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subject:"Time series analysis"
subject:"United States"
~accessRights:"free"
~accessRights:"restricted"
~isPartOf:"American economic journal : a journal of the American Economic Association"
~isPartOf:"Research in international business and finance"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Forecasting model
Estimation
289
Schätzung
289
Aktienmarkt
64
Stock market
64
USA
63
Börsenkurs
58
Share price
58
Volatility
58
Volatilität
58
Capital income
55
Kapitaleinkommen
55
Welt
42
World
42
Impact assessment
30
Theorie
30
Theory
30
Wirkungsanalyse
30
Cointegration
28
Kointegration
28
ARCH model
25
ARCH-Modell
25
Portfolio selection
24
Portfolio-Management
24
Emerging economies
22
Schwellenländer
22
Anlageverhalten
18
Bank
18
Behavioural finance
18
Prognoseverfahren
18
Financial crisis
16
Finanzkrise
16
Risiko
16
Risk
16
Spillover effect
16
Spillover-Effekt
16
Zeitreihenanalyse
16
Oil price
15
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94
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94
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English
94
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Caporale, Guglielmo Maria
2
Deryugina, Tatyana
2
Gil-Alaña, Luis A.
2
Gupta, Rangan
2
Levitt, Steven D.
2
Turner, Lesley J.
2
Abakah, Emmanuel Joel Aikins
1
Abedin, Mohammad Zoynul
1
Agarwal, Vineet
1
Agudelo, Diego A.
1
Aizer, Anna
1
Altuntas, Mehmet
1
Altıntaş, Halil
1
Amidu, Mohammed
1
Andrews, Rodney J.
1
Antonakakis, Nikolaos
1
Anzoategui, Diego
1
Autor, David H.
1
Awijen, Haithem
1
Balcilar, Mehmet
1
Bales, Stephan
1
Barnichon, Regis
1
Bartalotti, Otávio
1
Ben Lahouel, Bechir
1
Ben Omrane, Walid
1
Ben Ouda, Olfa
1
Bertocchi, Graziella
1
Bhattacharya, Jay
1
Biekpe, Nicholas
1
Bokpin, Godfred A.
1
Borowczyk-Martins, Daniel
1
Boukhatem, Jamel
1
Bound, John
1
Bouteska, Ahmed
1
Braga, Breno
1
Brummet, Quentin
1
Burghartz, Kaspar
1
Burghof, Hans-Peter
1
Cabral, Marika
1
Caicedo, Santiago
1
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American economic journal : a journal of the American Economic Association
Research in international business and finance
Working paper / National Bureau of Economic Research, Inc.
1,358
Discussion paper series / IZA
437
Discussion paper / Centre for Economic Policy Research
393
CESifo working papers
199
NBER working paper series
197
Finance and economics discussion series
174
NBER Working Paper
141
Working paper
139
Applied economics
135
Economic modelling
132
Finance research letters
129
International journal of forecasting
115
Journal of econometrics
114
Discussion paper / Tinbergen Institute
103
Energy economics
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Applied economics letters
88
International review of economics & finance : IREF
87
Discussion paper
86
The North American journal of economics and finance : a journal of financial economics studies
82
Economics letters
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Discussion papers / Deutsches Institut für Wirtschaftsforschung
67
Journal of banking & finance
67
SFB 649 discussion paper
67
Staff reports / Federal Reserve Bank of New York
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
International review of financial analysis
65
CAMA working paper series
63
Journal of empirical finance
62
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
54
Research paper series / Swiss Finance Institute
52
Journal of risk and financial management : JRFM
51
Working papers / Federal Reserve Bank of Philadelphia, Research Department
51
CESifo Working Paper Series
50
CFS working paper series
50
Journal of forecasting
48
International finance discussion papers
47
Journal of financial economics
47
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ECONIS (ZBW)
94
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94
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1
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:
2
Credit risk prediction based on loan profit : evidence from Chinese SMEs
Li, Zhe
;
Liang, Shuguang
;
Pan, Xianyou
;
Pang, Meng
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014451525
Saved in:
3
Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model
Grossmann, Axel
;
Simpson, Marc W.
- In:
Research in international business and finance
66
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014462207
Saved in:
4
Revisiting overconfidence in investment decision-making : further evidence from the U.S. market
Bouteska, Ahmed
;
Harasheh, Murad
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
66
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463384
Saved in:
5
Does the source of uncertainty matter? : the impact of financial, newspaper and Twitter-based measures on U.S. banks
Bales, Stephan
;
Burghartz, Kaspar
;
Burghof, Hans-Peter
; …
- In:
Research in international business and finance
65
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014432626
Saved in:
6
Machine learning for US cross-industry return predictability under information uncertainty
Awijen, Haithem
;
Zaied, Younes Ben
;
Ben Lahouel, Bechir
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279809
Saved in:
7
Does expected idiosyncratic skewness of firms' profit predict the cross-section of stock returns? : evidence from China
Zhang, Qun
;
Zhang, Peihui
;
Liu, Hao
- In:
Research in international business and finance
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014266342
Saved in:
8
Financial market integration of emerging markets : heavy tails, structural shifts, nonlinearity, and asymmetric persistence
Nazlıoğlu, Şaban
;
Kucukkaplan, Ilhan
;
Kilic, Emre
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248566
Saved in:
9
Crude oil : does the futures price predict the spot price?
Chu, Pyung Kun
;
Hoff, Kristian
;
Molnár, Peter
;
Olsvik, …
- In:
Research in international business and finance
60
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013412457
Saved in:
10
Non-linear cointegration between oil and stock prices : the role of interest rates
Martínez Cañete, Ana Rosa
;
Márquez De la Cruz, Elena
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013402061
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