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subject:"Share price"
subject:"Stock index"
~language:"eng"
~subject:"Panel"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Share price
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Zeitreihenanalyse
Estimation
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Caporale, Guglielmo Maria
246
Gil-Alaña, Luis A.
207
Gupta, Rangan
156
McAleer, Michael
112
Pesaran, M. Hashem
85
Pierdzioch, Christian
83
Narayan, Paresh Kumar
68
Koopman, Siem Jan
62
Tiwari, Aviral Kumar
62
Bollerslev, Tim
61
Bahmani-Oskooee, Mohsen
54
McMillan, David G.
54
Belke, Ansgar
50
Hautsch, Nikolaus
50
Herwartz, Helmut
50
Wohar, Mark E.
50
Baltagi, Badi H.
48
Chang, Tsangyao
48
Gao, Jiti
46
Kapetanios, George
43
Todorov, Viktor
43
Härdle, Wolfgang
42
Bohl, Martin T.
41
Chang, Chia-Lin
41
Engle, Robert F.
41
Zaremba, Adam
40
Döpke, Jörg
39
Lee, Chien-chiang
39
Allen, David E.
38
Apergēs, Nikolaos
38
Miller, Stephen M.
38
Afonso, António
36
Marcellino, Massimiliano
36
Bouri, Elie
35
Timmermann, Allan
35
Balcilar, Mehmet
33
Caporin, Massimiliano
32
Cheung, Yin-Wong
32
Phillips, Peter C. B.
32
Lettau, Martin
31
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National Bureau of Economic Research
200
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
16
Institut für Weltwirtschaft
10
Federal Reserve System / Division of Research and Statistics
8
Forschungsinstitut zur Zukunft der Arbeit
7
University of Canterbury / Dept. of Economics and Finance
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Zentrum für Europäische Wirtschaftsforschung
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Birkbeck College / Department of Economics
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Federal Reserve Bank of St. Louis
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Gottfried Wilhelm Leibniz Universität Hannover
5
Internationaler Währungsfonds / Research Department
5
Umeå universitet
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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European University Institute / Department of Economics
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Institut für Höhere Studien
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Institute of European Finance <Bangor, Gwynedd>
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International Monetary Fund
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
4
Bonn Graduate School of Economics
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Center for Economic Research <Tilburg>
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Centre for Analytical Finance <Århus>
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Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve Bank of Cleveland
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Kansantaloustieteen Laitos <Tampere>
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Narodna Banka na Republika Makedonija
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Queen Mary College / Department of Economics
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Rodney L. White Center for Financial Research
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School of Accounting, Finance and Economics <Perth, Western Australia>
3
Australian National University / Faculty of Economics and Commerce
2
Australien / Bureau of Statistics
2
Bank of Canada
2
Carleton University / Department of Economics
2
Centre for Economic Policy Research
2
Eric Cuvillier <Firma>
2
European University Institute / Department of Law
2
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Applied economics
366
Economic modelling
334
Applied economics letters
309
Journal of econometrics
260
Energy economics
244
Finance research letters
235
International review of economics & finance : IREF
231
CESifo working papers
218
Economics letters
215
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
208
NBER working paper series
192
International review of financial analysis
187
Working paper / National Bureau of Economic Research, Inc.
186
Journal of banking & finance
174
NBER Working Paper
172
The North American journal of economics and finance : a journal of financial economics studies
169
Applied financial economics
166
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
164
Working paper
164
Discussion paper series / IZA
152
Journal of empirical finance
149
Journal of international money and finance
131
Research in international business and finance
131
Discussion paper / Tinbergen Institute
130
Journal of international financial markets, institutions & money
129
The empirical economics letters : a monthly international journal of economics
126
International journal of finance & economics : IJFE
113
Discussion paper / Centre for Economic Policy Research
112
International journal of forecasting
110
Journal of risk and financial management : JRFM
107
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
International journal of economics and finance
102
International journal of economics and financial issues : IJEFI
102
The European journal of finance
98
Cogent economics & finance
93
Journal of financial economics
93
The journal of futures markets
93
Journal of applied econometrics
90
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
87
International Journal of Energy Economics and Policy : IJEEP
85
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ECONIS (ZBW)
23,114
EconStor
3
USB Cologne (EcoSocSci)
2
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1
Estimation of a production function with domestic and foreign capital stock
Ziesemer, Thomas
-
2022
Persistent link: https://www.econbiz.de/10013188417
Saved in:
2
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
3
Potential diversification benefits : a comparative study of Islamic and conventional stock market indexes
Belanes, Amel
;
Saâdaoui, Foued
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014451500
Saved in:
4
The value of growth : changes in profitability and future stock returns
Lim, Bryan
;
Sotes-Paladino, Juan
;
Wang, Jiaguo
;
Yao, Yaqiong
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451974
Saved in:
5
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
6
Demographics outlook, credit conditions, and property prices
Shimizu, Chihiro
;
Deng, Yongheng
;
Inoue, Tomo'o
; …
-
2024
Persistent link: https://www.econbiz.de/10014470529
Saved in:
7
Uninformed voters with (im)precise expectations : explaining political budget cycle puzzles
Crombach, Lamar
;
Bohn, Frank
- In:
Economics & politics
36
(
2024
)
1
,
pp. 275-311
Persistent link: https://www.econbiz.de/10014472990
Saved in:
8
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
9
Nonparametric estimation of the density of a change-point
Carrasco, Marine
;
Peltier, Hugo
-
2024
Persistent link: https://www.econbiz.de/10014478827
Saved in:
10
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
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