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subject:"Prognoseverfahren"
~isPartOf:"Applied economics"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
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Prognoseverfahren
Zeitreihenanalyse
Estimation
1,749
Schätzung
1,749
Theorie
316
Theory
316
USA
250
United States
250
Welt
166
World
166
Volatility
125
Volatilität
125
Cointegration
124
Kointegration
124
Economic growth
121
Wirtschaftswachstum
121
Deutschland
117
Germany
117
Großbritannien
114
United Kingdom
114
Panel
111
Panel study
111
Capital income
101
Kapitaleinkommen
101
Time series analysis
98
Börsenkurs
95
Share price
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Forecasting model
78
EU countries
77
EU-Staaten
77
Aktienmarkt
76
Stock market
76
Geldpolitik
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Monetary policy
74
Inflation
69
Business cycle
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Konjunktur
67
Schock
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Shock
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Article
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Aufsatz in Zeitschrift
Conference proceedings
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162
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English
162
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Moosa, Imad A.
10
Gil-Alaña, Luis A.
7
Gupta, Rangan
6
Blazsek, Szabolcs
3
Chang, Tsangyao
3
Ma, Feng
3
Omay, Tolga
3
Uctum, Remzi
3
Zhang, Yaojie
3
Bahmani-Oskooee, Mohsen
2
Burns, Kelly
2
Gausden, Robert
2
Harvey, David I.
2
Hasan, Mohammad S.
2
Hasanov, Mübariz
2
Ho, Han-Chiang
2
Kim, Jong-Min
2
Kyei, Clement
2
Li, Bin
2
Liang, Chao
2
Nguyen, Duc Khuong
2
Peel, David
2
Prat, Georges
2
Ranjbar, Omid
2
Silvapulle, Paramsothy
2
Singh, Tarlok
2
Speight, Alan E. H.
2
Tiwari, Aviral Kumar
2
Wei, Yu
2
Wen, Fenghua
2
Wen, Yi-Chieh
2
Zaremba, Adam
2
Abbott, Andrew J.
1
Aburizaizah, Omar S.
1
Adkins, Nathan
1
Ahmad, Yamin
1
Aksoy, Emre
1
Al-Jassar, Sulaiman A.
1
Albulescu, Claudiu Tiberiu
1
Ali Ahmed, Huson Joher
1
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Applied economics
International journal of forecasting
167
Journal of econometrics
152
Economic modelling
147
Applied economics letters
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
125
Journal of forecasting
120
Finance research letters
119
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
104
Energy economics
101
Economics letters
98
Journal of banking & finance
98
Journal of empirical finance
88
International review of economics & finance : IREF
86
International review of financial analysis
74
The North American journal of economics and finance : a journal of financial economics studies
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Journal of applied econometrics
62
Journal of financial economics
62
Journal of international money and finance
56
Econometric reviews
52
Journal of economic dynamics & control
46
Applied financial economics
45
International journal of finance & economics : IJFE
45
Journal of international financial markets, institutions & money
41
Pacific-Basin finance journal
41
Journal of risk and financial management : JRFM
39
Journal of macroeconomics
38
Macroeconomic dynamics
37
Empirical economics : a quarterly journal of the Institute for Advanced Studies
36
Research in international business and finance
35
The European journal of finance
35
Computational economics
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
International journal of economics and finance
31
Quantitative finance
31
Journal of money, credit and banking : JMCB
29
Journal of financial econometrics
28
The empirical economics letters : a monthly international journal of economics
28
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ECONIS (ZBW)
162
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1
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10
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162
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1
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:
2
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:
3
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:
4
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
5
Spillover effects of the US stock market and the predictability of returns : international evidence based on daily data
Wen, Yi-Chieh
;
Li, Bin
;
Chen, Xiaoyue
;
Singh, Tarlok
- In:
Applied economics
55
(
2023
)
45
,
pp. 5251-5266
Persistent link: https://www.econbiz.de/10014335067
Saved in:
6
Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
Saved in:
7
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
8
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
9
What drives trend-following profits in stocks? : the role of the trading signals' volatility
Zoicas-Ienciu, Adrian
;
Pochea, Maria Miruna
- In:
Applied economics
55
(
2023
)
32
,
pp. 3788-3805
Persistent link: https://www.econbiz.de/10014299215
Saved in:
10
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
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