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isPartOf:"Tinbergen Institute research series"
subject:"Prognoseverfahren"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Schock"
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Prognoseverfahren
Schock
Schätzung
2,854
Estimation
2,851
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1,519
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Theorie
665
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665
Welt
320
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320
Impact assessment
296
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296
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209
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191
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Eichenbaum, Martin S.
8
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4
Ramey, Valerie A.
4
Rigobón, Roberto
4
Bianchi, Francesco
3
Engle, Robert F.
3
Schorfheide, Frank
3
Song, Dongho
3
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3
Watson, Mark W.
3
Aizenman, Joshua
2
Alvarez, Fernando
2
Barsky, Robert B.
2
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2
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2
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2
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Pan, Zhiyuan
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2
Santa-Clara, Pedro
2
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2
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2
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2
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Tinbergen Institute research series
Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
International journal of forecasting
151
Applied economics
143
NBER working paper series
137
Discussion paper / Centre for Economic Policy Research
135
Economic modelling
132
NBER Working Paper
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Journal of econometrics
72
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of international economics
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ECONIS (ZBW)
217
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1
Stock return predictability and cyclical movements in valuation ratios
Yu, Deshui
;
Huang, Difang
;
Li, Chen
- In:
Journal of empirical finance
72
(
2023
),
pp. 36-53
Persistent link: https://www.econbiz.de/10014476797
Saved in:
2
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
Saved in:
3
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
4
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
5
Option gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
6
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
7
Out-of-sample equity premium prediction : the role of option-implied constraints
Wang, Yunqi
;
Zhou, Ti
- In:
Journal of empirical finance
70
(
2023
),
pp. 199-226
Persistent link: https://www.econbiz.de/10014423642
Saved in:
8
Can we forecast better in periods of low uncertainty? : the role of technical indicators
Ferrer Fernández, María
;
Henry, Ólan Thomas John
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014292349
Saved in:
9
Productivity shocks, long-term contracts and earnings dynamics
Balke, Neele
;
Lamadon, Thibaut
-
2020
Persistent link: https://www.econbiz.de/10012395636
Saved in:
10
The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates
Bianchi, Francesco
;
Bianchi, Giada
;
Song, Dongho
-
2020
Persistent link: https://www.econbiz.de/10012424276
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