommen
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Aktienmarkt
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Forecasting model
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ARCH-Modell
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Panel study
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Jawadi, Fredj
Gupta, Rangan
112
Gil-Alaña, Luis A.
94
Caporale, Guglielmo Maria
53
Zaremba, Adam
46
Tiwari, Aviral Kumar
44
Pierdzioch, Christian
38
Narayan, Paresh Kumar
37
Wohar, Mark E.
37
Chang, Tsangyao
35
McMillan, David G.
35
Ma, Feng
32
Balcilar, Mehmet
29
Wang, Yudong
27
Salisu, Afees A.
26
Zhang, Yaojie
26
Lee, Chien-chiang
23
Moosa, Imad A.
23
McAleer, Michael
21
Todorov, Viktor
19
Bollerslev, Tim
18
Chiang, Thomas C.
18
Bahmani-Oskooee, Mohsen
17
Nonejad, Nima
17
Bouri, Elie
16
Demirer, Rıza
16
Koopman, Siem Jan
16
Westerlund, Joakim
16
Apergēs, Nikolaos
15
Brooks, Robert
15
Caporin, Massimiliano
15
Kumar, Dilip
15
Shahbaz, Muhammad
15
Wei, Yu
15
Bohl, Martin T.
14
Döpke, Jörg
14
Ghysels, Eric
14
Ranjbar, Omid
14
Ryu, Doojin
14
Sehgal, Sanjay
14
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Computational economics
2
Econometric reviews
2
Review of quantitative finance and accounting
2
Applied economics
1
Applied economics letters
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Macroeconomic dynamics
1
Open economies review
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
17
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17
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1
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
Saved in:
2
Does higher unemployment lead to greater criminality? : revisiting the debate over the business cycle
Jawadi, Fredj
;
Mallick, Sushanta Kumar
;
Cheffou, …
- In:
Journal of economic behavior & organization : JEBO
182
(
2021
),
pp. 448-471
Persistent link: https://www.econbiz.de/10012598402
Saved in:
3
Computing the time-varying effects of investor attention in Islamic stock returns
Jawadi, Nabila
;
Jawadi, Fredj
;
Cheffou, Abdoulkarim Idi
- In:
Computational economics
56
(
2020
)
1
,
pp. 131-143
Persistent link: https://www.econbiz.de/10012272021
Saved in:
4
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
5
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
6
Does the volatility of volatility risk forecast future stock returns?
Bu, Ruijun
;
Fu, Xi
;
Jawadi, Fredj
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 16-36
Persistent link: https://www.econbiz.de/10012128269
Saved in:
7
Forecasting inflation uncertainty in the United States and Euro area
Ftiti, Zied
;
Jawadi, Fredj
- In:
Computational economics
54
(
2019
)
1
,
pp. 455-476
Persistent link: https://www.econbiz.de/10012134205
Saved in:
8
Threshold effect in the relationship between investor sentiment and stock market returns : a PSTR specification
Namouri, Hela
;
Jawadi, Fredj
;
Ftiti, Zied
;
Hachicha, Néjib
- In:
Applied economics
50
(
2018
)
5
,
pp. 559-573
Persistent link: https://www.econbiz.de/10011847023
Saved in:
9
Modeling international stock price comovements with high-frequency data
Ben Ameur, Hachmi
;
Jawadi, Fredj
;
Louhichi, Wael
; …
- In:
Macroeconomic dynamics
22
(
2018
)
7
,
pp. 1875-1903
Persistent link: https://www.econbiz.de/10011918211
Saved in:
10
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Jawadi, Fredj
;
Namouri, Hela
;
Ftiti, Zied
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 469-484
Persistent link: https://www.econbiz.de/10011974225
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