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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"Journal of financial economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
ARCH model
Forecasting model
Estimation
383
Schätzung
383
Capital income
158
Kapitaleinkommen
158
Börsenkurs
107
Share price
107
Volatility
104
Volatilität
104
Theorie
90
Theory
90
Prognoseverfahren
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CAPM
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Aktienmarkt
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Welt
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USA
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ARCH-Modell
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Zeitreihenanalyse
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Zinsstruktur
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Spillover effect
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Spillover-Effekt
31
Exchange rate
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Wechselkurs
28
Cointegration
25
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English
146
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Gupta, Rangan
9
Dai, Zhifeng
4
Ji, Qiang
3
Kang, Sang Hoon
3
Mensi, Walid
3
Moskowitz, Tobias J.
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Todorov, Viktor
3
Xuan Vinh Vo
3
Bai, Jennie
2
Bali, Turan G.
2
Bandi, Federico M.
2
Bollerslev, Tim
2
Hamori, Shigeyuki
2
Huang, Shiyang
2
Kelly, Bryan T.
2
Lin, Tse-Chun
2
Liu, Fang
2
Liu, Qiang
2
Mo, Guoli
2
Nagel, Stefan
2
Pedersen, Lasse Heje
2
Pérez Rodríguez, Jorge V.
2
Tamoni, Andrea
2
Tan, Chunzhi
2
Tian, Shuairu
2
Ur Rehman, Mobeen
2
Wohar, Mark E.
2
Xiang, Hong
2
Zhang, Weiguo
2
Zhou, Guofu
2
Ahmad, Nasir
1
Al Rababa'a, Abdel Razzaq
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Shboul, Mohammad
1
Al-Yahyaee, Khamis Hamed
1
Alemany, Nuria
1
Alomari, Mohammad
1
Amaya, Diego
1
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Journal of financial economics
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
170
Applied economics
153
Economic modelling
151
Energy economics
147
Journal of econometrics
121
International journal of forecasting
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
107
International review of economics & finance : IREF
106
Applied economics letters
100
Economics letters
86
International review of financial analysis
81
Journal of banking & finance
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
71
Journal of empirical finance
68
Research in international business and finance
56
American economic journal : a journal of the American Economic Association
54
Discussion papers / CEPR
49
Journal of economic dynamics & control
49
Journal of international money and finance
47
Journal of international financial markets, institutions & money
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Journal of forecasting
42
Pacific-Basin finance journal
41
SpringerLink / Bücher
41
Academy of Management journal : AMJ
39
Journal of applied econometrics
39
Econometric reviews
35
The review of financial studies
35
International journal of finance & economics : IJFE
34
Computational economics
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
Journal of financial econometrics
32
Journal of macroeconomics
32
The American economic review
32
Quantitative finance
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ECONIS (ZBW)
146
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1
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:
2
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:
3
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
Saved in:
4
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
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5
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
6
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:
7
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
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8
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:
9
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
Saved in:
10
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
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