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subject:"Prognoseverfahren"
~person:"Engle, Robert F."
~person:"Wohar, Mark E."
~subject:"Aktienmarkt"
~subject:"Risk"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Prognoseverfahren
Aktienmarkt
Risk
Share price
Zeitreihenanalyse
Estimation
96
Schätzung
96
Capital income
33
Kapitaleinkommen
33
Börsenkurs
32
USA
30
United States
30
Theorie
24
Theory
24
Volatility
24
Volatilität
24
Forecasting model
17
Stock market
17
Time series analysis
12
Welt
12
World
12
Cointegration
10
Kointegration
10
Inflation
9
Großbritannien
8
Immobilienpreis
8
Real estate price
8
Regression analysis
8
Regressionsanalyse
8
Risiko
8
United Kingdom
8
VAR model
8
VAR-Modell
8
Business cycle
7
Exchange rate
7
Konjunktur
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Schock
7
Shock
7
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Undetermined
29
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1
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Article
54
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Article in journal
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54
Arbeitspapier
17
Working Paper
17
Graue Literatur
15
Non-commercial literature
15
Aufsatz im Buch
1
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1
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1
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English
54
Author
All
Engle, Robert F.
Wohar, Mark E.
Gupta, Rangan
120
Gil-Alaña, Luis A.
94
Caporale, Guglielmo Maria
56
Zaremba, Adam
49
Tiwari, Aviral Kumar
46
McMillan, David G.
38
Narayan, Paresh Kumar
37
Pierdzioch, Christian
37
Balcilar, Mehmet
36
Ma, Feng
32
Bahmani-Oskooee, Mohsen
29
Chang, Tsangyao
27
Salisu, Afees A.
26
Lee, Chien-chiang
25
Wang, Yudong
24
Brooks, Robert
22
McAleer, Michael
22
Moosa, Imad A.
22
Zhang, Yaojie
22
Bollerslev, Tim
21
Chiang, Thomas C.
21
Jawadi, Fredj
21
Sehgal, Sanjay
21
Todorov, Viktor
20
Demirer, Rıza
19
Bouri, Elie
18
Kumar, Dilip
17
Nonejad, Nima
17
Westerlund, Joakim
17
Xuan Vinh Vo
17
Cakici, Nusret
16
Koopman, Siem Jan
16
Caporin, Massimiliano
15
Hammoudeh, Shawkat
15
Herwartz, Helmut
15
Shi, Yanlin
15
Wei, Yu
15
Yin, Libo
15
Apergēs, Nikolaos
14
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International review of economics & finance : IREF
6
Finance research letters
3
Applied economics
2
International review of financial analysis
2
Journal of macroeconomics
2
Open economies review
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of finance : the journal of the American Finance Association
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics letters
1
Applied financial economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic systems
1
Economics and Business Letters : EBL
1
Empirica : journal of european economics
1
Energy economics
1
Global finance journal
1
International journal of finance & economics : IJFE
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic research
1
Journal of economics and finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Journal of international trade & economic development : an international and comparative review
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
Macroeconomic dynamics
1
Research in international business and finance
1
Review of derivatives research
1
Southern economic journal
1
Structural change and economic dynamics : SC+ED
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Chinese economy
1
The European journal of finance
1
The Manchester School
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
54
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1
Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices
Selmi, Refk
;
Wohar, Mark E.
;
Deisting, Florent
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 56-67
Persistent link: https://www.econbiz.de/10014461539
Saved in:
2
Housing price uncertainty and housing prices in the UK in a time-varying environment
Balcilar, Mehmet
;
Uzuner, Gizem
;
Bekun, Festus Victor
; …
- In:
Empirica : journal of european economics
50
(
2023
)
2
,
pp. 523-549
Persistent link: https://www.econbiz.de/10014251826
Saved in:
3
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
4
Day-of-the-week effect and spread determinants : some international evidence from equity markets
Gillas, Konstantinos Gkillas
;
Vortelinos, Dimitrios I.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 268-288
Persistent link: https://www.econbiz.de/10012627781
Saved in:
5
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
6
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
Saved in:
7
Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
Olayeni, Richard Olaolu
;
Tiwari, Aviral Kumar
;
Wohar, …
- In:
Applied economics letters
28
(
2021
)
6
,
pp. 482-486
Persistent link: https://www.econbiz.de/10012485054
Saved in:
8
Housing sector and economic policy uncertainty : a GMM panel VAR approach
Balcilar, Mehmet
;
Roubaud, David
;
Uzuner, Gizem
;
Wohar, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 114-126
Persistent link: https://www.econbiz.de/10013175755
Saved in:
9
Cyclically adjusted price to earnings (CAPE) ratio and the federal funds rate
Dorminey, Jack
;
Olson, Eric
;
Wohar, Mark E.
- In:
Journal of economic research
26
(
2021
)
2
,
pp. 191-208
Persistent link: https://www.econbiz.de/10013454943
Saved in:
10
The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Çepni, Oğuzhan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Applied economics
52
(
2020
)
5
,
pp. 528-536
Persistent link: https://www.econbiz.de/10012197432
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