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~isPartOf:"Applied financial economics"
~isPartOf:"Bulletin of economic research"
~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~language:"nor"
~person:"Apergēs, Nikolaos"
~person:"Bali, Turan G."
~person:"Cook, Steven"
~person:"Fletcher, Jonathan"
~person:"Gil-Alaña, Luis A."
~person:"Goodell, John W."
~person:"Kang, Sang Hoon"
~person:"Paradiso, Antonio"
~person:"Pierdzioch, Christian"
~person:"Roubaud, David"
~person:"Tiwari, Aviral Kumar"
~person:"Ur Rehman, Mobeen"
~person:"Zhang, Wei"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Zeitreihenanalyse
Capital income
69
Kapitaleinkommen
69
Estimation
65
Schätzung
65
Börsenkurs
62
Share price
62
Welt
62
World
62
Volatility
59
Volatilität
58
Aktienmarkt
48
Stock market
48
Theorie
41
Theory
41
USA
34
United States
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Forecasting model
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Prognoseverfahren
33
Time series analysis
31
Virtual currency
31
Virtuelle Währung
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Portfolio selection
29
Portfolio-Management
29
Anlageverhalten
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Behavioural finance
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ARCH model
25
ARCH-Modell
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China
25
Risiko
23
Risk
23
Coronavirus
22
Spillover effect
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Spillover-Effekt
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Bitcoin
20
State space model
18
Zustandsraummodell
18
COVID-19
17
Hedging
17
Oil price
17
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Undetermined
16
Free
1
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Article
31
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Article in journal
Collection of articles of several authors
Aufsatz in Zeitschrift
31
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English
Norwegian
Author
All
Apergēs, Nikolaos
Bali, Turan G.
Cook, Steven
Fletcher, Jonathan
Gil-Alaña, Luis A.
Goodell, John W.
Kang, Sang Hoon
Paradiso, Antonio
Pierdzioch, Christian
Roubaud, David
Tiwari, Aviral Kumar
Ur Rehman, Mobeen
Zhang, Wei
Gupta, Rangan
10
Caporale, Guglielmo Maria
8
Nonejad, Nima
6
Al-Yahyaee, Khamis Hamed
4
Chang, Tsangyao
4
Cuñado Eizaguirre, Juncal
4
Huang, Zhuo
4
Liu, Li
4
Ma, Feng
4
Mensi, Walid
4
Shi, Yanlin
4
Ye, Wuyi
4
Arčabić, Vladimir
3
Baruník, Jozef
3
Brooks, Robert
3
Buncic, Daniel
3
Chen, Shyh-Wei
3
Cubadda, Gianluca
3
Engsted, Tom
3
Guégan, Dominique
3
Ho, Kin-Yip
3
Ji, Qiang
3
Kim, Jong-Min
3
Kunst, Robert M.
3
Liu, Xiaoquan
3
McKenzie, Michael D.
3
Mills, Terence C.
3
Moosa, Imad A.
3
Morana, Claudio
3
Salisu, Afees A.
3
Satchell, Stephen
3
Shahbaz, Muhammad
3
Sharma, Susan Sunila
3
Su, Chi-Wei
3
Taylor, Robert
3
Todorova, Neda
3
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Applied financial economics
Bulletin of economic research
Economic modelling
Finance research letters
Journal of banking & finance
Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
Applied economics letters
24
Applied economics
22
Energy economics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Tourism economics : the business and finance of tourism and recreation
7
Research in international business and finance
6
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Journal of economics and finance : JEF
4
Journal of forecasting
4
Economic issues
3
Empirica : journal of european economics
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
International review of financial analysis
3
Journal of economics and finance
3
Journal of quantitative economics : official journal of the Indian Econometric Society
3
Journal of risk and financial management : JRFM
3
Review of financial economics : RFE
3
The empirical economics letters : a monthly international journal of economics
3
African journal of economic and sustainable development
2
Applied econometrics and international development
2
Applied financial economics letters
2
CBN journal of applied statistics
2
Computational economics
2
Economia internazionale
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
European review of economics and finance
2
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
International journal of theoretical and applied finance
2
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
2
Journal of economic studies
2
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ECONIS (ZBW)
31
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31
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1
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
2
Real-time macroeconomic monitoring using mixed frequency data : evidence from China
Zhang, Wei
;
He, Jie
;
Ge, Chanyuan
;
Xue, Rui
- In:
Economic modelling
117
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014229194
Saved in:
3
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Bulletin of economic research
74
(
2022
)
1
,
pp. 123-134
Persistent link: https://www.econbiz.de/10012819299
Saved in:
4
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
Saved in:
5
On the role of dependence in sticky price and sticky information Phillips curve : modelling and forecasting
Casarin, Roberto
;
Costantini, Mauro
;
Paradiso, Antonio
- In:
Economic modelling
105
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367149
Saved in:
6
Does intraday time-series momentum exist in Chinese stock index futures market?
Li, Yi
;
Shen, Dehua
;
Wang, Pengfei
;
Zhang, Wei
- In:
Finance research letters
35
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012438384
Saved in:
7
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
8
Time-frequency co-movements between oil prices and interest rates : evidence from a wavelet-based approach
Mensi, Walid
;
Ur Rehman, Mobeen
;
Al-Yahyaee, Khamis Hamed
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012658657
Saved in:
9
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
10
Adding cycles into the neoclassical growth model
Donadelli, Michael
;
Paradiso, Antonio
;
Livieri, Giulia
- In:
Economic modelling
78
(
2019
),
pp. 162-171
Persistent link: https://www.econbiz.de/10012198929
Saved in:
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