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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"
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Time series analysis
United States
Estimation
442
Schätzung
442
Capital income
120
Kapitaleinkommen
120
USA
119
Börsenkurs
111
Share price
111
Volatility
109
Volatilität
109
Theorie
90
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90
Aktienmarkt
69
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69
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64
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52
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47
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34
Zeitreihenanalyse
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Yield curve
33
Zinsstruktur
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Anlageverhalten
32
Behavioural finance
32
Risikoprämie
32
Risk premium
32
VAR model
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Gupta, Rangan
7
Ji, Qiang
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Santa-Clara, Pedro
3
Chemmanur, Thomas J.
2
Liu, Qiang
2
Maio, Paulo
2
Post, Thierry
2
Pérez Rodríguez, Jorge V.
2
Ritter, Jay
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Sorescu, Sorin M.
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Ur Rehman, Mobeen
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Xuan Vinh Vo
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Agarwal, Vikas
1
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1
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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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Alomari, Mohammad
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Andrada Félix, Julián
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Anjum, Hassan
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Anwar, Sajid
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Babbs, Simon H.
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Bai, Jennie
1
Bai, Ye
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Balcilar, Mehmet
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Bali, Turan G.
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Becker, Ralf
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1
Bellos, Sotirios K.
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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.
1,490
Discussion paper series / IZA
432
Discussion paper / Centre for Economic Policy Research
400
Applied economics
337
Applied economics letters
211
CESifo working papers
211
The review of economics and statistics
172
Finance and economics discussion series
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
167
Journal of econometrics
163
Working paper
163
Economic modelling
158
NBER working paper series
158
The American economic review
151
The journal of finance : the journal of the American Finance Association
148
Economics letters
137
Journal of applied econometrics
119
Applied financial economics
118
NBER Working Paper
103
Discussion paper / Tinbergen Institute
99
Journal of international money and finance
93
The review of financial studies
92
Journal of money, credit and banking : JMCB
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
87
Energy economics
86
The journal of futures markets
86
International journal of forecasting
84
International review of economics & finance : IREF
82
Discussion paper
81
Journal of banking & finance
77
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of economic dynamics & control
72
Journal of macroeconomics
72
Journal of monetary economics
70
Southern economic journal
65
Journal of labor economics
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ECONIS (ZBW)
150
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71
VIX forecasting and variance risk premium : a new GARCH approach
Liu, Qiang
;
Guo, Shuxin
;
Qiao, Gaoxiu
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 314-322
Persistent link: https://www.econbiz.de/10011540131
Saved in:
72
Institutional investors and the information production theory of stock splits
Chemmanur, Thomas J.
;
Hu, Gang
;
Huang, Jiekun
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
3
,
pp. 413-445
Persistent link: https://www.econbiz.de/10011391387
Saved in:
73
Time-varying dependence between stock and government bond returns : international evidence with dynamic copulas
Jammazi, Rania
;
Tiwari, Aviral Kumar
;
Ferrer, Román
; …
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 74-93
Persistent link: https://www.econbiz.de/10011534370
Saved in:
74
Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.
;
Salvador, Manuel
;
Moneva, J. M.
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 27-51
Persistent link: https://www.econbiz.de/10011511029
Saved in:
75
Bubbles in health care : evidence from the U.S., U.K., and German stock markets
Chen, Mei-Ping
;
Lin, Yu-Hui
;
Tseng, Chun-Yao
;
Chen, Wen-Yi
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 193-205
Persistent link: https://www.econbiz.de/10011514211
Saved in:
76
Treasury bond illiquidity and global equity returns
Goyenko, Ruslan
;
Sarkissian, Sergei
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1227-1253
Persistent link: https://www.econbiz.de/10011338941
Saved in:
77
Communicating private information to the equity market before a dividend cut : an empirical analysis
Chemmanur, Thomas J.
;
Tian, Xuan
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1167-1199
Persistent link: https://www.econbiz.de/10011338943
Saved in:
78
Real-time estimation of the equilibrium real interest rate : evidence from Japan
Umino, Shingo
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 17-32
Persistent link: https://www.econbiz.de/10010461190
Saved in:
79
An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.
;
Grossmann, Axel
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 221-238
Persistent link: https://www.econbiz.de/10010461953
Saved in:
80
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
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