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~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of forecasting"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Gil-Alaña, Luis A."
~person:"Lee, Chien-chiang"
~person:"Stiglitz, Joseph E."
~person:"Taylor, James W."
~type_genre:"Article in journal"
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Forecasting model
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Fabozzi, Frank J.
Gil-Alaña, Luis A.
Lee, Chien-chiang
Stiglitz, Joseph E.
Taylor, James W.
Gupta, Rangan
20
Franses, Philip Hans
13
Apergēs, Nikolaos
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of forecasting
Applied economics
65
Energy economics
51
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
29
Economic modelling
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Applied economics letters
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International review of economics & finance : IREF
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The American economic review
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The journal of fixed income
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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International review of financial analysis
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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The Economists' voice
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Finance research letters
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Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of theoretical and applied finance
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Tourism economics : the business and finance of tourism and recreation
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European journal of operational research : EJOR
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Journal of international money and finance
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Research in international business and finance
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The economic journal : the journal of the Royal Economic Society
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Applied financial economics
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International journal of finance & economics : IJFE
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Defence and peace economics
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Industrial and corporate change
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Pacific-Basin finance journal
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Computational economics
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Journal of economics and finance
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The journal of fixed income : JFI
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Empirica : journal of european economics
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European economic review : EER
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Journal of economic dynamics & control
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Journal of public economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Review of quantitative finance and accounting
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ECONIS (ZBW)
20
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1
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
Saved in:
2
Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar
Malmierca-Ordoqui, Maria
;
Gil-Alaña, Luis A.
;
Monge …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 859-882
Persistent link: https://www.econbiz.de/10014519716
Saved in:
3
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
4
A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies
Trucíos, Carlos
;
Taylor, James W.
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 989-1007
Persistent link: https://www.econbiz.de/10014292894
Saved in:
5
How do energy price hikes affect exchange rates during the war in Ukraine?
Sokhanvar, Amin
;
Lee, Chien-chiang
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
5
,
pp. 2151-2164
Persistent link: https://www.econbiz.de/10014253791
Saved in:
6
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
7
Trading volume and realized volatility forecasting : evidence from the China stock market
Liu, Min
;
Choo, Wei Chong
;
Lee, Chi-Chuan
;
Lee, Chien-chiang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 76-100
Persistent link: https://www.econbiz.de/10013465763
Saved in:
8
Globalization, long memory, and real interest rate convergence : a historical perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2331-2355
Persistent link: https://www.econbiz.de/10013440481
Saved in:
9
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
10
Dynamic linkage between oil prices and exchange rates : new global evidence
Huang, Bwo-nung
;
Lee, Chi-Chuan
;
Chang, Yu-Fang
;
Lee, …
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 719-742
Persistent link: https://www.econbiz.de/10012616891
Saved in:
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