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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:"Cointegration"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Cointegration
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
81
CAPM
74
Aktienmarkt
71
Stock market
71
Risikoprämie
68
Risk premium
68
Portfolio selection
57
Portfolio-Management
57
Welt
47
World
47
Anlageverhalten
39
Behavioural finance
39
Risk
38
Risiko
37
USA
37
ARCH model
36
ARCH-Modell
36
Yield curve
34
Zeitreihenanalyse
34
Zinsstruktur
34
Spillover effect
31
Spillover-Effekt
31
Exchange rate
28
Wechselkurs
28
Kointegration
25
VAR model
25
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143
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143
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English
143
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Gupta, Rangan
9
Dai, Zhifeng
4
Ji, Qiang
3
Moskowitz, Tobias J.
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Todorov, Viktor
3
Bai, Jennie
2
Bali, Turan G.
2
Bandi, Federico M.
2
Bollerslev, Tim
2
Hau, Liya
2
Huang, Shiyang
2
Jiang, Yong
2
Kelly, Bryan T.
2
Lin, Tse-Chun
2
Liu, Qiang
2
Liu, Yan
2
Nagel, Stefan
2
Panagiōtidēs, Theodōros
2
Pedersen, Lasse Heje
2
Pérez Rodríguez, Jorge V.
2
Salisu, Afees A.
2
Tamoni, Andrea
2
Ur Rehman, Mobeen
2
Wohar, Mark E.
2
Xiang, Hong
2
Xuan Vinh Vo
2
Zhou, Guofu
2
Zhu, Huiming
2
Adediran, Idris A.
1
Ahmad, Ahmad Hassan
1
Ahmad, Nasir
1
Al Rababa'a, Abdel Razzaq
1
Al-Shboul, Mohammad
1
Alemany, Nuria
1
Alomari, Mohammad
1
Amaya, Diego
1
Andersen, Torben
1
Andrada Félix, Julián
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
395
Applied economics
173
Economic modelling
166
Finance research letters
148
Energy economics
134
Journal of econometrics
117
Applied economics letters
113
International journal of forecasting
110
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
107
International review of economics & finance : IREF
105
Economics letters
90
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
81
Journal of banking & finance
70
International review of financial analysis
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Journal of empirical finance
67
Research in international business and finance
58
American economic journal : a journal of the American Economic Association
54
Journal of economic dynamics & control
51
Discussion papers / CEPR
49
Journal of international money and finance
49
International journal of economics and finance
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Journal of applied econometrics
43
Journal of international financial markets, institutions & money
43
Journal of forecasting
42
SpringerLink / Bücher
40
Academy of Management journal : AMJ
39
International journal of finance & economics : IJFE
39
Pacific-Basin finance journal
38
Empirical economics : a quarterly journal of the Institute for Advanced Studies
35
Journal of macroeconomics
35
The review of financial studies
35
Econometric reviews
34
The American economic review
32
Computational economics
28
Global business review
28
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ECONIS (ZBW)
143
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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
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:
4
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:
5
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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6
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:
7
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:
8
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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9
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
10
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
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