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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:"Stock market"
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Time series analysis
United States
Stock market
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
Forecasting model
64
Prognoseverfahren
64
Welt
57
World
57
Portfolio selection
52
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52
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47
ARCH-Modell
47
CAPM
47
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38
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38
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35
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35
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34
Kointegration
34
Zeitreihenanalyse
34
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33
Zinsstruktur
33
Anlageverhalten
32
Behavioural finance
32
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32
Risk premium
32
VAR model
31
VAR-Modell
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English
202
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Gupta, Rangan
9
Dai, Zhifeng
3
Ji, Qiang
3
Kang, Sang Hoon
3
Maio, Paulo
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Santa-Clara, Pedro
3
Ur Rehman, Mobeen
3
Balcilar, Mehmet
2
Chemmanur, Thomas J.
2
Dash, Saumya Ranjan
2
Hamori, Shigeyuki
2
Liu, Qiang
2
Maitra, Debasish
2
Mensi, Walid
2
Post, Thierry
2
Pérez Rodríguez, Jorge V.
2
Ritter, Jay
2
Salisu, Afees A.
2
Sorescu, Sorin M.
2
Tian, Shuairu
2
Wu, Liuren
2
Xuan Vinh Vo
2
Yoon, Seong-min
2
Zhou, Guofu
2
Adediran, Idris A.
1
Agarwal, Vikas
1
Ahmad, Nasir
1
Ahmed, Walid M. A.
1
Ahn, Dong-Hyun
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Al Rababa'a, Abdel Razzaq
1
Al-Shboul, Mohammad
1
Allee, John M.
1
Alomari, Mohammad
1
An, Jiyoun
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Anwar, Sajid
1
Asimakopoulos, Panagiotis
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.
1,510
Discussion paper series / IZA
433
Discussion paper / Centre for Economic Policy Research
412
Applied economics
399
Applied economics letters
275
CESifo working papers
230
Economic modelling
227
NBER working paper series
201
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
178
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
174
The review of economics and statistics
172
Finance and economics discussion series
170
Journal of econometrics
169
Working paper
167
Applied financial economics
162
International review of economics & finance : IREF
154
The American economic review
153
The journal of finance : the journal of the American Finance Association
150
Economics letters
148
Finance research letters
143
NBER Working Paper
141
Journal of applied econometrics
122
International review of financial analysis
121
Journal of international money and finance
117
Energy economics
113
Journal of banking & finance
113
Discussion paper / Tinbergen Institute
101
Research in international business and finance
94
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
93
The journal of futures markets
93
The review of financial studies
93
International journal of forecasting
90
Journal of international financial markets, institutions & money
90
Journal of money, credit and banking : JMCB
90
Discussion paper
89
Journal of empirical finance
85
Journal of financial economics
79
International journal of finance & economics : IJFE
78
Journal of economic dynamics & control
78
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ECONIS (ZBW)
202
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202
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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
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
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:
6
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:
7
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:
8
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
Saved in:
9
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:
10
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
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