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subject:"Prognoseverfahren"
subject:"Share price"
~isPartOf:"Journal of financial econometrics"
~subject:"Risikoprämie"
~subject:"Statistical test"
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Prognoseverfahren
Share price
Risikoprämie
Statistical test
Estimation theory
48
Schätztheorie
48
Estimation
19
Schätzung
19
Time series analysis
14
Zeitreihenanalyse
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Kleibergen, Frank
5
Kong, Lingwei
5
Zhan, Zhaoguo
5
Khalaf, Lynda
2
Peñaranda, Francisco
2
Sancetta, Alessio
2
Zaffaroni, Paolo
2
Cai, Charlie X.
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
Liu, Zhi
1
Luger, Richard
1
Margaritella, Luca
1
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1
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1
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Journal of financial econometrics
Journal of econometrics
254
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
102
Economics letters
75
Journal of forecasting
73
Econometric reviews
69
Econometric theory
55
CEMMAP working papers / Centre for Microdata Methods and Practice
47
The econometrics journal
47
Discussion paper / Tinbergen Institute
39
Cowles Foundation discussion paper
36
Working paper / Department of Econometrics and Business Statistics, Monash University
33
Economic modelling
32
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
32
Econometrics : open access journal
28
Cowles Foundation Discussion Paper
27
Journal of empirical finance
27
Working paper
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Journal of banking & finance
24
Journal of the American Statistical Association : JASA
24
CREATES research paper
23
Insurance / Mathematics & economics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Discussion paper
22
Applied economics letters
20
Cambridge working papers in economics
19
Discussion paper / Center for Economic Research, Tilburg University
19
NBER Working Paper
19
NBER working paper series
19
Quantitative economics : QE ; journal of the Econometric Society
19
Applied economics
18
CESifo working papers
18
European journal of operational research : EJOR
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Computational economics
16
Empirical economics : a quarterly journal of the Institute for Advanced Studies
16
Finance research letters
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ECONIS (ZBW)
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1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 263-297
Persistent link: https://www.econbiz.de/10014314742
Saved in:
3
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
4
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
5
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
6
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
7
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
8
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
9
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
10
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
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