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subject:"Prognoseverfahren"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Aktienmarkt"
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
Aktienmarkt
Forecasting model
Zeitreihenanalyse
Estimation
3,311
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3,311
Theorie
691
Theory
691
USA
650
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649
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378
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250
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Marcellino, Massimiliano
11
Moosa, Imad A.
10
Gil-Alaña, Luis A.
7
Gupta, Rangan
7
Yoon, Seong-min
7
Zaremba, Adam
6
Kilian, Lutz
5
Long, Huaigang
5
Baumeister, Christiane
4
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4
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4
Liang, Chao
4
Ma, Feng
4
Timmermann, Allan
4
Tiwari, Aviral Kumar
4
Zhang, Yaojie
4
Blazsek, Szabolcs
3
Chang, Tsangyao
3
Cheema, Muhammad A.
3
Favero, Carlo A.
3
Hasanov, Mübariz
3
Jiang, Yuexiang
3
Kang, Sang Hoon
3
Lettau, Martin
3
Li, Bin
3
Ludvigson, Sydney C.
3
Mensi, Walid
3
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3
Nguyen, Duc Khuong
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Omay, Tolga
3
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2
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2
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2
Ball, Ryan
2
Bianchi, Francesco
2
Bonfiglioli, Alessandra
2
Burns, Kelly
2
Chiah, Mardy
2
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Applied economics
Discussion paper / Centre for Economic Policy Research
Pacific-Basin finance journal
Economic modelling
213
Applied economics letters
195
Finance research letters
194
International journal of forecasting
168
International review of economics & finance : IREF
156
Journal of econometrics
156
International review of financial analysis
145
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
136
Journal of banking & finance
125
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Journal of forecasting
121
Energy economics
120
CESifo working papers
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The North American journal of economics and finance : a journal of financial economics studies
118
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
Economics letters
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101
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98
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of finance & economics : IJFE
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57
Econometric reviews
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48
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
376
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1
The adaptive markets hypothesis : insights into small stock market efficiency
Rönkkö, Mikael
;
Holmi, Joonas
;
Niskanen, Mervi
; …
- In:
Applied economics
56
(
2024
)
25
,
pp. 3048-3062
Persistent link: https://www.econbiz.de/10014526575
Saved in:
2
Revisiting the duration dependence in the US stock market cycles
Zakamulin, Valeriy
- In:
Applied economics
55
(
2023
)
4
,
pp. 357-368
Persistent link: https://www.econbiz.de/10013494428
Saved in:
3
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
4
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
5
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
6
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
Saved in:
7
Stochastic debt sustainability analysis using time-varying fiscal reaction functions : an agnostic approach to fiscal forecasting
Dubbert, Tore
- In:
Applied economics
56
(
2024
)
8
,
pp. 901-917
Persistent link: https://www.econbiz.de/10014446217
Saved in:
8
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
9
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
10
Switching spillovers and connectedness between Sukuk and international Islamic stock markets
Mensi, Walid
;
Lee, Yeonjeong
;
Al Kharusi, Sami
;
Yoon, …
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014534551
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