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subject:"United States"
type_genre:"Article in journal"
~person:"McAleer, Michael"
~person:"Moosa, Imad A."
~person:"Salisu, Afees A."
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Estimation"
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United States
Prognoseverfahren
Estimation
124
Schätzung
123
Forecasting model
34
Volatility
34
Volatilität
34
Time series analysis
33
Zeitreihenanalyse
33
Börsenkurs
29
Share price
29
Theorie
29
Theory
29
USA
23
Exchange rate
19
Wechselkurs
19
Welt
19
World
19
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18
Kapitaleinkommen
18
Stochastic process
16
Stochastischer Prozess
16
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15
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15
Aktienmarkt
12
Stock market
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Australien
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Großbritannien
10
Japan
10
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10
United Kingdom
10
Oil price
9
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9
Forecast
8
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8
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8
Prognose
8
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8
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52
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Article in journal
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51
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46
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46
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46
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46
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English
52
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McAleer, Michael
Moosa, Imad A.
Salisu, Afees A.
Gupta, Rangan
96
Bahmani-Oskooee, Mohsen
32
Ma, Feng
31
Pierdzioch, Christian
31
Wohar, Mark E.
31
Gil-Alaña, Luis A.
30
Caporale, Guglielmo Maria
26
McMillan, David G.
26
Zaremba, Adam
26
Wang, Yudong
22
Zhang, Yaojie
21
Balcilar, Mehmet
20
Narayan, Paresh Kumar
20
Bollerslev, Tim
19
Marcellino, Massimiliano
16
Apergēs, Nikolaos
15
Nonejad, Nima
15
Bali, Turan G.
14
Heckman, James J.
14
Hsing, Yu
14
Koopman, Siem Jan
14
Swanson, Norman R.
14
Belke, Ansgar
13
Koop, Gary
13
Payne, James E.
13
Sarno, Lucio
13
Wei, Yu
13
Andersen, Torben
12
Cebula, Richard J.
12
Cheung, Yin-Wong
12
Chinn, Menzie David
12
Herwartz, Helmut
12
Jawadi, Fredj
12
Neumark, David
12
Serletis, Apostolos
12
Timmermann, Allan
12
Basu, Susanto
11
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Applied economics
7
Finance research letters
4
International review of economics & finance : IREF
3
International review of financial analysis
3
Applied financial economics
2
Econometric reviews
2
Economia internazionale
2
Energy economics
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
Journal of econometrics
2
Journal of macroeconomics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Annals of financial economics
1
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1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Journal of post-Keynesian economics
1
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Journal of risk and financial management : JRFM
1
Macroeconomics : principles, applications and challenges
1
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1
Risks : open access journal
1
The European journal of finance
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The Japanese economic review : the journal of the Japanese Economic Association
1
The econometrics journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
52
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1
Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan
;
Nel, Jacobus
;
Salisu, Afees A.
;
Ji, Qiang
- In:
Finance research letters
54
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
Saved in:
2
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
3
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
4
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
5
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
6
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
Saved in:
7
Exchange rate predictability with nine alternative models for BRICS countries
Salisu, Afees A.
;
Gupta, Rangan
;
Kim, Won Joong
- In:
Journal of macroeconomics
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013328218
Saved in:
8
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
9
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
10
Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.
;
Olaniran, Abeeb
;
Tchankam, Jean Paul
- In:
Energy economics
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
Saved in:
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