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subject:"Prognoseverfahren"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Theorie"
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Prognoseverfahren
Theorie
Estimation
77
Schätzung
77
Theory
39
Volatility
34
Volatilität
34
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30
Kapitaleinkommen
30
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Garcia, René
5
Almeida, Caio
3
Ardison, Kym
3
Olmo, Jose
3
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3
Audrino, Francesco
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Voev, Valeri
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1
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Asai, Manabu
1
Bali, Turan G.
1
Burnside, Craig
1
Caldeira, João F.
1
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1
Camponovo, Lorenzo
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Chiu, Ching Wai Jeremy
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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 financial econometrics : official journal of the Society for Financial Econometrics
Working paper / National Bureau of Economic Research, Inc.
585
NBER working paper series
483
NBER Working Paper
454
Discussion paper / Centre for Economic Policy Research
385
Applied economics
371
Discussion paper series / IZA
288
CESifo working papers
255
Economics letters
241
Economic modelling
237
Working paper
222
Journal of econometrics
205
Applied economics letters
203
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
181
Journal of banking & finance
177
Journal of international money and finance
176
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
166
International journal of forecasting
166
Journal of applied econometrics
159
IZA Discussion Paper
154
International review of economics & finance : IREF
153
Discussion paper / Tinbergen Institute
146
Discussion paper
144
Finance research letters
137
Europäische Hochschulschriften / 5
136
Journal of empirical finance
136
Discussion papers / CEPR
135
Journal of economic dynamics & control
128
Journal of macroeconomics
128
Journal of forecasting
126
Journal of financial economics
125
The review of economics and statistics
113
Energy economics
112
Applied financial economics
111
International review of financial analysis
110
Journal of monetary economics
99
SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
97
Macroeconomic dynamics
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European economic review : EER
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Journal of money, credit and banking : JMCB
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1
Testing slope homogeneity in quantile regression panel data with an application to the cross-section of stock returns
Galvão Júnior, Antônio Fialho
;
Juhl, Ted
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 211-243
Persistent link: https://www.econbiz.de/10011987759
Saved in:
2
Is imperfection better? : evidence from predicting stock and bond returns
Lučivjanská, Katarína
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 244-270
Persistent link: https://www.econbiz.de/10011987766
Saved in:
3
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
4
Downside variance risk premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
Saved in:
5
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
6
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
7
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
8
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
9
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
10
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
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