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~isPartOf:"International review of financial analysis"
~language:"bos"
~language:"eng"
~person:"Aghion, Philippe"
~person:"Fabozzi, Frank J."
~person:"Gupta, Rangan"
~person:"Long, Ngo Van"
~person:"Miceli, Thomas J."
~subject:"Estimation"
~subject:"Haftung"
~subject:"Inflation"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Welt"
~subject:"Ölpreis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
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Estimation
Haftung
Inflation
Prognoseverfahren
Theory
Time series analysis
Welt
Ölpreis
Capital income
5
Kapitaleinkommen
5
Forecasting model
4
Volatility
4
Volatilität
4
World
4
Börsenkurs
3
Forecasting
3
Schätzung
3
Share price
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Bayes-Statistik
2
Bayesian inference
2
Portfolio selection
2
Portfolio-Management
2
Stochastic volatility
2
Stock market
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TVP-VAR
2
VAR model
2
VAR-Modell
2
Asymmetric loss
1
Bayesian
1
Bitcoin
1
Bonds
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CAPM
1
COVID-19 outbreak
1
Commodities
1
Commodity derivative
1
Conditional correlations
1
Connectedness
1
Coronavirus
1
DSGE
1
Data Mining
1
Data mining
1
Duration-dependent Markov switching models
1
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Article in journal
Aufsatz im Buch
Conference paper
Aufsatz in Zeitschrift
8
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Bosnian
English
Author
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Aghion, Philippe
Fabozzi, Frank J.
Gupta, Rangan
Long, Ngo Van
Miceli, Thomas J.
Ma, Feng
14
Lucey, Brian M.
12
Bouri, Elie
11
Goodell, John W.
9
Guesmi, Khaled
9
Narayan, Paresh Kumar
9
Yarovaya, Larisa
9
Xuan Vinh Vo
8
Urquhart, Andrew
7
Fernández, Viviana
6
Hammoudeh, Shawkat
6
Huang, Dengshi
6
Lau, Chi Keung
6
Lien, Da-hsiang Donald
6
McGroarty, Frank
6
Vigne, Samuel A.
6
Batten, Jonathan A.
5
Dowling, Michael
5
Frankfurter, George M.
5
Gil-Alaña, Luis A.
5
Hamori, Shigeyuki
5
Han, Liyan
5
Hudson, Robert
5
Li, Yan
5
Li, Youwei
5
Liu, Jia
5
Lu, Xinjie
5
McGoun, Elton G.
5
Wei, Yu
5
Zaremba, Adam
5
Bartholdy, Jan
4
Baur, Dirk G.
4
Blenman, Lloyd P.
4
Boateng, Agyenim
4
Bredin, Donal
4
Brooks, Chris
4
Charteris, Ailie
4
Chau, Frankie
4
Cho, Sungjun
4
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International review of financial analysis
Applied economics
34
Finance research letters
24
Energy economics
23
The North American journal of economics and finance : a journal of financial economics studies
20
International review of law and economics
17
European economic review : EER
16
Journal of forecasting
16
Economics letters
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
The handbook of fixed income securities
15
Valuation, financial modeling, and quantitative tools
15
Research in international business and finance
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
International review of economics & finance : IREF
13
The journal of real estate finance and economics
13
Economic modelling
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Applied economics letters
10
Investment management and financial management
10
The journal of portfolio management : a publication of Institutional Investor
10
Journal of economic behavior & organization : JEBO
9
Journal of economic dynamics & control
9
Review of international economics
9
European journal of law and economics
8
International journal of finance & economics : IJFE
8
Papers and proceedings of the ... annual congress of the European Economic Association
8
Review of law and economics : publ. in cooperation with European Association of Law and Economics ...
8
The journal of portfolio management : JPM
8
Computational economics
7
International journal of theoretical and applied finance
7
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
7
Journal of the European Economic Association
7
The journal of fixed income
7
The quarterly journal of economics
7
Financial markets and instruments
6
Journal of banking & finance
6
Structural change and economic dynamics : SC+ED
6
The European journal of finance
6
The Japanese economic review : the journal of the Japanese Economic Association
6
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ECONIS (ZBW)
8
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8
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date (oldest first)
1
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
2
Return connectedness across asset classes around the COVID-19 outbreak
Bouri, Elie
;
Cepni, Oguzhan
;
Gabauer, David
;
Gupta, Rangan
- In:
International review of financial analysis
73
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012803742
Saved in:
3
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
4
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?
Fang, Libing
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
International review of financial analysis
61
(
2019
),
pp. 29-36
Persistent link: https://www.econbiz.de/10012206699
Saved in:
5
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
6
Hedge fund allocation : evaluating parametric and nonparametric forecasts using alternative portfolio construction techniques
Subbiah, Mohan
;
Fabozzi, Frank J.
- In:
International review of financial analysis
45
(
2016
),
pp. 189-201
Persistent link: https://www.econbiz.de/10011581970
Saved in:
7
Forecasting the price of gold using dynamic model averaging
Aye, Goodness C.
;
Gupta, Rangan
;
Hammoudeh, Shawkat
; …
- In:
International review of financial analysis
41
(
2015
),
pp. 257-266
Persistent link: https://www.econbiz.de/10011508954
Saved in:
8
The role of jump dynamics in the risk-return relationship
Arshanapalli, Bala Gangadhar
;
Fabozzi, Frank J.
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 212-218
Persistent link: https://www.econbiz.de/10010244955
Saved in:
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