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isPartOf:"The journal of economics"
subject:"Forecasting model"
~isPartOf:"Discussion paper / Deutsche Bundesbank"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
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Forecasting model
Estimation
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Capital income
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Gupta, Rangan
7
Pierdzioch, Christian
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Ma, Feng
5
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2
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2
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
208
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1
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
2
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
3
Testing the credibility of crypto influencers : an event study on Bitcoin
Meyer, Eva Andrea
;
Welpe, Isabell M.
;
Sandner, Philipp
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490222
Saved in:
4
The VIX's term structure of individual active stocks
Qadan, Mahmoud
;
David, Or
;
Snunu, Iyad
;
Shuval, Kerem
- In:
Finance research letters
61
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014491016
Saved in:
5
Stock market volatility and economic policy uncertainty : new insight into a dynamic threshold mixed-frequency model
Zeng, Qing
;
Tang, Yusui
;
Yang, Hua
;
Zhang, Xi
- In:
Finance research letters
59
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014445136
Saved in:
6
Extreme sentiment and jumps in analyst forecast dispersion
Li, Pan
;
Chen, Kecai
;
Zhu, Xiaoneng
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014530870
Saved in:
7
Volatility or higher moments : which is more important in return density forecasts of stochastic volatility model?
Li, Chenxing
;
Zhang, Zehua
;
Zhao, Ran
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10015062448
Saved in:
8
The price of firm-level information uncertainty
Wang, Xi
;
Gao, Chao
;
Wang, Tianfu
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10015061561
Saved in:
9
Forecasting stock volatility using time-distance weighting fundamental’s shocks
Mei, Xueting
;
Wang, Xinyu
- In:
Finance research letters
65
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014564298
Saved in:
10
How do bankruptcy risk estimations change in time? : empirical evidence from listed US companies
Lohmann, Christian
;
Möllenhoff, Steffen
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014583306
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