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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"Journal of financial economics"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Forecasting model
Estimation
500
Schätzung
500
Capital income
223
Kapitaleinkommen
223
Börsenkurs
156
Share price
156
Volatility
133
Volatilität
133
Prognoseverfahren
112
Aktienmarkt
108
Stock market
108
Theorie
101
Theory
101
CAPM
96
Risikoprämie
83
Risk premium
83
Portfolio selection
77
Portfolio-Management
77
Anlageverhalten
59
Behavioural finance
59
Risk
57
Risiko
56
Welt
56
World
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China
46
ARCH model
45
ARCH-Modell
45
USA
44
Zeitreihenanalyse
40
Spillover effect
38
Spillover-Effekt
38
Yield curve
38
Zinsstruktur
38
Capital market returns
37
Kapitalmarktrendite
37
Return predictability
34
Exchange rate
30
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Article
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167
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167
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English
167
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Gupta, Rangan
9
Dai, Zhifeng
5
Ji, Qiang
3
Long, Huaigang
3
Moskowitz, Tobias J.
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Todorov, Viktor
3
Xuan Vinh Vo
3
Zaremba, Adam
3
Bai, Jennie
2
Bali, Turan G.
2
Bandi, Federico M.
2
Bollerslev, Tim
2
Chuang, Hui-Ching
2
Huang, Shiyang
2
Jiang, Yuexiang
2
Kelly, Bryan T.
2
Lee, Deok-Hyeon
2
Lin, Tse-Chun
2
Liu, Qiang
2
Min, Byoung-Kyu
2
Nagel, Stefan
2
Narayan, Paresh Kumar
2
Pedersen, Lasse Heje
2
Pérez Rodríguez, Jorge V.
2
Tamoni, Andrea
2
Ur Rehman, Mobeen
2
Wohar, Mark E.
2
Wu, Xinyu
2
Xiang, Hong
2
Yin, Libo
2
Zhou, Guofu
2
Zhu, Huan
2
Ahmad, Nasir
1
Al Rababa'a, Abdel Razzaq
1
Al-Shboul, Mohammad
1
Alemany, Nuria
1
Alomari, Mohammad
1
Amaya, Diego
1
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Journal of financial economics
Pacific-Basin finance journal
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
464
Discussion paper / Centre for Economic Policy Research
393
Finance research letters
134
Applied economics
133
Economic modelling
132
Journal of econometrics
114
Energy economics
111
International journal of forecasting
110
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
93
Applied economics letters
87
International review of economics & finance : IREF
87
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
American economic journal : a journal of the American Economic Association
54
Discussion papers / CEPR
49
Journal of economic dynamics & control
48
Journal of forecasting
42
Journal of international money and finance
40
Academy of Management journal : AMJ
39
Journal of applied econometrics
39
Research in international business and finance
39
SpringerLink / Bücher
39
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
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
International journal of finance & economics : IJFE
28
Journal of financial econometrics
28
Computational economics
27
NBER working paper series
27
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ECONIS (ZBW)
167
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167
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date (oldest first)
1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Profitability of technical trading rules in the Chinese stock market
Chuang, O-Chia
;
Chuang, Hui-Ching
;
Wang, Zixuan
;
Xu, Jin
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014534566
Saved in:
3
An empirical evaluation of the salience-based asset pricing model : evidence from Australia
Lee, Deok-Hyeon
;
Min, Byoung-Kyu
;
Xiao, Yucaho
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014534600
Saved in:
4
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
5
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
6
Heterogeneous liquidity providers and night-minus-day return predictability
Lu, Zhongjin
;
Malliaris, Steven
;
Qin, Zhongling
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 175-200
Persistent link: https://www.econbiz.de/10014335742
Saved in:
7
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
8
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
Saved in:
9
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
Saved in:
10
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
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