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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Business cycle"
~subject:"Estimation theory"
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Forecasting model
Stock market
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Estimation theory
Estimation
138
Schätzung
138
Capital income
66
Kapitaleinkommen
66
Börsenkurs
53
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53
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40
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Long, Huaigang
3
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Pacific-Basin finance journal
Journal of econometrics
267
Economic modelling
246
NBER working paper series
240
Applied economics
238
NBER Working Paper
236
Working paper / National Bureau of Economic Research, Inc.
235
Applied economics letters
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Finance research letters
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Discussion paper / Centre for Economic Policy Research
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International journal of forecasting
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CESifo working papers
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International review of financial analysis
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International review of economics & finance : IREF
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Journal of banking & finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
129
Journal of empirical finance
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Journal of forecasting
119
The North American journal of economics and finance : a journal of financial economics studies
118
Energy economics
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Research in international business and finance
94
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93
Journal of international financial markets, institutions & money
90
Journal of financial economics
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Journal of economic dynamics & control
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Journal of international money and finance
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Journal of applied econometrics
79
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Econometric reviews
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IZA Discussion Paper
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Journal of risk and financial management : JRFM
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The European journal of finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Finance and economics discussion series
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ECONIS (ZBW)
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1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Can convertible bond trading predict stock returns? : evidence from China
Chen, Zhiyu
;
Xu, Yun
;
Wang, Yu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463165
Saved in:
3
Asset pricing models in the presence of higher moments : theory and evidence from the U.S. and China stock market
Hu, Debao
;
Li, Xin
;
Xiang, George
;
Zhou, Qiyao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463246
Saved in:
4
Corporate payouts in Australia
Cheema, Muhammad A.
;
Chiah, Mardy
;
Zhong, Angel
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463254
Saved in:
5
Is there the maturity premium in Taiwan?
Lin, Chaonan
;
Ko, Kuan-Cheng
;
Yang, Nien-Tzu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463261
Saved in:
6
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
7
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
Saved in:
8
Asset pricing with two types of heterogeneous consumption volatilities in mind : evidence from China
Chen, Qi-an
;
Li, Huashi
;
Lin, Jianyi
;
Yan, Youliang
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014463601
Saved in:
9
Trade links and return predictability : the Australian evidence
Yu, Miao
;
Hu, Xiaolu
;
Zhong, Angel
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463756
Saved in:
10
Stock market risk and suicide
Koh, Kanghyock
;
Han, Hyojin
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463761
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