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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:"Energy economics"
~isPartOf:"Finance research letters"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Forecasting model
Estimation
872
Schätzung
872
Volatility
251
Volatilität
251
Börsenkurs
185
Share price
185
Capital income
182
Kapitaleinkommen
182
Oil price
182
Ölpreis
182
Welt
169
World
169
Prognoseverfahren
137
Theorie
131
Theory
131
Stock market
129
Aktienmarkt
128
ARCH model
112
ARCH-Modell
112
USA
107
China
91
Risk
86
Risiko
82
Zeitreihenanalyse
77
Impact assessment
75
Wirkungsanalyse
75
Panel
74
Panel study
74
Energiekonsum
63
Energy consumption
63
Cointegration
55
Kointegration
55
Commodity derivative
54
Portfolio selection
54
Portfolio-Management
54
Rohstoffderivat
54
Schock
53
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282
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282
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282
Conference paper
1
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1
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English
282
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Ma, Feng
11
Gupta, Rangan
10
Salisu, Afees A.
6
Wang, Yudong
6
Li, Yan
4
Lu, Xinjie
4
Nonejad, Nima
4
Pierdzioch, Christian
4
Zhang, Yaojie
4
Gil-Alaña, Luis A.
3
Liu, Li
3
Shahzad, Syed Jawad Hussain
3
Wohar, Mark E.
3
Zhang, Yue-jun
3
Balcilar, Mehmet
2
Bouri, Elie
2
Cao, Zhen
2
Caporale, Guglielmo Maria
2
Carcel, Hector
2
Chevallier, Julien
2
Demir, Ender
2
Deryugina, Tatyana
2
Han, Liyan
2
Huang, Dengshi
2
Ji, Qiang
2
Klein, Tony
2
Launhardt, Patrick
2
Levitt, Steven D.
2
Liang, Chao
2
Liao, Yin
2
Long, Huaigang
2
Lu, Fei
2
Lyócsa, Štefan
2
Miebs, Felix
2
Narayan, Paresh Kumar
2
Pincheira, Pablo
2
Qadan, Mahmoud
2
Qian, Lihua
2
Shuval, Kerem
2
Smyth, Russell
2
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American economic journal : a journal of the American Economic Association
Energy economics
Finance research letters
Working paper / National Bureau of Economic Research, Inc.
464
Discussion paper / Centre for Economic Policy Research
393
Applied economics
133
Economic modelling
132
Journal of econometrics
114
International journal of forecasting
110
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
Research in international business and finance
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
Econometric reviews
32
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)
282
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1
Stock market volatility and economic policy uncertainty : new insight into a dynamic threshold mixed-frequency model
Zeng, Qing
;
Tang, Yusui
;
Yang, Hua
;
Zhang, Xi
- In:
Finance research letters
59
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014445136
Saved in:
2
Revisiting the nexus of REITs returns and macroeconomic variables
Wu, Ming-Che
;
Wang, Chien-Ming
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445407
Saved in:
3
Testing the credibility of crypto influencers : an event study on Bitcoin
Meyer, Eva Andrea
;
Welpe, Isabell M.
;
Sandner, Philipp
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490222
Saved in:
4
Intraday financial markets' response to U.S. bank failures
Mehdian, Seyed M.
;
Gherghina, Ştefan Cristian
;
Stoica, …
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490224
Saved in:
5
The VIX's term structure of individual active stocks
Qadan, Mahmoud
;
David, Or
;
Snunu, Iyad
;
Shuval, Kerem
- In:
Finance research letters
61
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014491016
Saved in:
6
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
7
The spillover effects of U.S. uncertainties on the systemic tail risk of Chinese enterprises
Liu, Liping
;
Xu, Jietian
;
Li, Jixin
- In:
Finance research letters
64
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014531740
Saved in:
8
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
9
Debt vulnerabilities and house price responses to external shocks
Lim, Hyunjoon
- In:
Finance research letters
63
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014531571
Saved in:
10
Does energy consumption play a key role? : re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting
Lu, Fei
;
Ma, Feng
;
Hu, Shiyang
- In:
Energy economics
129
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014558951
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