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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The review of financial studies"
~subject:"United States"
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Prognoseverfahren
USA
United States
Estimation theory
100
Schätztheorie
100
Theorie
37
Theory
37
Capital income
27
Kapitaleinkommen
27
Estimation
26
Schätzung
26
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Börsenkurs
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Share price
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Autokorrelation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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English
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Baillie, Richard
3
Bekaert, Geert
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Dacorogna, Michel M.
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Kim, Chang-Jin
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Nelson, Charles R.
2
Nimalendran, Mahendrarajah
2
Amihud, Yakov
1
Bauwens, Luc
1
Bazdresch, Santiago
1
Berens, Tobias
1
Boudoukh, Jacob
1
Chen, Hui
1
Chernov, Mikhail
1
Chiang, I-Hsuan Ethan
1
Conley, Timothy G.
1
Daníelsson, Jón
1
Dark, Jonathan
1
De Backer, Bruno
1
Dufays, Arnaud
1
Eckbo, B. Espen
1
Engle, Robert F.
1
George, Thomas J.
1
Gormley, Todd A.
1
Granger, C. W. J.
1
Hansen, Lars Peter
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Hyung, Namwon
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Itō, Takatoshi
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Jayetileke, Harshanie L.
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Joslin, Scott
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Kahn, R. Jay
1
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Kaul, Gautam
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Lamoureux, Christopher G.
1
Ledoit, Olivier
1
Liao, Yin
1
Lin, Wen-ling Tsai
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1
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HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
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Journal of empirical finance
The review of financial studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
132
International journal of forecasting
116
Journal of econometrics
106
Journal of forecasting
75
The review of economics and statistics
45
Economics letters
40
Working paper / National Bureau of Economic Research, Inc.
35
Journal of applied econometrics
29
Discussion paper / Tinbergen Institute
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
Working paper / Department of Econometrics and Business Statistics, Monash University
21
Applied economics
20
American journal of agricultural economics
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
CREATES research paper
17
Journal of banking & finance
17
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Journal of the American Statistical Association : JASA
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NBER working paper series
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The econometrics journal
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Econometric reviews
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Oxford bulletin of economics and statistics
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The journal of futures markets
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The journal of finance : the journal of the American Finance Association
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Finance research letters
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Insurance / Mathematics & economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working papers / Rutgers University, Department of Economics
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Applied economics letters
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CESifo working papers
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Conditional dynamics and the multihorizon risk-return trade-off
Chernov, Mikhail
;
Lochstoer, Lars A.
;
Lundeby, Stig R. H.
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1310-1347
Persistent link: https://www.econbiz.de/10012878991
Saved in:
3
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
4
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
5
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
6
Estimating and testing dynamic corporate finance models
Bazdresch, Santiago
;
Kahn, R. Jay
;
Whited, Toni Marion
- In:
The review of financial studies
31
(
2018
)
1
,
pp. 322-361
Persistent link: https://www.econbiz.de/10011924631
Saved in:
7
Nonlinear shrinkage of the covariance matrix for portfolio selection : Markowitz meets Goldilocks
Ledoit, Olivier
;
Wolf, Michael
- In:
The review of financial studies
30
(
2017
)
12
,
pp. 4349-4388
Persistent link: https://www.econbiz.de/10011924578
Saved in:
8
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
9
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
10
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
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