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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Forecasting model"
~subject:"Time series analysis"
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1
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The North American journal of economics and finance : a journal of financial economics studies
CESifo working papers
33
Applied economics
21
Economics and finance working paper series
19
Energy economics
17
Economics letters
15
Journal of econometrics
14
Discussion paper / Tinbergen Institute
13
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
Finance research letters
13
Journal of empirical finance
11
Applied economics letters
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Computational economics
8
Econometric reviews
8
International journal of economics and finance
8
International journal of finance & economics : IJFE
8
International journal of forecasting
8
Research in international business and finance
7
Working papers
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of banking & finance
6
Risks : open access journal
6
CBN journal of applied statistics
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of international financial markets, institutions & money
5
Journal of risk and financial management : JRFM
5
Journal of time series econometrics
5
Queen's Economics Department working paper
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
CREATES research paper
4
Econometrics : open access journal
4
Economic modelling
4
International journal of financial research
4
International journal of monetary economics and finance
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1
Forecasting volatility with component conditional autoregressive range model
Wu, Xinyu
;
Hou, Xinmeng
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012659660
Saved in:
2
How does news sentiment impact asset volatility? : evidence from long memory and regime-switching approaches
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 436-456
Persistent link: https://www.econbiz.de/10010367572
Saved in:
3
Fractional integration in daily stock market indices at Jordan's Amman stock exchange
Al-Shboul, Mohammad
;
Anwar, Sajid
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 16-37
Persistent link: https://www.econbiz.de/10011672875
Saved in:
4
Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.
;
Salvador, Manuel
;
Moneva, J. M.
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 27-51
Persistent link: https://www.econbiz.de/10011511029
Saved in:
5
Skew index : descriptive analysis, predictive power, and short-term forecast
Mora-Valencia, Andrés
;
Rodríguez-Raga, Santiago
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012821304
Saved in:
6
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
7
Carbon option price forecasting based on modified fractional Brownian motion optimized by
GARCH
model in carbon emission trading
Liu, Zhibin
;
Huang, Shang-Ho
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012667720
Saved in:
8
Predicting volatility using the Markov-switching multifractal model : evidence from S&P 100 index and equity options
Chuang, Wen-i
;
Huang, Teng-ching
;
Lin, Bing-huei
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 168-187
Persistent link: https://www.econbiz.de/10009779311
Saved in:
9
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
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