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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Estimation"
~subject:"Konjunktur"
~subject:"Saisonkomponente"
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Search: subject:"Zeitreihenanalyse"
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Estimation
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Time series analysis
76
Zeitreihenanalyse
76
Schätzung
34
Volatility
31
Volatilität
31
Forecasting model
26
Prognoseverfahren
26
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24
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Nonejad, Nima
3
Gupta, Rangan
2
Liu, Qiang
2
Al-Shboul, Mohammad
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Anwar, Sajid
1
Bai, Ye
1
Ben Omrane, Walid
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Borgards, Oliver
1
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Christiansen, Charlotte
1
Cuñado Eizaguirre, Juncal
1
Demirer, Rıza
1
Ferrer, Román
1
Gil-Alaña, Luis A.
1
Gillas, Konstantinos Gkillas
1
Guo, Shuxin
1
Han, Liyan
1
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1
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Ji, Qiang
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Ju, Peijie
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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
122
Economic modelling
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
115
Applied economics
113
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
International journal of forecasting
94
Economics letters
87
Applied economics letters
85
Discussion paper / Tinbergen Institute
82
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
81
CESifo working papers
76
Journal of forecasting
64
Working paper
64
Energy economics
61
Journal of applied econometrics
52
Econometric reviews
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International review of economics & finance : IREF
43
Macroeconomic dynamics
40
NBER Working Paper
39
Journal of economic dynamics & control
38
Journal of macroeconomics
36
NBER working paper series
36
Discussion paper / Centre for Economic Policy Research
35
CAMA working paper series
34
Journal of empirical finance
34
Economics and finance working paper series
32
Computational economics
31
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
CREATES research paper
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
30
Finance research letters
30
Working paper / National Bureau of Economic Research, Inc.
30
Journal of international money and finance
29
Applied financial economics
28
International journal of finance & economics : IJFE
28
Working paper / Department of Econometrics and Business Statistics, Monash University
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Discussion paper
26
Journal of banking & finance
26
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ECONIS (ZBW)
34
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1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
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
Saved in:
7
Dynamic time series momentum of cryptocurrencies
Borgards, Oliver
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822211
Saved in:
8
Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
Saved in:
9
Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
Pérez Rodríguez, Jorge V.
;
Andrada Félix, Julián
; …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822266
Saved in:
10
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
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