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isPartOf:"The journal of economics"
subject:"Forecasting model"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of forecasting"
~subject:"Risikoprämie"
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Forecasting model
Risikoprämie
Estimation
292
Schätzung
292
Prognoseverfahren
138
Theorie
128
Theory
128
USA
70
United States
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forecasting
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Garcia, René
4
Almeida, Caio
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Ardison, Kym
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Chan, Ngai Hang
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Gupta, Rangan
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Trojani, Fabio
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Vicente, Jose
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1
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The journal of economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of forecasting
International journal of forecasting
151
Journal of banking & finance
120
Journal of financial economics
110
Finance research letters
106
Journal of empirical finance
93
Applied economics
92
Working paper / National Bureau of Economic Research, Inc.
87
International review of financial analysis
84
NBER working paper series
81
International review of economics & finance : IREF
78
Discussion paper / Centre for Economic Policy Research
77
Economic modelling
76
NBER Working Paper
76
Journal of econometrics
68
Journal of international money and finance
68
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66
Applied economics letters
65
The North American journal of economics and finance : a journal of financial economics studies
63
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61
Journal of international financial markets, institutions & money
59
Energy economics
57
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
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Pacific-Basin finance journal
42
The European journal of finance
41
Research paper series / Swiss Finance Institute
37
Discussion paper / Deutsche Bundesbank
35
International journal of finance & economics : IJFE
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Discussion paper / Tinbergen Institute
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Journal of applied econometrics
34
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The journal of futures markets
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ECONIS (ZBW)
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
3
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
4
Spatial beta-convergence forecasting models : evidence from municipal homicide rates in Colombia
Santos-Marquez, Felipe
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 294-302
Persistent link: https://www.econbiz.de/10012817750
Saved in:
5
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
6
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
7
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:
8
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
9
Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo
;
Fan, Xinyue
;
Jin, Wei
;
Fang, Kuangnan
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 702-753
Persistent link: https://www.econbiz.de/10014532380
Saved in:
10
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
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