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~accessRights:"restricted"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Cutler, Harvey Stephen"
~person:"Desaulniers, Guy"
~person:"Gupta, Rangan"
~person:"Mester, Loretta J."
~person:"Miller, Stephen M."
~person:"Tamai, Toshiki"
~subject:"1960-1983"
~subject:"EU-Staaten"
~subject:"Kapitaleinkommen"
~subject:"Money supply"
~subject:"Neoclassical synthesis"
~subject:"Theory"
~subject:"Wirtschaftswachstum"
~subject:"Öffentliche Investition"
~type:"article"
~type:"book"
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1960-1983
EU-Staaten
Kapitaleinkommen
Money supply
Neoclassical synthesis
Theory
Wirtschaftswachstum
Öffentliche Investition
Capital income
2
USA
2
United States
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Anleihe
1
Bond
1
Börsenkurs
1
Causality analysis
1
Estimation
1
Forecasting model
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HAR models
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Kausalanalyse
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Oil market
1
Oil price
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Prognoseverfahren
1
Schätzung
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Share price
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Spillover effect
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Spillover-Effekt
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Stock market
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Time series analysis
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US stock market
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Zeitreihenanalyse
1
bond and oil markets
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forecast evaluation
1
realized volatility
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returns and volatility spillovers
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time-varying causality
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Ölmarkt
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Cutler, Harvey Stephen
Desaulniers, Guy
Gupta, Rangan
Mester, Loretta J.
Miller, Stephen M.
Tamai, Toshiki
Afonso, António
2
Kouretas, Georgios P.
2
Salisu, Afees A.
2
Adewuyi, Adeolu O.
1
Agoraki, Maria-Eleni K.
1
Apergēs, Nikolaos
1
Assibey-Yeboah, Mark
1
Awodumi, Olabanji B.
1
Bratis, Theodoros
1
Caporale, Guglielmo Maria
1
Coronado, Semei
1
Daglis, Theodoros
1
Farid, Saqib
1
Fiza Qureshi
1
Gao, Jun
1
Gil-Alaña, Luis A.
1
Ihsan, Hajra
1
Isah, Kazeem
1
Jabeen, Munazza
1
Jalles, João Tovar
1
Kardara, Stella
1
Kavanagh, Ella
1
Kim, Wi-Dae
1
Kollintzas, Tryphon
1
Konstantakis, Konstantinos N.
1
Kwon, Dohyoung
1
Laopodis, Nikiforos
1
Leal, Frederico Silva
1
Lee, Chien-chiang
1
Liu, Tie-Ying
1
Mallick, Sushanta Kumar
1
Melissaropoulos, Ioannis G.
1
Michaēlidēs, Panagiōtēs G.
1
Mohsin, Mohammed
1
Naeem, Muhammad Abubakr
1
Nazlıoğlu, Şaban
1
Ogbonna, Ahamuefula E.
1
Ogbonnaya-Orji, Nnenna
1
Orlando, James C.
1
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International journal of finance & economics : IJFE
The North American journal of economics and finance : a journal of financial economics studies
7
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
6
Finance research letters
3
Journal of macroeconomics
3
The journal of real estate finance and economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of financial economics
2
Applied economics
2
Applied economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Open economies review
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Transportation science
2
Computational economics
1
Department of Economics working paper series
1
Economics letters
1
Empirica : journal of european economics
1
Energy economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
European economic review : EER
1
Handbook of real estate and macroeconomics
1
International review of economics & finance : IREF
1
Journal of economics and finance
1
Journal of forecasting
1
Journal of multinational financial management
1
Operations research
1
Panoeconomicus
1
Public finance review : PFR
1
Research in international business and finance
1
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ECONIS (ZBW)
2
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Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Coronado, Semei
;
Gupta, Rangan
;
Nazlıoğlu, Şaban
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10014327517
Saved in:
2
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
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