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subject:"Prognoseverfahren"
~isPartOf:"Journal of financial markets"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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Prognoseverfahren
Estimation
403
Schätzung
403
Capital income
148
Kapitaleinkommen
148
Börsenkurs
129
Share price
129
Volatility
98
Volatilität
98
Aktienmarkt
94
Stock market
94
Theorie
82
Theory
82
Forecasting model
74
USA
55
United States
55
CAPM
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Risikoprämie
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Risk premium
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Portfolio selection
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Portfolio-Management
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Risk
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ARCH model
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ARCH-Modell
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Risiko
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Anlageverhalten
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Behavioural finance
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China
32
Welt
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World
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Handelsvolumen der Börse
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Trading volume
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Exchange rate
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Time series analysis
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Wechselkurs
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Zeitreihenanalyse
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Australia
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Australien
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Cointegration
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English
74
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Gupta, Rangan
5
Long, Huaigang
3
Pierdzioch, Christian
3
Jiang, Yuexiang
2
Majumdar, Anandamayee
2
Narayan, Paresh Kumar
2
Van Eyden, Reneé
2
Zaremba, Adam
2
Aastveit, Knut Are
1
Alexandridis, Antonios K.
1
Andersen, Torben
1
Ang, Tze Chuan
1
Apergis, Iraklis
1
Aramonte, Sirio
1
Argyropoulos, Efthymios
1
Ashour, Samar
1
Avramov, Doron
1
Bahrami, Afsaneh
1
Balcilar, Mehmet
1
Baltas, Nick
1
Bannigidadmath, Deepa
1
Bernales, Alejandro
1
Bonato, Matteo
1
Bondarenko, Oleg
1
Boughrara, Adel
1
Boulter, Terry
1
Cannavan, Damien
1
Cao, Charles Q.
1
Cendejas Bueno, José Luis
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Cepni, Oguzhan
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Chebbi, Ali
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Chen, Lifang
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Chen, Naiwei
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Chen, Pei-wen
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Chen, Yi-Chi
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Chen, Zhiyu
1
Christou, Christina
1
Chuang, Hui-Ching
1
Ciner, Cetin
1
Cohen, Michael
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Journal of financial markets
Pacific-Basin finance journal
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
International journal of forecasting
151
Journal of forecasting
107
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
The North American journal of economics and finance : a journal of financial economics studies
48
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
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ECONIS (ZBW)
74
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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
Recessions and flattening of the yield curve (1960-2021) : A two-way road under a regime switching approach
Cendejas Bueno, José Luis
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 8-20
Persistent link: https://www.econbiz.de/10014427895
Saved in:
6
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
7
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
Saved in:
8
Financial stress and returns predictability : fresh evidence from China
Xu, Yongan
;
Liang, Chao
;
Wang, Jianqiong
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463762
Saved in:
9
Equity premium prediction : the role of information from the options market
Alexandridis, Antonios K.
;
Apergis, Iraklis
;
Panopulu, …
- In:
Journal of financial markets
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014466117
Saved in:
10
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
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