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subject:"Prognoseverfahren"
~isPartOf:"Journal of financial markets"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Prognoseverfahren
Schätzung
2,783
Estimation
2,780
USA
1,504
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1,502
Theorie
596
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596
Welt
301
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Long, Huaigang
3
Schorfheide, Frank
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3
Andersen, Torben
2
Barsky, Robert B.
2
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2
Cecchetti, Stephen G.
2
Diebold, Francis X.
2
Engel, Charles
2
Engle, Robert F.
2
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2
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2
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2
Liu, Naiping
2
Narayan, Paresh Kumar
2
Santa-Clara, Pedro
2
Song, Dongho
2
Valkanov, Rossen
2
Zaremba, Adam
2
Zhang, Yi
2
Alexandridis, Antonios K.
1
Ang, Andrew
1
Ang, Tze Chuan
1
Apergis, Iraklis
1
Aruoba, S. Borağan
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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 markets
Pacific-Basin finance journal
Working paper / National Bureau of Economic Research, Inc.
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
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Energy economics
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International review of economics & finance : IREF
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52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The North American journal of economics and finance : a journal of financial economics studies
48
NBER Working Paper
45
NBER working paper series
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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
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Applied financial economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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
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ECONIS (ZBW)
101
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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
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:
6
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:
7
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:
8
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
Saved in:
9
Investor sentiment, style investing, and momentum
Ashour, Samar
;
Hao, Qing
;
Harper, Adam
- In:
Journal of financial markets
62
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014226768
Saved in:
10
Predicting the equity risk premium using the smooth cross-sectional tail risk : the importance of correlation
Faias, José Afonso
- In:
Journal of financial markets
63
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014278629
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