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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Behavioural finance"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Behavioural finance
Estimation
442
Schätzung
442
Capital income
120
Kapitaleinkommen
120
USA
119
Börsenkurs
111
Share price
111
Volatility
109
Volatilität
109
Theorie
90
Theory
90
Aktienmarkt
69
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69
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64
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64
Welt
57
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57
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52
Portfolio-Management
52
ARCH model
47
ARCH-Modell
47
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38
Wechselkurs
38
Spillover effect
35
Spillover-Effekt
35
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34
Kointegration
34
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34
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33
Zinsstruktur
33
Anlageverhalten
32
Risikoprämie
32
Risk premium
32
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31
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31
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English
174
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Gupta, Rangan
7
Chen, Mei-Ping
3
Ji, Qiang
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Santa-Clara, Pedro
3
Yang, Chunpeng
3
Zhou, Liyun
3
Chemmanur, Thomas J.
2
Cho, Hoon
2
Kang, Sang Hoon
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2
Li, Jinfang
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2
Maio, Paulo
2
Mensi, Walid
2
Post, Thierry
2
Pérez Rodríguez, Jorge V.
2
Ritter, Jay
2
Ryu, Doojin
2
Seok, Sang Ik
2
Sorescu, Sorin M.
2
Ur Rehman, Mobeen
2
Wu, Liuren
2
Xuan Vinh Vo
2
Zhu, Huiming
2
Agarwal, Vikas
1
Ahmad, Nasir
1
Ahn, Dong-Hyun
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Al Rababa'a, Abdel Razzaq
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Al-Shboul, Mohammad
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Allee, John M.
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Anjum, Hassan
1
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1
Aragó, Vicent
1
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1
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Journal of financial and quantitative analysis : JFQA
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
1,500
Discussion paper series / IZA
436
Discussion paper / Centre for Economic Policy Research
411
Applied economics
360
Applied economics letters
224
CESifo working papers
214
NBER working paper series
190
The review of economics and statistics
172
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
170
Finance and economics discussion series
170
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
170
Economic modelling
168
Journal of econometrics
164
Working paper
164
The journal of finance : the journal of the American Finance Association
153
The American economic review
151
Economics letters
140
NBER Working Paper
127
Applied financial economics
125
Journal of applied econometrics
119
Journal of banking & finance
114
International review of economics & finance : IREF
108
Discussion paper / Tinbergen Institute
104
Journal of international money and finance
98
Finance research letters
92
The review of financial studies
92
Energy economics
90
The journal of futures markets
90
Journal of money, credit and banking : JMCB
88
Discussion paper
87
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
87
International journal of forecasting
86
Journal of economic dynamics & control
79
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of financial economics
75
Journal of monetary economics
73
Journal of macroeconomics
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ECONIS (ZBW)
174
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174
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1
The impact of uncertainty on investment : empirical challenges and a new estimator
Li, Delong
;
Sun, Yiguo
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 307-338
Persistent link: https://www.econbiz.de/10014486462
Saved in:
2
Competition and R&D financing : evidence from the biopharmaceutical industry
Thakor, Richard T.
;
Lo, Andrew W.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1885-1928
Persistent link: https://www.econbiz.de/10013367043
Saved in:
3
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:
4
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
Saved in:
5
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:
6
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:
7
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
Saved in:
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
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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