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subject:"Finanzanalyse"
subject:"Forecasting model"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Finanzanalyse
Forecasting model
Estimation
1,290
Schätzung
1,290
Theorie
302
Theory
302
Capital income
231
Kapitaleinkommen
231
Volatility
220
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195
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USA
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Gupta, Rangan
5
Dai, Zhifeng
4
Nonejad, Nima
4
Pierdzioch, Christian
3
Wang, Yudong
3
Zaremba, Adam
3
Caporin, Massimiliano
2
Herwartz, Helmut
2
Karathanasopoulos, Andreas
2
Klaassen, Franc
2
Liu, Li
2
Lux, Thomas
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Ma, Feng
2
Maio, Paulo
2
Min, Byoung-Kyu
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Naser, Hanan
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Pan, Zhiyuan
2
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Yin, Libo
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1
Ahmed, Jameel
1
Alaali, Fatema
1
Alemany, Nuria
1
Anatolyev, Stanislav
1
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Anjum, Hassan
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Annaert, Jan
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Aragó, Vicent
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Argyropoulos, Efthymios
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Arin, Kerim Peren
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Asai, Manabu
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Bai, Qing
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Bec, Frédérique
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
International journal of forecasting
153
Journal of forecasting
107
Finance research letters
91
Journal of banking & finance
84
Applied economics
81
International review of financial analysis
68
Economic modelling
64
Journal of econometrics
63
Applied economics letters
62
Journal of financial economics
60
Working paper / National Bureau of Economic Research, Inc.
60
Discussion paper / Centre for Economic Policy Research
59
International review of economics & finance : IREF
59
NBER Working Paper
54
Energy economics
53
NBER working paper series
53
Working paper
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Economics letters
45
CESifo working papers
40
Journal of international money and finance
35
The European journal of finance
34
Discussion paper / Tinbergen Institute
33
Finance and economics discussion series
33
Pacific-Basin finance journal
33
Applied financial economics
31
Journal of applied econometrics
31
Journal of international financial markets, institutions & money
30
Discussion paper / Deutsche Bundesbank
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
The journal of futures markets
27
Discussion papers / CEPR
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Journal of risk and financial management : JRFM
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Discussion paper
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
154
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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
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
9
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
Saved in:
10
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
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