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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Theorie
355
Theory
355
Volatility
324
Volatilität
324
Estimation
307
Schätzung
307
Börsenkurs
306
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306
Capital income
249
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249
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Gupta, Rangan
3
Nonejad, Nima
3
Liu, Li
2
Liu, Qiang
2
Ma, Feng
2
Zhang, Yaojie
2
Addo, Peter Martey
1
Al-Shboul, Mohammad
1
Al-Yahyaee, Khamis Hamed
1
Allen, David E.
1
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1
Andrada Félix, Julián
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Anjum, Hassan
1
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1
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1
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1
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1
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1
Bannouh, Karim
1
Baqaee, David
1
Ben Omrane, Walid
1
Billio, Monica
1
Bloor, Chris
1
Borgards, Oliver
1
Brooks, Robert
1
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1
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1
Carcel, Hector
1
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1
Chan, Jennifer So-kuen
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1
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1
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1
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1
Chen, An-sing
1
Chen, Shyh-Wei
1
Cheng, Lee-Young
1
Choi, Jin-ho
1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
665
International journal of forecasting
572
Economics letters
439
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
390
Journal of forecasting
331
Applied economics
320
Econometric theory
314
Discussion paper / Tinbergen Institute
292
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
225
Applied economics letters
220
Econometric reviews
212
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
202
Energy economics
197
Working paper / Department of Econometrics and Business Statistics, Monash University
192
CREATES research paper
164
Working paper
161
Journal of applied econometrics
147
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
136
Computational economics
132
CESifo working papers
131
Journal of economic dynamics & control
109
Econometrics : open access journal
106
Journal of empirical finance
106
Discussion paper / Centre for Economic Policy Research
103
Working paper / National Bureau of Economic Research, Inc.
103
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
100
Finance research letters
96
The econometrics journal
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
Cowles Foundation discussion paper
81
Applied financial economics
80
CAMA working paper series
75
Journal of risk and financial management : JRFM
73
Journal of time series econometrics
73
Journal of international money and finance
70
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ECONIS (ZBW)
76
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1
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:
2
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:
3
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
4
Structural break in different stock index markets in China
Li, Boyan
;
Diao, Xundi
- In:
The North American journal of economics and finance : a …
65
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014309933
Saved in:
5
Determining hedges and safe havens for stocks using interval analysis
Chang, Meng-Shiuh
;
Ju, Peijie
;
Liu, Yilei
;
Hsueh, Shao-Chieh
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013449302
Saved in:
6
Further evidence on financial information and economic activity forecasts in the United States
Shi, Qi
;
Li, Bin
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013449134
Saved in:
7
Group penalized logistic regressions predict up and down trends for stock prices
Yang, Yanlin
;
Hu, Xuemei
;
Jiang, Huifeng
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413355
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8
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
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9
Out-of-sample prediction of Bitcoin realized volatility : do other cryptocurrencies help?
Yi, Yongsheng
;
He, Mengxi
;
Zhang, Yaojie
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013534118
Saved in:
10
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
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