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subject:"Prognoseverfahren"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"ARCH model"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
ARCH model
Zeitreihenanalyse
Estimation
858
Schätzung
858
Theorie
268
Theory
268
Volatility
173
Volatilität
173
Capital income
164
Kapitaleinkommen
164
USA
149
United States
148
Börsenkurs
145
Share price
145
Estimation theory
142
Schätztheorie
142
Time series analysis
136
Aktienmarkt
111
Stock market
111
Forecasting model
103
Exchange rate
99
Wechselkurs
99
Welt
85
World
85
ARCH-Modell
75
Nichtparametrisches Verfahren
74
Nonparametric statistics
74
Panel
64
Panel study
64
Risikoprämie
63
Risk premium
63
Cointegration
60
Kointegration
60
CAPM
58
Regression analysis
57
Regressionsanalyse
57
Portfolio selection
48
Portfolio-Management
48
Yield curve
47
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Undetermined
134
Free
7
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Article
252
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250
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250
Reprint
1
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English
252
Author
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Narayan, Paresh Kumar
7
McMillan, David G.
4
Westerlund, Joakim
4
Franses, Philip Hans
3
Gil-Alaña, Luis A.
3
Grossmann, Axel
3
Gupta, Rangan
3
Ma, Feng
3
Ravazzolo, Francesco
3
Sharma, Susan Sunila
3
Wohar, Mark E.
3
Bollerslev, Tim
2
Boswijk, Herman Peter
2
Carrasco, Marine
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Chen, Cathy W. S.
2
Cheung, Ying Lun
2
De Grauwe, Paul
2
Devpura, Neluka
2
Diebold, Francis X.
2
Dinh Hoang Bach Phan
2
Filis, George
2
Floros, Christos
2
Gao, Jiti
2
Gerlach, Richard H.
2
Haldrup, Niels
2
Hammoudeh, Shawkat
2
Harvey, Andrew C.
2
Hou, Ai Jun
2
Huber, Florian
2
Koop, Gary
2
Leybourne, Stephen James
2
Li, Jia
2
Li, Wai Keung
2
Lobato, Ignacio N.
2
Marcellino, Massimiliano
2
Mariano, Roberto S.
2
McCabe, Brendan Peter Martin
2
Ogbonna, Ahamuefula E.
2
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International journal of finance & economics : IJFE
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of international financial markets, institutions & money
Applied economics
196
Economic modelling
181
Journal of econometrics
165
International journal of forecasting
163
Applied economics letters
147
Finance research letters
144
Energy economics
135
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
123
Journal of forecasting
120
International review of economics & finance : IREF
113
Journal of banking & finance
113
Journal of empirical finance
110
Economics letters
108
CESifo working papers
101
Working paper
100
International review of financial analysis
99
The North American journal of economics and finance : a journal of financial economics studies
97
Discussion paper / Tinbergen Institute
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
82
Discussion paper / Centre for Economic Policy Research
68
Journal of applied econometrics
65
Journal of international money and finance
65
Applied financial economics
63
Journal of financial economics
62
Journal of risk and financial management : JRFM
61
Research in international business and finance
61
Econometric reviews
58
Working paper / National Bureau of Economic Research, Inc.
58
NBER Working Paper
56
NBER working paper series
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
Journal of economic dynamics & control
45
Pacific-Basin finance journal
45
Discussion papers / Deutsches Institut für Wirtschaftsforschung
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
44
The European journal of finance
44
The journal of futures markets
44
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ECONIS (ZBW)
252
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
3
Trend inflation in Sweden
Österholm, Pär
;
Poon, Aubrey
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4707-4716
Persistent link: https://www.econbiz.de/10014430060
Saved in:
4
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
5
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
6
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
7
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
8
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
9
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
10
Macroeconomic determinants of households' indebtedness in Portugal : what really matters in the era of financialisation?
Romão, Ana
;
Barradas, Ricardo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 383-401
Persistent link: https://www.econbiz.de/10014469016
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