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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
1,039
International journal of forecasting
645
Economics letters
578
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
487
Applied economics
484
Econometric theory
441
Energy economics
440
Discussion paper / Tinbergen Institute
426
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413
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408
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316
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
306
Applied economics letters
303
Working paper
280
IMF Working Papers
272
Finance research letters
261
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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NBER working paper series
245
NBER Working Paper
236
Working paper / National Bureau of Economic Research, Inc.
221
Working paper / Department of Econometrics and Business Statistics, Monash University
216
Journal of empirical finance
214
Journal of applied econometrics
210
CREATES research paper
197
International review of financial analysis
196
International review of economics & finance : IREF
195
CESifo working papers
182
Computational economics
176
Journal of banking & finance
174
Applied financial economics
173
Discussion paper
171
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
164
Research in international business and finance
158
The econometrics journal
156
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
155
Journal of economic dynamics & control
155
Journal of risk and financial management : JRFM
149
Discussion paper / Centre for Economic Policy Research
143
Journal of international financial markets, institutions & money
142
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ECONIS (ZBW)
184
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1
VIX forecasting and variance risk premium : a new GARCH approach
Liu, Qiang
;
Guo, Shuxin
;
Qiao, Gaoxiu
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 314-322
Persistent link: https://www.econbiz.de/10011540131
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2
Nonlinear dependence in cryptocurrency markets
Chaim, Pedro
;
Laurini, Márcio Poletti
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 32-47
Persistent link: https://www.econbiz.de/10012120206
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3
Time-varying dependence between stock and government bond returns : international evidence with dynamic copulas
Jammazi, Rania
;
Tiwari, Aviral Kumar
;
Ferrer, Román
; …
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 74-93
Persistent link: https://www.econbiz.de/10011534370
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4
Non-linear volatility dynamics and risk management of precious metals
Demiralay, Sercan
;
Ulusoy, Veysel
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 183-202
Persistent link: https://www.econbiz.de/10010463518
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5
Forecasting aggregate equity return volatility using crude oil price volatility : The role of nonlinearities and asymmetries
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012203664
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6
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
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7
Do precious metal prices help in forecasting South African inflation?
Balcilar, Mehmet
;
Katzke, Nico
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 63-72
Persistent link: https://www.econbiz.de/10011878788
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8
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
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9
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
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10
Efficient modelling and forecasting with range based volatility models and its application
Kok Haur Ng
;
Peiris, Shelton
;
Chan, Jennifer So-kuen
; …
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 448-460
Persistent link: https://www.econbiz.de/10011938162
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