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subject:"Prognoseverfahren"
~isPartOf:"Emerging markets review"
~person:"Guidolin, Massimo"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~person:"Ma, Feng"
~subject:"Aktienmarkt"
~subject:"Zeitreihenanalyse"
~subject:"Zinsstruktur"
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Prognoseverfahren
Aktienmarkt
Zeitreihenanalyse
Zinsstruktur
Estimation
2
Schätzung
2
VAR model
2
VAR-Modell
2
ARCH model
1
ARCH-Modell
1
BRICS
1
BRICS countries
1
BRICS-Staaten
1
Bayes-Statistik
1
Bayesian Graphical Structural VAR
1
Bayesian inference
1
Börsenkurs
1
Causality analysis
1
Forecasting model
1
Implied volatility index
1
Inflation
1
Inflation expectations
1
Inflation uncertainty
1
Inflationserwartung
1
Kausalanalyse
1
Long memory
1
Markov chain
1
Markov switching model
1
Markov-Kette
1
Risiko
1
Risk
1
Seasonality
1
Share price
1
South Africa
1
Stock market
1
Strategic commodities
1
Südafrika
1
Time series analysis
1
Time-varying causality
1
VIX
1
Volatility
1
Volatility predictability
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English
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Guidolin, Massimo
Gupta, Rangan
Hautsch, Nikolaus
Ma, Feng
Narayan, Paresh Kumar
5
Dinh Hoang Bach Phan
3
Ajmi, Ahdi Noomen
2
Bannigidadmath, Deepa
2
Abbas, Qaisar
1
Aktas, Osman Ulas
1
Ali Shah, Syed Zulfiqar
1
Ali, Heba
1
An, Jiyoun
1
Arshad, Shaista
1
Atukeren, Erdal
1
Aye, Goodness C.
1
Aysun, Uluc
1
Balcilar, Mehmet
1
Bhaduri, Saumitra N.
1
Bouri, Elie
1
Cakici, Nusret
1
Cepni, Oguzhan
1
Charfeddine, Lanouar
1
Cheng, Ai-ru
1
Chia, Yee-Ee
1
Chu, Chien Chi
1
Chuliá, Helena
1
Coskun, Yener
1
Ellis, Craig
1
Fabozzi, Frank J.
1
Goh, Kim-leng
1
Guillén, Montserrat
1
Güney, Ethem
1
Hammoudeh, Shawkat
1
Hanousek, Jan
1
Ho, Kin-Yip
1
Hosseini, Seyedmehdi
1
Imisiker, Serkan
1
Jahan-Parvar, Mohammad R.
1
Khan, Sabeen
1
Korkmaz, Turhan
1
Kryzanowski, Lawrence
1
Lau, Chi Keung
1
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Emerging markets review
Department of Economics working paper series
24
Finance research letters
14
Applied economics
10
Energy economics
9
The North American journal of economics and finance : a journal of financial economics studies
9
International journal of finance & economics : IJFE
8
SFB 649 discussion paper
8
International review of financial analysis
6
Applied economics letters
5
CFS working paper series
5
Economic modelling
5
Research in international business and finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
BAFFI CAREFIN Centre Research Paper
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International review of economics & finance : IREF
4
Journal of forecasting
4
Working papers / University of Connecticut, Department of Economics
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of banking & finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Working paper series : working paper
3
Working papers / Innocenzo Gasparini Institute for Economic Research
3
Applied quantitative finance
2
Economics and Business Letters : EBL
2
Economics letters
2
International journal of forecasting
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Journal of financial markets
2
Journal of macroeconomics
2
Manchester Business School Research Paper
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
The journal of real estate finance and economics
2
Working paper
2
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Does global fear predict fear in BRICS stock markets? : evidence from a Bayesian Graphical Structural VAR model
Bouri, Elie
;
Gupta, Rangan
;
Hosseini, Seyedmehdi
;
Lau, …
- In:
Emerging markets review
34
(
2018
),
pp. 124-142
Persistent link: https://www.econbiz.de/10012114689
Saved in:
2
Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model
Nasr, Adnen Ben
;
Balcilar, Mehmet
;
Ajmi, Ahdi Noomen
; …
- In:
Emerging markets review
24
(
2015
),
pp. 46-68
Persistent link: https://www.econbiz.de/10011538531
Saved in:
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