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subject:"Prognoseverfahren"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Chen, Zan"
~person:"Croushore, Dean Darrell"
~person:"Fritsche, Ulrich"
~person:"McAleer, Michael"
~subject:"Risk exposure"
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Prognoseverfahren
Risk exposure
Estimation
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Forecasting model
3
Volatility
3
Volatilität
3
Börsenkurs
2
Capital income
2
Kapitaleinkommen
2
Share price
2
Theorie
2
Theory
2
12-Month variance futures
1
3-Month variance futures
1
Aktienindex
1
Aktienmarkt
1
Artificial intelligence
1
Causality analysis
1
Commodity derivative
1
Conditional correlations
1
Consumer confidence index
1
Correlation
1
Cross-market information flow
1
Crude oil prices
1
Derivat
1
Derivative
1
Entropie
1
Entropy
1
Financial derivatives
1
Forward and futures prices
1
Futures
1
Hedging
1
Information dissemination
1
Informationsverbreitung
1
Kausalanalyse
1
Korrelation
1
Künstliche Intelligenz
1
Linear and nonlinear Granger causality test
1
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English
3
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Chen, Zan
Croushore, Dean Darrell
Fritsche, Ulrich
McAleer, Michael
Gupta, Rangan
5
Dai, Zhifeng
4
Nonejad, Nima
3
Pierdzioch, Christian
3
Wohar, Mark E.
2
Ahmad, Nasir
1
Alemany, Nuria
1
Anjum, Hassan
1
Aragó, Vicent
1
Asai, Manabu
1
Bec, Frédérique
1
Bellos, Sotirios K.
1
Brugal, Ivan
1
Caporin, Massimiliano
1
Chang, Carolyn C. W.
1
Chang, Chia-Lin
1
Chang, Hung-Chou
1
Chang, Xiaoming
1
Chen, An-sing
1
Chen, Cathy W. S.
1
Cheng, Lee-Young
1
Chong, Lee Lee
1
Christou, Christina
1
David, Or
1
Demirer, Rıza
1
Denault, Michel
1
Dong, Xiaodi
1
Figà-Talamanca, Gianna
1
Focardi, Sergio M.
1
Freire, Gustavo
1
Fu, Junhui
1
Gillas, Konstantinos Gkillas
1
Gkasis, Pavlos
1
Golitsis, Petros
1
Grossmann, Axel
1
Guo, Shuxin
1
Han, Liyan
1
Han, Xue
1
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
11
Working paper
9
Discussion paper / Tinbergen Institute
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
4
Diskussionspapiere / Deutsches Institut für Wirtschaftsforschung
3
International journal of forecasting
2
DEP discussion papers : macroeconomics and finance series
1
DIW Berlin Discussion Paper
1
Discussion paper / Deutsche Bundesbank
1
Handbook of economic forecasting ; Vol. 1
1
International review of economics & finance : IREF
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Journal of risk and financial management : JRFM
1
Kiel working paper
1
Risks : open access journal
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Working papers / Federal Reserve Bank of Philadelphia, Research Department
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ECONIS (ZBW)
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1
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
2
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
3
Do consumer-confidence indexes help forecast consumer spending in real time?
Croushore, Dean Darrell
- In:
The North American journal of economics and finance : a …
16
(
2005
)
3
,
pp. 435-450
Persistent link: https://www.econbiz.de/10003240268
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