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~isPartOf:"Annals of financial economics"
~isPartOf:"Managerial finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"cat"
~language:"eng"
~person:"McAleer, Michael"
~person:"Mensi, Walid"
~subject:"Prognoseverfahren"
~subject:"Stock market"
~type_genre:"Article in journal"
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Prognoseverfahren
Stock market
Volatility
17
Volatilität
17
Estimation
10
Welt
10
World
10
Portfolio selection
9
Portfolio-Management
9
Risk management
9
Schätzung
9
Spillover effect
9
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9
ARCH model
8
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8
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8
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7
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7
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McAleer, Michael
Mensi, Walid
Gupta, Rangan
21
Dai, Zhifeng
6
Kang, Sang Hoon
6
Pierdzioch, Christian
6
Wohar, Mark E.
6
Xuan Vinh Vo
6
Hammoudeh, Shawkat
5
Salisu, Afees A.
5
Ur Rehman, Mobeen
5
Yin, Libo
5
Zhuang, Xintian
5
Allen, David E.
4
Li, Yanshuang
4
Plastun, Alex
4
Wang, Jian
4
Yoon, Seong-min
4
Zhu, Huiming
4
Balcilar, Mehmet
3
Chen, Cathy W. S.
3
Cho, Hoon
3
Hau, Liya
3
Ji, Qiang
3
Lee, Chien-chiang
3
Nonejad, Nima
3
Powell, Robert
3
Qiao, Gaoxiu
3
Risse, Marian
3
Ryu, Doojin
3
Sibande, Xolani
3
Su, Xianfang
3
Tiwari, Aviral Kumar
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Wu, Xinyu
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Yao, Can-Zhong
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Zhang, Yaojie
3
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2
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Aloui, Chaker
2
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Annals of financial economics
Managerial finance
The North American journal of economics and finance : a journal of financial economics studies
Emerging markets review
5
Finance research letters
5
International review of economics & finance : IREF
5
Journal of forecasting
5
Pacific-Basin finance journal
5
Journal of economic surveys
4
International journal of emerging markets
3
International journal of forecasting
3
Applied economics
2
Borsa Istanbul Review
2
Economic modelling
2
Energy economics
2
Financial innovation : FIN
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of international financial markets, institutions & money
2
Research in international business and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Econometric reviews
1
Economics letters
1
Economies : open access journal
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International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
International journal of hospitality management
1
Journal of banking & finance
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Journal of commodity markets
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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Risks : open access journal
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Studies in economics and finance
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The journal of futures markets
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The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
9
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1
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9
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9
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date (oldest first)
1
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:
2
Upside/downside spillovers between oil and Chinese stock sectors : from the global financial crisis to global pandemic
Mensi, Walid
;
Hanif, Waqas
;
Xuan Vinh Vo
;
Choi, Ki-hong
; …
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014484004
Saved in:
3
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Saved in:
4
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid
;
Lee, Yun-Jung
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Saved in:
5
Predicting cases and deaths in Europe from Covid-19 tests and country populations
Allen, David E.
;
McAleer, Michael
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012643030
Saved in:
6
Can uncertainty indices predict Bitcoin prices? : a revisited analysis using partial and multivariate wavelet approaches
Al-Yahyaee, Khamis Hamed
;
Ur Rehman, Mobeen
;
Mensi, Walid
; …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 47-56
Persistent link: https://www.econbiz.de/10012269150
Saved in:
7
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
8
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
9
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
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