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subject:"Volatilität"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Economic growth"
~subject:"Schätztheorie"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Economic growth
Schätztheorie
Estimation
307
Schätzung
307
Volatility
96
Capital income
89
Kapitaleinkommen
89
Börsenkurs
86
Share price
86
Aktienmarkt
61
Stock market
61
Theorie
60
Theory
60
Forecasting model
48
Prognoseverfahren
48
USA
45
United States
45
ARCH model
44
ARCH-Modell
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Welt
42
World
42
Exchange rate
37
Wechselkurs
37
Portfolio selection
34
Portfolio-Management
34
Time series analysis
34
Zeitreihenanalyse
34
Cointegration
33
Kointegration
33
Spillover effect
33
Spillover-Effekt
33
VAR model
29
VAR-Modell
29
Geldpolitik
28
Monetary policy
28
Anlageverhalten
26
Behavioural finance
26
CAPM
25
China
23
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109
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Aufsatz im Buch
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109
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English
109
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Gupta, Rangan
7
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Chang, Chia-Lin
2
Dai, Zhifeng
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
2
Liu, Qiang
2
McAleer, Michael
2
Nonejad, Nima
2
Risse, Marian
2
Xuan Vinh Vo
2
Zhang, Zhaoyong
2
Ahmed, Walid M. A.
1
Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Al-Jarrah, Idries Mohammad Wanas
1
Allen, David E.
1
Altay-Salih, Aslihan
1
An, Jiyoun
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Ao, Zhiming
1
Apergēs, Nikolaos
1
Arisoy, Yakup Eser
1
Asai, Manabu
1
Athari, Seyed Alireza
1
Auer, Benjamin R.
1
Becker, Ralf
1
Bekiros, Stelios
1
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics
276
Journal of econometrics
272
Economic modelling
246
Applied economics letters
214
Energy economics
208
Economics letters
201
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
169
International review of economics & finance : IREF
153
Finance research letters
152
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
145
International review of financial analysis
116
Journal of banking & finance
115
International journal of economics and financial issues : IJEFI
114
International Journal of Energy Economics and Policy : IJEEP
113
Journal of empirical finance
96
Applied financial economics
91
Journal of international money and finance
91
The empirical economics letters : a monthly international journal of economics
90
Journal of risk and financial management : JRFM
85
International journal of economics and finance
84
Research in international business and finance
82
Econometric reviews
81
Journal of international financial markets, institutions & money
81
International journal of forecasting
76
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
Cogent economics & finance
74
Journal of applied econometrics
73
International journal of finance & economics : IJFE
68
The journal of futures markets
63
Economies : open access journal
58
The European journal of finance
58
Theoretical and applied economics : GAER review
58
Empirical economics : a quarterly journal of the Institute for Advanced Studies
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
Journal of macroeconomics
51
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
49
Defence and peace economics
48
Quantitative economics : QE ; journal of the Econometric Society
48
Journal of financial economics
46
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ECONIS (ZBW)
109
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1
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
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2
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:
3
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
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
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
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6
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
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
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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
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9
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
10
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
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