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subject:"Prognoseverfahren"
~isPartOf:"Journal of financial markets"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Prognoseverfahren
Estimation
518
Schätzung
518
Capital income
193
Kapitaleinkommen
193
Börsenkurs
172
Share price
172
Volatility
155
Volatilität
155
Aktienmarkt
121
Stock market
121
Forecasting model
100
Theorie
99
Theory
99
Portfolio selection
64
Portfolio-Management
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ARCH model
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ARCH-Modell
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CAPM
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USA
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United States
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Welt
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World
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Anlageverhalten
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Behavioural finance
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Risikoprämie
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Risk premium
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China
48
Exchange rate
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Wechselkurs
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Time series analysis
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Zeitreihenanalyse
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Risiko
46
Risk
46
Spillover effect
44
Spillover-Effekt
44
Cointegration
37
Kointegration
37
Geldpolitik
33
Monetary policy
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Gupta, Rangan
6
Dai, Zhifeng
5
Pierdzioch, Christian
4
Long, Huaigang
3
Nonejad, Nima
3
Zaremba, Adam
3
Jiang, Yuexiang
2
Narayan, Paresh Kumar
2
Wohar, Mark E.
2
Wu, Xinyu
2
Yin, Libo
2
Zhu, Huan
2
Ahmad, Nasir
1
Alemany, Nuria
1
Alexandridis, Antonios K.
1
Andersen, Torben
1
Ang, Tze Chuan
1
Anjum, Hassan
1
Apergis, Iraklis
1
Aragó, Vicent
1
Asai, Manabu
1
Ashour, Samar
1
Avramov, Doron
1
Bahrami, Afsaneh
1
Baltas, Nick
1
Bannigidadmath, Deepa
1
Bec, Frédérique
1
Bellos, Sotirios K.
1
Bernales, Alejandro
1
Bonato, Matteo
1
Bondarenko, Oleg
1
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1
Brugal, Ivan
1
Cannavan, Damien
1
Cao, Charles Q.
1
Caporin, Massimiliano
1
Cepni, Oguzhan
1
Chang, Carolyn C. W.
1
Chang, Chia-Lin
1
Chang, Hung-Chou
1
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Journal of financial markets
Pacific-Basin finance journal
The North American journal of economics and finance : a journal of financial economics studies
International journal of forecasting
151
Journal of forecasting
105
Finance research letters
88
Applied economics
78
Journal of banking & finance
77
Journal of empirical finance
65
Economic modelling
63
International review of financial analysis
63
Journal of econometrics
63
Journal of financial economics
58
Discussion paper / Centre for Economic Policy Research
56
Applied economics letters
55
Energy economics
53
International review of economics & finance : IREF
53
Working paper
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Working paper / National Bureau of Economic Research, Inc.
49
NBER Working Paper
45
NBER working paper series
44
Economics letters
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
CESifo working papers
36
Journal of international money and finance
34
Discussion paper / Tinbergen Institute
33
Finance and economics discussion series
31
Journal of applied econometrics
30
Journal of international financial markets, institutions & money
30
The European journal of finance
30
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Discussion paper / Deutsche Bundesbank
24
Discussion papers / CEPR
24
Applied financial economics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The journal of futures markets
23
International journal of finance & economics : IJFE
22
Journal of risk and financial management : JRFM
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
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ECONIS (ZBW)
100
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1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Can convertible bond trading predict stock returns? : evidence from China
Chen, Zhiyu
;
Xu, Yun
;
Wang, Yu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463165
Saved in:
3
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
4
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
Saved in:
5
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:
6
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:
7
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
Saved in:
8
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
9
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
10
Trade links and return predictability : the Australian evidence
Yu, Miao
;
Hu, Xiaolu
;
Zhong, Angel
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463756
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