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~language:"eng"
~person:"Lee, Chien-chiang"
~person:"Wohar, Mark E."
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Prognoseverfahren
Time series analysis
Estimation
143
Schätzung
143
Welt
108
World
108
USA
88
United States
88
Börsenkurs
79
Share price
79
China
78
Capital income
76
Kapitaleinkommen
76
Volatility
70
Volatilität
70
Theorie
64
Theory
64
Stock market
59
Aktienmarkt
58
Forecasting model
54
Risk
50
Economic growth
49
Wirtschaftswachstum
49
Risiko
47
Panel
42
Panel study
42
Cointegration
40
Kointegration
40
Zeitreihenanalyse
36
Causality analysis
34
Kausalanalyse
34
Structural break
34
Strukturbruch
34
Impact assessment
30
Wirkungsanalyse
30
Bank
29
Oil price
29
Ölpreis
29
VAR model
28
VAR-Modell
28
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Online availability
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Undetermined
50
Free
2
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Article
83
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
83
Arbeitspapier
3
Aufsatz im Buch
3
Book section
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Systematic review
1
Übersichtsarbeit
1
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Language
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English
Author
All
Lee, Chien-chiang
Wohar, Mark E.
Gupta, Rangan
233
Gil-Alaña, Luis A.
176
Franses, Philip Hans
117
Ma, Feng
97
Phillips, Peter C. B.
93
Pierdzioch, Christian
84
Clements, Michael P.
74
Taylor, Robert
65
Caporale, Guglielmo Maria
64
McMillan, David G.
63
Baghestani, Hamid
62
Wang, Yudong
62
Marcellino, Massimiliano
60
Leybourne, Stephen James
59
Zhang, Yaojie
59
Fildes, Robert
58
Timmermann, Allan
58
McAleer, Michael
56
Hendry, David F.
55
Moosa, Imad A.
55
Tiwari, Aviral Kumar
55
Koopman, Siem Jan
54
Narayan, Paresh Kumar
50
Koop, Gary
48
Perron, Pierre
48
Wang, Shouyang
48
Stekler, Herman O.
46
Teräsvirta, Timo
46
Granger, C. W. J.
45
Kapetanios, George
45
Swanson, Norman R.
44
Diebold, Francis X.
43
Ghysels, Eric
43
Pesaran, M. Hashem
43
Petropoulos, Fotios
43
Balcilar, Mehmet
42
Chang, Tsangyao
42
Harvey, Andrew C.
42
Harvey, David I.
42
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Applied economics
8
Energy economics
8
International review of economics & finance : IREF
5
Journal of forecasting
5
Finance research letters
4
Applied financial economics
3
The North American journal of economics and finance : a journal of financial economics studies
3
Economic modelling
2
International journal of forecasting
2
International review of financial analysis
2
Iranian economic review : journal of University of Tehran
2
Journal of empirical finance
2
Journal of international money and finance
2
Journal of macroeconomics
2
Journal of money, credit and banking : JMCB
2
Open economies review
2
The journal of real estate finance and economics
2
Applied economics letters
1
Bulletin of economic research
1
Econometric reviews
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Economic research
1
Economics and Business Letters : EBL
1
Energy policy
1
Environment and development economics
1
Global finance journal
1
International economic journal
1
International finance
1
International journal of finance & economics : IJFE
1
Journal of applied econometrics
1
Journal of commodity markets
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Research in international business and finance
1
Review / Federal Reserve Bank of St. Louis
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The Manchester School
1
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ECONIS (ZBW)
83
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1
Environmental performance evaluation of electric enterprises during a power crisis : evidence from DEA methods and AI prediction algorithms
Pan, Yinghao
;
Zhang, Chao-Chao
;
Lee, Chien-chiang
;
Lv, …
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559265
Saved in:
2
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:
3
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
4
The role of green energy stock market in forecasting China's crude oil market : an application of IIS approach and sparse regression models
Khan, Faridoon
;
Muhammadullah, Sara
;
Arshian Sharif
; …
- In:
Energy economics
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014559200
Saved in:
5
Estimation of value at risk for copper
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495711
Saved in:
6
Measurement and prediction of systemic risk in China's banking industry
Zhang, Xiaoming
;
Zhang, Xinsong
;
Lee, Chien-chiang
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014276818
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
GDP volatility implication of tourism volatility in South Africa : a time-varying approach
Lee, Chien-chiang
;
Olasehinde-Williams, Godwin O
; …
- In:
Tourism economics : the business and finance of tourism …
28
(
2022
)
2
,
pp. 435-450
Persistent link: https://www.econbiz.de/10013176781
Saved in:
9
Uncertainty and predictability of real housing returns in the United Kingdom : a regional analysis
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
; …
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1525-1556
Persistent link: https://www.econbiz.de/10013465713
Saved in:
10
Analyzing the hysteresis properties and growth stability of renewable energy production of the U.S.
Lee, Chien-chiang
;
Ranjbar, Omid
;
Lee, Chi-Chuan
- In:
Applied economics
53
(
2021
)
24
,
pp. 2752-2770
Persistent link: https://www.econbiz.de/10012501412
Saved in:
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