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~isPartOf:"Econometric theory"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Kapitaleinkommen"
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Search: subject:"Time series analysis"
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Kapitaleinkommen
Time series analysis
498
Zeitreihenanalyse
498
Theorie
266
Theory
266
Estimation theory
193
Schätztheorie
193
Volatility
91
Volatilität
91
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83
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68
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50
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42
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Kointegration
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English
58
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Nonejad, Nima
3
Gupta, Rangan
2
Kim, Chang-Jin
2
Li, Youwei
2
Nelson, Charles R.
2
Al-Shboul, Mohammad
1
Amado, Cristina
1
Anwar, Sajid
1
Bee, Marco
1
Ben Omrane, Walid
1
Borgards, Oliver
1
Boudt, Kris
1
Brooks, Robert
1
Campbell, John Y.
1
Chang, Chia-Lin
1
Chang, Hung-Chou
1
Chatzikonstanti, Vasiliki
1
Chen Zhou
1
Chen, An-sing
1
Cheng, Lee-Young
1
Choi, Jin-ho
1
Christensen, Bent Jesper
1
Croux, Christophe
1
Cuñado Eizaguirre, Juncal
1
De Lira Salvatierra, Irving Arturo
1
Demiralay, Sercan
1
Demirer, Rıza
1
Dendramis, Yiannis
1
Diewald, Laszlo
1
Ding, Zhuanxin
1
Dupuis, Debbie J.
1
Engle, Robert F.
1
Engsted, Tom
1
Faff, Robert W.
1
Faria, Gonçalo
1
Ferrer, Román
1
Gillas, Konstantinos Gkillas
1
Giovannelli, Alessandro
1
Granger, C. W. J.
1
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1
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Econometric theory
Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Finance research letters
31
International journal of forecasting
28
Economic modelling
25
International review of financial analysis
25
International review of economics & finance : IREF
24
Journal of forecasting
22
Applied economics
21
Discussion paper / Tinbergen Institute
20
Journal of banking & finance
18
Economics letters
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Journal of financial economics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
14
Journal of financial econometrics
14
Journal of international financial markets, institutions & money
14
Research in international business and finance
14
The journal of finance : the journal of the American Finance Association
14
Applied financial economics
13
Energy economics
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of risk and financial management : JRFM
12
NBER working paper series
12
Quantitative finance
12
CREATES research paper
11
Pacific-Basin finance journal
11
Working paper / National Bureau of Economic Research, Inc.
11
CESifo working papers
10
Working paper
10
Computational economics
9
Economics working paper
9
Review of quantitative finance and accounting
9
The European journal of finance
9
Applied financial economics letters
8
Cambridge working papers in economics
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Econometric reviews
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International journal of theoretical and applied finance
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ECONIS (ZBW)
58
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1
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-
Persistent link: https://www.econbiz.de/10014578531
Saved in:
2
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
3
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
4
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
5
Forecasting the realized volatility of Energy Stock Market : a multimodel comparison
Li, Houjian
;
Zhou, Deheng
;
Hu, Jiayu
;
Li, Junwen
;
Su, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
Saved in:
6
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:
7
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
8
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
9
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
- In:
Journal of empirical finance
62
(
2021
),
pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
Saved in:
10
Value at risk and return in Chinese and the US stock markets : double long memory and fractional cointegration
Tan, Zhengxun
;
Xiao, Binuo
;
Huang, Yilong
;
Zhou, Li
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012821412
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