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subject:"Kapitaleinkommen"
type_genre:"Article in journal"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of forecasting"
~subject:"Australia"
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Kapitaleinkommen
Australia
Estimation
585
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585
Theorie
169
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169
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130
Prognoseverfahren
130
Capital income
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Faff, Robert W.
4
McMillan, David G.
3
Pierdzioch, Christian
3
Alles, Lakshman
2
Brooks, Robert
2
Cepni, Oguzhan
2
Chan, Howard Wei-hong
2
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2
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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
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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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Applied financial economics
Journal of forecasting
Finance research letters
149
Applied economics
143
Journal of banking & finance
142
International review of financial analysis
138
Journal of financial economics
127
International review of economics & finance : IREF
122
Journal of empirical finance
120
Applied economics letters
92
Economic modelling
90
The North American journal of economics and finance : a journal of financial economics studies
89
Journal of international financial markets, institutions & money
85
The economic record : er
80
Pacific-Basin finance journal
74
Research in international business and finance
68
The European journal of finance
66
Review of quantitative finance and accounting
59
Journal of international money and finance
56
Journal of econometrics
54
Management science : journal of the Institute for Operations Research and the Management Sciences
51
Australian economic papers
47
Economics letters
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Energy economics
46
International journal of finance & economics : IJFE
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
International journal of economics and finance
42
Journal of risk and financial management : JRFM
40
Cogent economics & finance
39
Journal of financial markets
38
The Australian economic review
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
33
International journal of forecasting
33
Australian journal of management
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
International journal of economics and financial issues : IJEFI
31
Investment management and financial innovations
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
143
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
3
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
4
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
5
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
6
Yield spread selection in predicting recession probabilities
Choi, Jaehyuk
;
Ge, Desheng
;
Kang, Kyu Ho
;
Sohn, Sungbin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
Saved in:
7
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
8
Forecasting realized volatility of Bitcoin : the informative role of price duration
Slim, Skander
;
Tabche, Ibrahim
;
Koubaa, Yosra
;
Osman, …
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1909-1929
Persistent link: https://www.econbiz.de/10014432802
Saved in:
9
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
10
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 316-330
Persistent link: https://www.econbiz.de/10012817762
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