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subject:"Forecasting model"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Search: subject_exact:"Estimation"
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Forecasting model
Zeitreihenanalyse
Estimation
1,978
Schätzung
1,978
Theorie
517
Theory
517
USA
460
United States
459
Welt
271
World
271
Capital income
234
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234
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226
Volatilität
226
Börsenkurs
220
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220
Impact assessment
204
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204
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169
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123
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123
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120
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119
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119
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109
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103
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98
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92
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89
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88
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224
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Marcellino, Massimiliano
11
Gupta, Rangan
6
Kilian, Lutz
5
Timmermann, Allan
5
Baumeister, Christiane
4
Dai, Zhifeng
4
Caporin, Massimiliano
3
Ghysels, Eric
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Wang, Yudong
3
Zaremba, Adam
3
Ball, Ryan
2
Bianchi, Francesco
2
Chang, Chia-Lin
2
Cipollini, Andrea
2
Eichenbaum, Martin S.
2
Gargano, Antonio
2
Gerlach, Stefan
2
Guérin, Pierre
2
Inoue, Atsushi
2
Kapetanios, George
2
Karathanasopoulos, Andreas
2
Kim, Chang-Jin
2
Lee, Thomas
2
Lettau, Martin
2
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2
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2
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2
Ludvigson, Sydney C.
2
Maio, Paulo
2
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2
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2
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2
Pan, Zhiyuan
2
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2
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2
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2
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Discussion paper / Centre for Economic Policy Research
Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
162
International journal of forecasting
161
Journal of econometrics
152
Economic modelling
147
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
126
Applied economics letters
125
Journal of forecasting
119
Finance research letters
109
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
104
Economics letters
98
Journal of banking & finance
98
CESifo working papers
95
Energy economics
91
Working paper
87
Discussion paper / Tinbergen Institute
86
International review of economics & finance : IREF
84
International review of financial analysis
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
Journal of applied econometrics
62
Journal of financial economics
62
NBER Working Paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Journal of international money and finance
54
Econometric reviews
52
NBER working paper series
51
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45
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International journal of finance & economics : IJFE
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39
Pacific-Basin finance journal
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CREATES research paper
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ECONIS (ZBW)
224
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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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