Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Forecasting model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Shock and volatility spillover...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
Volatility
392
Volatilität
364
Theorie
251
Theory
243
ARCH-Modell
238
ARCH model
234
Welt
220
World
208
Schätzung
200
Estimation
199
Zeitreihenanalyse
155
Time series analysis
152
USA
138
Prognoseverfahren
135
United States
133
Börsenkurs
126
Risikomaß
124
Share price
121
Risk measure
117
Estimation theory
109
Portfolio-Management
109
Schätztheorie
109
Spillover-Effekt
108
Portfolio selection
107
Ölpreis
107
Oil price
105
Spillover effect
104
Stochastischer Prozess
99
Stochastic process
96
Eigenfactor
90
Kapitaleinkommen
88
Capital income
84
Finanzkrise
84
Aktienmarkt
81
Stock market
81
Financial crisis
78
Risk management
77
Research assessment measures
73
China
72
more ...
less ...
Online availability
All
Free
82
Undetermined
9
Type of publication
All
Book / Working Paper
93
Article
36
Type of publication (narrower categories)
All
Arbeitspapier
80
Graue Literatur
80
Non-commercial literature
80
Working Paper
80
Article in journal
35
Aufsatz in Zeitschrift
35
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
129
Author
All
McAleer, Michael
119
Chang, Chia-Lin
24
Franses, Philip Hans
20
Asai, Manabu
19
Caporin, Massimiliano
18
Pérez Amaral, Teodosio
17
Allen, David E.
15
Jiménez-Martín, Juan-Ángel
11
Medeiros, Marcelo C.
11
Hammoudeh, Shawkat
10
Chan, Felix
7
Jimenez-Martin, Juan-Angel
7
Scharth, Marcel
7
Legerstee, Rianne
6
Oxley, Les
6
Gupta, Rangan
5
Da Veiga, Bernardo
4
Maasoumi, Esfandiar
4
Jiménez-Martin, Juan-Angel
3
Nguyen, Duc Khuong
3
Perez Amaral, Teodosio
3
Santos, Paulo Araújo
3
Singh, Abhay Kumar
3
Ashraf, Mohammad A.
2
Bruijn, Bert de
2
Gao, Rui
2
Ilomäki, Jukka
2
Kim, Won Joong
2
Laurila, Hannu
2
Lazarov, Zdravetz N.
2
Lim, Christine
2
Powell, Robert
2
Simo-Kengne, Beatrice D.
2
Tiwari, Aviral Kumar
2
Wiphatthanananthakul, Chatayan
2
Yue, Xiao-Guang
2
Ahmed, Rizwan
1
Arouri, Mohamed
1
Asai, Manuabu
1
Aye, Goodness C.
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
7
Shakai-Keizai-Kenkyūsho <Osaka>
1
University of Canterbury / Dept. of Economics
1
Published in...
All
Econometric Institute research papers
33
Working paper
26
Discussion paper / Tinbergen Institute
13
Journal of forecasting
5
School of Accounting, Finance and Economics & FEMARC working paper series
5
Journal of economic surveys
4
International journal of forecasting
3
International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
Energy economics
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Applied financial economics
1
Discussion paper / Institute of Social and Economic Research
1
Econometric reviews
1
Economics letters
1
International journal of finance & economics : IJFE
1
International journal of hospitality management
1
International review of financial analysis
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
Risks : open access journal
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The economics of tourism and sustainable development
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
USC-INET Research Paper
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
more ...
less ...
Source
All
ECONIS (ZBW)
129
Showing
1
-
10
of
129
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?
Gupta, Rangan
;
Hammoudeh, Shawkat
;
Modise, Mampho P.
; …
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 367-378
Persistent link: https://www.econbiz.de/10011299816
Saved in:
2
Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
Arouri, Mohamed
;
Hammoudeh, Shawkat
;
Lahiani, Amine
; …
- In:
The quarterly review of economics and finance : journal …
52
(
2012
)
2
,
pp. 207-218
Persistent link: https://www.econbiz.de/10009700518
Saved in:
3
Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
Chkili, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
- In:
Energy economics
41
(
2014
),
pp. 1-18
Persistent link: https://www.econbiz.de/10010374635
Saved in:
4
Forecasting the price of gold using dynamic model averaging
Aye, Goodness C.
;
Gupta, Rangan
;
Hammoudeh, Shawkat
; …
- In:
International review of financial analysis
41
(
2015
),
pp. 257-266
Persistent link: https://www.econbiz.de/10011508954
Saved in:
5
Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?
Gupta, Rangan
;
Hammoudeh, Shawkat
;
Simo-Kengne, Beatrice D.
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1147-1157
Persistent link: https://www.econbiz.de/10010418941
Saved in:
6
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
International review of economics & finance : IREF
30
(
2014
),
pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
Saved in:
7
Forecasting China's foreign exchange reserves using dynamic model averaging : the roles of macroeconomic fundamentals, financial stress and economic uncertainty
Gupta, Rangan
;
Hammoudeh, Shawkat
;
Kim, Won Joong
; …
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 170-189
Persistent link: https://www.econbiz.de/10010461966
Saved in:
8
Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries : evidence from rolling windows and crossquantilogram analysis
Shahzad, Syed Jawad Hussain
;
Naifar, Nader
;
Hammoudeh, …
- In:
Energy economics
68
(
2017
),
pp. 327-339
Persistent link: https://www.econbiz.de/10011905787
Saved in:
9
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
Saved in:
10
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
