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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"American economic journal : a journal of the American Economic Association"
~isPartOf:"Econometric reviews"
~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
368
Schätzung
368
Volatility
74
Volatilität
74
Capital income
65
Kapitaleinkommen
65
Aktienmarkt
64
Stock market
64
Börsenkurs
63
Share price
63
USA
63
Theorie
61
Theory
61
Estimation theory
45
Schätztheorie
45
Welt
42
World
42
Zeitreihenanalyse
41
Cointegration
35
Kointegration
35
ARCH model
32
ARCH-Modell
32
Panel
32
Panel study
32
Impact assessment
31
Wirkungsanalyse
31
Prognoseverfahren
29
Portfolio selection
27
Portfolio-Management
27
Regression analysis
25
Regressionsanalyse
25
Emerging economies
22
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Schwellenländer
22
Bank
18
Anlageverhalten
17
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Article
125
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125
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125
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English
125
Author
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Deryugina, Tatyana
2
Gupta, Rangan
2
Jawadi, Fredj
2
Levitt, Steven D.
2
Turner, Lesley J.
2
Veiga, Helena
2
Abakah, Emmanuel Joel Aikins
1
Abedin, Mohammad Zoynul
1
Agarwal, Vineet
1
Agudelo, Diego A.
1
Aizer, Anna
1
Allen, David E.
1
Altuntas, Mehmet
1
Altıntaş, Halil
1
Amado, Cristina
1
Amidu, Mohammed
1
Ando, Tomohiro
1
Andrews, Rodney J.
1
Antoch, Jaromír
1
Antonakakis, Nikolaos
1
Anzoategui, Diego
1
Asai, Manabu
1
Astill, Sam
1
Audrino, Francesco
1
Autor, David H.
1
Awijen, Haithem
1
Balcilar, Mehmet
1
Bales, Stephan
1
Barnichon, Regis
1
Bartalotti, Otávio
1
Belotti, Federico
1
Ben Lahouel, Bechir
1
Ben Omrane, Walid
1
Ben Ouda, Olfa
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bertocchi, Graziella
1
Bessec, Marie
1
Bhattacharya, Jay
1
Biekpe, Nicholas
1
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American economic journal : a journal of the American Economic Association
Econometric reviews
Research in international business and finance
Working paper / National Bureau of Economic Research, Inc.
464
Discussion paper / Centre for Economic Policy Research
393
Applied economics
133
Economic modelling
132
Finance research letters
128
Journal of econometrics
114
International journal of forecasting
110
Energy economics
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
Applied economics letters
87
International review of economics & finance : IREF
87
The North American journal of economics and finance : a journal of financial economics studies
82
Economics letters
81
Journal of banking & finance
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
International review of financial analysis
65
Journal of empirical finance
62
Journal of financial economics
47
Discussion papers / CEPR
46
Journal of economic dynamics & control
45
Journal of forecasting
42
Journal of international money and finance
40
Journal of applied econometrics
39
SpringerLink / Bücher
39
Pacific-Basin finance journal
38
Journal of international financial markets, institutions & money
35
The review of financial studies
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
The American economic review
32
Journal of macroeconomics
31
Academy of Management journal : AMJ
28
Computational economics
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Journal of financial econometrics
27
Quantitative finance
26
International journal of finance & economics : IJFE
25
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ECONIS (ZBW)
125
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
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
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
10
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
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