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~isPartOf:"Economic modelling"
~isPartOf:"Global finance journal"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~person:"Han, Chirok"
~person:"Parmeter, Christopher F."
~person:"Pierdzioch, Christian"
~person:"Tiwari, Aviral Kumar"
~person:"Ullah, Aman"
~source:"econis"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Game theory"
~subject:"Geldpolitik"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
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Estimation theory
Forecasting model
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Geldpolitik
Prognoseverfahren
Risiko
Schätztheorie
Wirkungsanalyse
Estimation
13
Schätzung
13
Capital income
8
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Han, Chirok
Parmeter, Christopher F.
Pierdzioch, Christian
Tiwari, Aviral Kumar
Ullah, Aman
Gupta, Rangan
25
Ma, Feng
13
Zhang, Yaojie
13
Carroll, Raymond J.
11
Balcilar, Mehmet
10
Wang, Yudong
10
Wohar, Mark E.
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Fan, Jianqing
9
Ibrahim, Joseph George
7
Salisu, Afees A.
7
Zeng, Donglin
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Dai, Zhifeng
6
Genton, Marc G.
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Hammoudeh, Shawkat
6
Liu, Li
6
Müller, Hans-Georg
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Nonejad, Nima
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Yin, Libo
6
Caporale, Guglielmo Maria
5
Chatterjee, Nilanjan
5
Dunson, David B.
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Guan, Yongtao
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Ida, Daisuke
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Jawadi, Fredj
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Pan, Zhiyuan
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Pesaran, M. Hashem
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Ratti, Ronald A.
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Robinson, Sherman
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Rumler, Fabio
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Sharma, Susan Sunila
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Economic modelling
Global finance journal
Journal of empirical finance
Journal of the American Statistical Association : JASA
The North American journal of economics and finance : a journal of financial economics studies
Economics letters
30
Applied economics letters
14
Finance research letters
11
Econometric reviews
8
Journal of econometrics
8
Applied economics
6
Econometric theory
6
Energy economics
6
Journal of productivity analysis
6
Journal of quantitative economics : official journal of the Indian Econometric Society
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International review of economics & finance : IREF
5
Journal of applied econometrics
5
Econometrics : open access journal
4
International journal of forecasting
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
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European journal of operational research : EJOR
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International review of financial analysis
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Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
3
Research in international business and finance
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The European journal of finance
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Applied financial economics
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Computational economics
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Economies : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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German economic review
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Indian economic review : official journal of Delhi School of Economics
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International Journal of Financial Studies : open access journal
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International economic journal
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International journal of finance & economics : IJFE
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of econometric methods
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Journal of financial markets
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Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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Review of international economics
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ECONIS (ZBW)
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1
The outbreak of COVID-19 and stock market liquidity : evidence from emerging and developed equity markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534137
Saved in:
2
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
3
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
Saved in:
4
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
5
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
6
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
7
Testing the optimality of inflation forecasts under flexible loss with random forests
Behrens, Christoph
;
Pierdzioch, Christian
;
Risse, Marian
- In:
Economic modelling
72
(
2018
),
pp. 270-277
Persistent link: https://www.econbiz.de/10012100432
Saved in:
8
Decomposing changes in the conditional variance of GDP over time
Amini, Shahram
;
Battisti, Michele
;
Parmeter, Christopher F.
- In:
Economic modelling
61
(
2017
),
pp. 376-387
Persistent link: https://www.econbiz.de/10011736899
Saved in:
9
The relationship between exchange rates and interest rates in a small open emerging economy : the case of Romania
Andrieş, Alin Marius
;
Căpraru, Bogdan
;
Ihnatov, Iulian
; …
- In:
Economic modelling
67
(
2017
),
pp. 261-274
Persistent link: https://www.econbiz.de/10011813828
Saved in:
10
A quantile-boosting approach to forecasting gold returns
Pierdzioch, Christian
;
Risse, Marian
- In:
The North American journal of economics and finance : a …
35
(
2016
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011672283
Saved in:
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