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subject:"Theorie"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of macroeconomics"
~person:"Apostolakis, George N."
~person:"Arize, Augustine Chuck"
~person:"Attanasio, Orazio P."
~person:"Camarero Olivas, Mariam"
~person:"Lindé, Jesper"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Timmermann, Allan"
~subject:"Bayesian shrinkage"
~subject:"Forecasting model"
~subject:"Real estate price"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Theorie
Bayesian shrinkage
Forecasting model
Real estate price
Schätzung
Estimation
18
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6
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6
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6
Volatilität
6
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Apostolakis, George N.
Arize, Augustine Chuck
Attanasio, Orazio P.
Camarero Olivas, Mariam
Lindé, Jesper
McAleer, Michael
Pierdzioch, Christian
Semmler, Willi
Timmermann, Allan
Gupta, Rangan
17
Wohar, Mark E.
12
Gil-Alaña, Luis A.
10
Lee, Chien-chiang
8
Xuan Vinh Vo
7
Berger, Tino
6
Egger, Peter
6
Herwartz, Helmut
6
Holmes, Mark J.
6
Salisu, Afees A.
6
Aguiar-Conraria, Luís
5
Balcilar, Mehmet
5
Baltagi, Badi H.
5
Hayo, Bernd
5
Kutan, Ali Mustafa
5
Miller, Stephen M.
5
Serletis, Apostolos
5
Soares, Maria Joana
5
Wang, Yudong
5
Xie, Zixiong
5
Österholm, Pär
5
Balli, Faruk
4
Beckmann, Joscha
4
Caporale, Guglielmo Maria
4
Chang, Tsangyao
4
Chen, Shyh-Wei
4
Everaert, Gerdie
4
Hammoudeh, Shawkat
4
Ireland, Peter N.
4
Junttila, Juha
4
Kempa, Bernd
4
Kim, Hyeongwoo
4
Korhonen, Marko
4
Kumbhakar, Subal
4
Malley, James R.
4
Otero, Jesús G.
4
Tiwari, Aviral Kumar
4
Yin, Libo
4
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of economics & finance : IREF
Journal of economic dynamics & control
Journal of forecasting
Journal of macroeconomics
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics letters
6
Econometric reviews
6
Applied economics
5
Finance research letters
5
Journal of econometrics
5
Journal of economic behavior & organization : JEBO
4
The European journal of finance
4
Applied financial economics
3
Global economy journal : GEJ
3
International journal of forecasting
3
Journal of financial economics
3
Journal of risk and financial management : JRFM
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The American economic review
3
The International trade journal
3
The economic journal : the journal of the Royal Economic Society
3
Economic modelling
2
Economics letters
2
Economies : open access journal
2
International economic journal
2
International economics and economic policy : IEEP
2
International journal of economics and finance
2
International journal of financial research
2
International review of financial analysis
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic studies
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of international financial markets, institutions & money
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Journal of political economy
2
Macroeconomic dynamics
2
Review of economic dynamics
2
Risks : open access journal
2
Swiss journal of economics and statistics
2
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ECONIS (ZBW)
18
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1
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:
2
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
3
On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods
Apostolakis, George N.
;
Floros, Christos
;
Giannellis, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
Saved in:
4
Determinants of FDI for Spanish regions : evidence using stock data
Camarero Olivas, Mariam
;
Montolio, Laura
;
Tamarit …
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2779-2820
Persistent link: https://www.econbiz.de/10012499171
Saved in:
5
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
6
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
7
Financial stress, regime switching and spillover effects : evidence from a multi-regime global VAR model
Chen, Pu
;
Semmler, Willi
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 318-348
Persistent link: https://www.econbiz.de/10011974207
Saved in:
8
Purchasing power parity-symmetry and proportionality : evidence from 116 countries
Arize, Augustine Chuck
;
Malindretos, John
;
Ghosh, Dilip K.
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 69-85
Persistent link: https://www.econbiz.de/10011538249
Saved in:
9
An analysis of the trade balance for OECD countries using periodic integration and cointegration
Barrio Castro, Tomas del
;
Camarero Olivas, Mariam
; …
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
2
,
pp. 389-402
Persistent link: https://www.econbiz.de/10011332932
Saved in:
10
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
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