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subject:"Prognoseverfahren"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
Zeitreihenanalyse
Estimation
3,789
Schätzung
3,787
USA
1,616
United States
1,614
Theorie
929
Theory
929
Welt
406
World
406
Capital income
383
Kapitaleinkommen
383
Volatility
379
Volatilität
379
Börsenkurs
358
Share price
358
Impact assessment
321
Wirkungsanalyse
321
Estimation theory
285
Schätztheorie
285
Forecasting model
232
Time series analysis
200
Aktienmarkt
196
Stock market
195
CAPM
159
Panel
158
Panel study
158
Exchange rate
152
Wechselkurs
152
Business cycle
148
Konjunktur
147
Risikoprämie
142
Risk premium
142
ARCH model
137
ARCH-Modell
137
Nichtparametrisches Verfahren
129
Nonparametric statistics
129
Schock
125
Shock
125
Economic growth
124
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Undetermined
238
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25
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325
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55
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324
Aufsatz in Zeitschrift
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Arbeitspapier
55
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Graue Literatur
45
Non-commercial literature
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1
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1
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English
380
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Todorov, Viktor
8
Narayan, Paresh Kumar
7
Bollerslev, Tim
6
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Ma, Feng
5
Tauchen, George Eugene
5
Engle, Robert F.
4
Ghysels, Eric
4
McMillan, David G.
4
Patton, Andrew J.
4
Phillips, Peter C. B.
4
Schorfheide, Frank
4
Zaremba, Adam
4
Diebold, Francis X.
3
Dijk, Dick van
3
Fan, Jianqing
3
Gil-Alaña, Luis A.
3
Grossmann, Axel
3
Gupta, Rangan
3
Koop, Gary
3
Koopman, Siem Jan
3
Lamont, Owen A.
3
Pesaran, M. Hashem
3
Santa-Clara, Pedro
3
Sharma, Susan Sunila
3
Song, Dongho
3
Su, Liangjun
3
Taylor, Robert
3
Wang, Yazhen
3
Wang, Yudong
3
Xiu, Dacheng
3
Andreou, Elena
2
Aruoba, S. Borağan
2
Aït-Sahalia, Yacine
2
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Barsky, Robert B.
2
Bekaert, Geert
2
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International journal of finance & economics : IJFE
Journal of econometrics
Journal of empirical finance
Journal of international financial markets, institutions & money
Working paper / National Bureau of Economic Research, Inc.
International journal of forecasting
167
Applied economics
162
Economic modelling
147
Applied economics letters
127
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
126
Journal of forecasting
120
Finance research letters
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
104
Economics letters
98
Journal of banking & finance
98
CESifo working papers
96
Energy economics
92
Working paper
90
Discussion paper / Tinbergen Institute
86
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
Discussion paper / Centre for Economic Policy Research
66
Journal of applied econometrics
62
Journal of financial economics
62
Journal of international money and finance
56
NBER Working Paper
55
NBER working paper series
53
Econometric reviews
52
Applied financial economics
45
Discussion papers / Deutsches Institut für Wirtschaftsforschung
43
Journal of economic dynamics & control
43
Finance and economics discussion series
41
Pacific-Basin finance journal
41
Journal of risk and financial management : JRFM
39
CREATES research paper
38
Journal of macroeconomics
38
Macroeconomic dynamics
37
SFB 649 discussion paper
36
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ECONIS (ZBW)
380
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1
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10
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380
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date (oldest first)
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
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:
5
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:
6
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:
7
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
Saved in:
8
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
9
Breaks in term structures : evidence from the oil futures markets
Horváth, Lajos
;
Liu, Zhenya
;
Miller, Curtis
;
Tang, Weiqing
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2317-2341
Persistent link: https://www.econbiz.de/10014533420
Saved in:
10
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
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