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subject:"Deutschland"
type_genre:"Article in journal"
~isPartOf:"Journal of financial economics"
~isPartOf:"Quantitative finance"
~subject:"Forecasting model"
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Deutschland
Forecasting model
Theorie
1,163
Theory
1,163
Portfolio selection
215
Portfolio-Management
215
CAPM
176
Capital income
158
Kapitaleinkommen
158
Börsenkurs
155
Share price
155
USA
130
United States
130
Volatility
117
Volatilität
117
Estimation
115
Schätzung
115
Risikoprämie
90
Risk premium
90
Risk
89
Risiko
87
Prognoseverfahren
82
Capital structure
71
Kapitalstruktur
71
Asymmetric information
65
Asymmetrische Information
64
Stochastic process
64
Stochastischer Prozess
64
Anlageverhalten
56
Behavioural finance
56
Credit risk
54
Kreditrisiko
54
Yield curve
54
Zinsstruktur
54
Securities trading
52
Wertpapierhandel
52
Liquidity
51
Market microstructure
48
Marktmikrostruktur
48
Financial market
46
Finanzmarkt
46
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Undetermined
66
Free
4
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Article
87
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
88
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
88
Author
All
Liu, Yan
3
Brandt, Michael W.
2
Creamer Guillén, Germán
2
Harvey, Campbell R.
2
Liu, Li
2
Paye, Bradley S.
2
Santa-Clara, Pedro
2
Sornette, Didier
2
Taleb, Nassim Nicholas
2
Alexander, Carol
1
Antonov, Anton
1
Aste, Tomaso
1
Back, Kerry E.
1
Backus, David
1
Baltussen, Guido
1
Bandi, Federico M.
1
Barberis, Nicholas
1
Barroso, Pedro
1
Beber, Alessandro
1
Bekaert, Geert
1
Bekiros, Stelios
1
Boons, Martijn
1
Bormetti, Giacomo
1
Bottazzi, Giulio
1
Bouchard, Bruno
1
Bouchaud, Jean-Philippe
1
Breach, Tomas
1
Bretscher, Lorenzo
1
Bu, Ruijun
1
Buccheri, Giuseppe
1
Buraschi, Andrea
1
Burke, Matt
1
Butler, Andrew
1
Cao, Yi
1
Cattivelli, Luca
1
Chaieb, Ines
1
Chen, Qian
1
Chen, Yi-Chi
1
Chen, Ying
1
Chen, Yong
1
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Institution
All
Forecasting Financial Markets Conference <23.>
1
Published in...
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Journal of financial economics
Quantitative finance
International journal of forecasting
678
Journal of forecasting
436
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
147
Journal of econometrics
132
European journal of operational research : EJOR
113
Applied economics
98
Economic modelling
93
Economics letters
93
Computational economics
86
Energy economics
85
Journal of empirical finance
78
Technological forecasting & social change : an international journal
78
Journal of applied econometrics
73
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
70
Applied economics letters
69
Management science : journal of the Institute for Operations Research and the Management Sciences
67
Journal of international money and finance
66
Journal of banking & finance
65
Risks : open access journal
64
Finance research letters
63
Journal of economic dynamics & control
57
Jahrbücher für Nationalökonomie und Statistik
56
The European journal of finance
55
International journal of production economics
53
Insurance / Mathematics & economics
47
Journal of business economics : JBE
46
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
46
International review of financial analysis
45
The North American journal of economics and finance : a journal of financial economics studies
44
International journal of production research
42
International review of economics & finance : IREF
42
Econometric reviews
41
Journal of risk and financial management : JRFM
36
The review of economics and statistics
36
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
36
Journal of business research : JBR
34
Journal of economic behavior & organization : JEBO
34
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
34
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ECONIS (ZBW)
88
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88
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1
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
2
Deep-learning models for forecasting financial risk premia and their interpretations
Lo, Andrew W.
;
Singh, Manish
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 917-929
Persistent link: https://www.econbiz.de/10014304395
Saved in:
3
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
4
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
5
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
6
A credit-based theory of the currency risk premium
Della Corte, Pasquale
;
Jeanneret, Alexandre
;
Patelli, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 473-496
Persistent link: https://www.econbiz.de/10014420543
Saved in:
7
Integrating prediction in mean-variance portfolio optimization
Butler, Andrew
;
Kwon, Roy H.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 429-452
Persistent link: https://www.econbiz.de/10014232664
Saved in:
8
Optimal trading with transaction costs and short-term predictability
Murthy, Shashidhar
;
Wald, John K.
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1115-1127
Persistent link: https://www.econbiz.de/10014321667
Saved in:
9
Coupled GARCH(1,1) model
Nie, Huasheng
;
Waelbroeck, Henri
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 759-776
Persistent link: https://www.econbiz.de/10014304344
Saved in:
10
Predicting credit ratings and transition probabilities : a simple cumulative link model with firm-specific frailty
Hwang, Ruey-Ching
;
Chu, Chih-Kang
;
Chen, Yi-Chi
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 149-168
Persistent link: https://www.econbiz.de/10013490962
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