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subject:"Time series analysis"
subject:"United States"
~isPartOf:"International review of financial analysis"
~person:"Afonso, António"
~person:"Blundell, Richard W."
~person:"Brooks, Robert"
~person:"Cummins, Mark"
~person:"Karanassou, Marika"
~person:"MacDonald, Ronald"
~person:"Pesaran, M. Hashem"
~person:"Puhani, Patrick A."
~person:"Rycx, François"
~person:"Su, Chi-Wei"
~subject:"Schätztheorie"
~subject:"Schätzung"
~subject:"Unemployment"
~type:"article"
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Time series analysis
United States
Schätztheorie
Schätzung
Unemployment
Estimation
5
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Capital income
2
Handelsvolumen der Börse
2
Kapitaleinkommen
2
Share price
2
Theorie
2
Theory
2
Trading volume
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VAR model
2
VAR-Modell
2
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2
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Aktienindex
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Asymmetric vector autoregression
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Causality analysis
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Comparison
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Cross-market correlation
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DCC-GARCH
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Data breach
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Dynamic spillovers
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Fractional integrated VAR
1
Fundamental models
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Geld-Brief-Spanne
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1
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1
Green equity indices
1
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1
Information theory
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Afonso, António
Blundell, Richard W.
Brooks, Robert
Cummins, Mark
Karanassou, Marika
MacDonald, Ronald
Pesaran, M. Hashem
Puhani, Patrick A.
Rycx, François
Su, Chi-Wei
Ma, Feng
5
Xuan Vinh Vo
5
Bouri, Elie
4
Narayan, Paresh Kumar
4
Caporale, Guglielmo Maria
3
Chortareas, Georgios E.
3
Coakley, Jerry
3
Deesomsak, Rataporn
3
Degiannakis, Stavros
3
Dowling, Michael
3
Gil-Alaña, Luis A.
3
Hammoudeh, Shawkat
3
Kim, Jae H.
3
Liu, Jia
3
Nonejad, Nima
3
Sensoy, Ahmet
3
Smith, Simon C.
3
Urquhart, Andrew
3
Wohar, Mark E.
3
Yarovaya, Larisa
3
Zaremba, Adam
3
Aharon, David Y.
2
Al-Khazali, Osamah
2
Antonakakis, Nikolaos
2
Audrino, Francesco
2
Azad, A. S. M. Sohel
2
Bilgin, Mehmet Huseyin
2
Bredin, Donal
2
Brooks, Chris
2
Charles, Amélie
2
Chau, Frankie
2
Chuliá, Helena
2
Cipollini, Andrea
2
Daly, Kevin Edward
2
Dang, Viet Anh
2
Darné, Olivier
2
Do, Hung Xuan
2
Fabozzi, Frank J.
2
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International review of financial analysis
Applied economics letters
23
Journal of applied econometrics
10
Applied economics
9
Journal of international financial markets, institutions & money
9
Journal of international money and finance
8
Applied financial economics
6
Open economies review
6
Economic research
5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economic modelling
4
Economics letters
4
International journal of economics
4
Pacific-Basin finance journal
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Argumenta oeconomica
3
Australian economic papers
3
Global finance journal
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International journal of manpower
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Journal of empirical finance
3
Quantitative economics : QE ; journal of the Econometric Society
3
The South African journal of economics
3
The review of economics and statistics
3
Advances in investment analysis and portfolio management : a research annual
2
Applied economics quarterly
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Applied financial economics letters
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BJIR : an international journal of employment relations
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Brussels economic review
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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Econometric reviews
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Economics of education review
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Education economics
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Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
2
Equilibrium exchange rates
2
European economic review : EER
2
Industrial relations : a journal of economy & society
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
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ECONIS (ZBW)
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1
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
2
The effect of data breach announcements beyond the stock price : empirical evidence on market activity
Rosati, Pierangelo
;
Cummins, Mark
;
Deeney, Peter
; …
- In:
International review of financial analysis
49
(
2017
),
pp. 146-154
Persistent link: https://www.econbiz.de/10011741281
Saved in:
3
Oil market modelling : a comparative analysis of fundamental and latent factor approaches
Cummins, Mark
;
Dowling, Michael
;
Kearney, Fearghal
- In:
International review of financial analysis
46
(
2016
),
pp. 211-218
Persistent link: https://www.econbiz.de/10011581809
Saved in:
4
Price discovery analysis of green equity indices using robust asymmetric vector autoregression
Cummins, Mark
;
Garry, Oonagh
;
Kearney, Claire
- In:
International review of financial analysis
35
(
2014
),
pp. 261-267
Persistent link: https://www.econbiz.de/10010530227
Saved in:
5
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Saved in:
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