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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Journal of empirical finance"
~subject:"Monetary policy"
~type_genre:"Article in journal"
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Forecasting model
United States
Monetary policy
Estimation
252
Schätzung
252
Capital income
118
Kapitaleinkommen
118
Theorie
99
Theory
99
Börsenkurs
81
Share price
81
Volatility
80
Volatilität
80
Prognoseverfahren
65
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52
Portfolio selection
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ARCH model
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42
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32
Time series analysis
32
Zeitreihenanalyse
32
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Zinsstruktur
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Estimation theory
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Wang, Yudong
3
Jansen, Dennis W.
2
Kim, Dongcheol
2
Maio, Paulo
2
Min, Byoung-Kyu
2
Nelson, Charles R.
2
Pan, Zhiyuan
2
Pesaran, M. Hashem
2
Wu, Chongfeng
2
Zaremba, Adam
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
Bao Doan
1
Bartram, Söhnke M.
1
Bee, Marco
1
BenSaïda, Ahmed
1
Bonato, Matteo
1
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1
Brooks, Robert
1
Cai, Lili
1
Canepa, Alessandra
1
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1
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1
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1
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1
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1
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Journal of empirical finance
Applied economics
383
Applied economics letters
221
Economic modelling
197
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
174
The review of economics and statistics
173
International journal of forecasting
156
Journal of international money and finance
155
The American economic review
154
The journal of finance : the journal of the American Finance Association
149
Economics letters
146
Journal of banking & finance
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Journal of applied econometrics
123
Applied financial economics
119
Finance research letters
118
Journal of macroeconomics
118
International review of economics & finance : IREF
117
Journal of econometrics
115
Journal of forecasting
113
Journal of financial economics
109
Journal of money, credit and banking : JMCB
109
The North American journal of economics and finance : a journal of financial economics studies
107
Journal of monetary economics
102
The journal of futures markets
101
Journal of economic dynamics & control
98
The review of financial studies
95
Energy economics
92
International review of financial analysis
91
Journal of financial and quantitative analysis : JFQA
86
American economic journal : a journal of the American Economic Association
78
Journal of political economy
77
Macroeconomic dynamics
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
67
Southern economic journal
65
Journal of international financial markets, institutions & money
64
Journal of labor economics
61
European economic review : EER
60
Review of quantitative finance and accounting
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ECONIS (ZBW)
88
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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
A global monetary policy factor in sovereign bond yields
Malliaropulos, Dimitris
;
Migiakis, Petros
- In:
Journal of empirical finance
70
(
2023
),
pp. 445-465
Persistent link: https://www.econbiz.de/10014423743
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
Stock price movements : evidence from global equity markets
Lan, Chunhua
;
Bao Doan
- In:
Journal of empirical finance
69
(
2022
),
pp. 123-143
Persistent link: https://www.econbiz.de/10013478522
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