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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Estimation"
~subject:"Saisonkomponente"
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Estimation
Saisonkomponente
Time series analysis
76
Zeitreihenanalyse
76
Schätzung
34
Volatility
31
Volatilität
31
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26
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Nonejad, Nima
3
Gupta, Rangan
2
Liu, Qiang
2
Al-Shboul, Mohammad
1
Andrada Félix, Julián
1
Anjum, Hassan
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Anwar, Sajid
1
Bai, Ye
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Cuñado Eizaguirre, Juncal
1
Demirer, Rıza
1
Ferrer, Román
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Gil-Alaña, Luis A.
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Gillas, Konstantinos Gkillas
1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
117
Economic modelling
103
Applied economics
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
International journal of forecasting
85
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
82
Applied economics letters
77
Economics letters
75
Discussion paper / Tinbergen Institute
74
CESifo working papers
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
64
Energy economics
57
Working paper
55
Journal of forecasting
54
Econometric reviews
44
International review of economics & finance : IREF
41
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38
Journal of empirical finance
34
Economics and finance working paper series
32
Finance research letters
31
Journal of economic dynamics & control
30
Computational economics
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Macroeconomic dynamics
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Working paper / Department of Econometrics and Business Statistics, Monash University
28
Applied financial economics
27
CAMA working paper series
27
CREATES research paper
27
Journal of macroeconomics
26
Journal of banking & finance
25
Journal of international money and finance
25
Empirical economics : a quarterly journal of the Institute for Advanced Studies
24
International journal of finance & economics : IJFE
24
The empirical economics letters : a monthly international journal of economics
24
Journal of financial econometrics
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
SFB 649 discussion paper
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CESifo Working Paper Series
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Cambridge working papers in economics
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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
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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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