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subject:"Business cycle"
subject:"Time series analysis"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Forecasting model"
~type_genre:"Aufsatz in Zeitschrift"
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Business cycle
Time series analysis
Forecasting model
Estimation
550
Schätzung
550
Theorie
143
Theory
143
Capital income
134
Kapitaleinkommen
134
Börsenkurs
111
Share price
111
Volatility
100
Volatilität
100
Cointegration
83
Kointegration
83
Prognoseverfahren
75
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74
Panel study
74
Aktienmarkt
67
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61
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Wang, Yudong
3
Caporin, Massimiliano
2
Cenesizoglu, Tolga
2
Chang, Tsangyao
2
Cipollini, Andrea
2
Kapetanios, George
2
Maio, Paulo
2
Min, Byoung-Kyu
2
Pan, Zhiyuan
2
Tzavalis, Elias
2
Wu, Chongfeng
2
Zaremba, Adam
2
Abergel, Frédéric
1
Ahmed, Jameel
1
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1
Anatolyev, Stanislav
1
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1
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1
Aragó Manzana, Vicent
1
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1
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1
Ari, Ayse
1
Aruna, Mothkuri
1
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1
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1
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1
Bao Doan
1
Bari, Wasimul
1
Bee, Marco
1
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1
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1
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1
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Journal of empirical finance
The empirical economics letters : a monthly international journal of economics
Applied economics
211
Economic modelling
200
Applied economics letters
171
International journal of forecasting
162
Journal of econometrics
157
Economics letters
141
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
130
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
129
Finance research letters
120
Journal of forecasting
119
Journal of banking & finance
106
Energy economics
103
International review of economics & finance : IREF
96
The North American journal of economics and finance : a journal of financial economics studies
84
Journal of economic dynamics & control
81
International review of financial analysis
80
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
77
Journal of financial economics
69
Journal of applied econometrics
68
Journal of international money and finance
68
Journal of macroeconomics
66
Journal of monetary economics
56
Macroeconomic dynamics
56
Econometric reviews
52
Applied financial economics
51
Journal of international financial markets, institutions & money
46
Journal of money, credit and banking : JMCB
46
International journal of finance & economics : IJFE
45
European economic review : EER
41
Journal of risk and financial management : JRFM
41
Research in international business and finance
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Pacific-Basin finance journal
40
Empirical economics : a quarterly journal of the Institute for Advanced Studies
38
International journal of economics and finance
37
Computational economics
34
The European journal of finance
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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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
Investor sentiment and global economic conditions
Herculano, Miguel C.
;
Lütkebohmert-Holtz, Eva
- In:
Journal of empirical finance
73
(
2023
),
pp. 134-152
Persistent link: https://www.econbiz.de/10014477003
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
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