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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The review of economics and statistics"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Prognoseverfahren
Volatilität
Estimation
2,534
Schätzung
2,534
USA
685
Theorie
681
Theory
681
Welt
348
World
348
Volatility
236
Impact assessment
232
Wirkungsanalyse
232
Börsenkurs
223
Share price
223
Capital income
207
Kapitaleinkommen
207
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164
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161
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2
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Marcellino, Massimiliano
17
Gupta, Rangan
12
Massa, Massimo
12
Kilian, Lutz
10
Forni, Mario
9
Ghysels, Eric
8
Narayan, Paresh Kumar
8
Wohar, Mark E.
8
Gambetti, Luca
6
Lettau, Martin
6
Ludvigson, Sydney C.
6
Timmermann, Allan
6
Zhu, Huiming
6
Adrian, Tobias
5
Favero, Carlo A.
5
Hau, Liya
5
Mensi, Walid
5
Minford, Patrick
5
Pierdzioch, Christian
5
Reichlin, Lucrezia
5
Rodríguez-Pose, Andrés
5
Rose, Andrew
5
Acharya, Viral V.
4
Artis, Michael J.
4
Baumeister, Christiane
4
Bianchi, Francesco
4
Dai, Zhifeng
4
Eickmeier, Sandra
4
Giannetti, Mariassunta
4
Inoue, Atsushi
4
Kang, Sang Hoon
4
Le, Vo Phuong Mai
4
Meenagh, David
4
Orphanides, Athanasios
4
Portier, Franck
4
Rossi, Barbara
4
Rubio-Ramírez, Juan Francisco
4
Sala, Luca
4
Sarno, Lucio
4
Taylor, Mark P.
4
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Centre for Economic Policy Research
2
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Discussion paper / Centre for Economic Policy Research
Journal of international financial markets, institutions & money
Journal of macroeconomics
The North American journal of economics and finance : a journal of financial economics studies
The review of economics and statistics
Working paper / National Bureau of Economic Research, Inc.
1,542
Applied economics
481
Discussion paper series / IZA
452
Applied economics letters
306
Economic modelling
271
CESifo working papers
268
NBER working paper series
261
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230
Journal of econometrics
228
Energy economics
218
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
214
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
213
NBER Working Paper
201
Economics letters
200
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199
Finance and economics discussion series
194
International review of economics & finance : IREF
193
Journal of banking & finance
190
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180
Journal of international money and finance
169
International journal of forecasting
166
International review of financial analysis
159
The American economic review
155
The journal of finance : the journal of the American Finance Association
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Journal of empirical finance
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Discussion paper / Tinbergen Institute
134
The journal of futures markets
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Journal of financial economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
117
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Journal of money, credit and banking : JMCB
105
Journal of economic dynamics & control
101
Research in international business and finance
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ECONIS (ZBW)
995
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995
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
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2
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
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3
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
4
Do the Hamilton and Beveridge-Nelson filters provide the same information about output gaps? : an empirical comparison for practitioners
Biolsi, Christopher
- In:
Journal of macroeconomics
75
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014423934
Saved in:
5
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
6
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
7
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
8
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
9
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:
10
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
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