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subject:"USA"
subject:"Prognoseverfahren"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The review of financial studies"
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USA
Prognoseverfahren
Estimation theory
55
Schätztheorie
55
Theorie
43
Theory
43
United States
28
CAPM
20
Börsenkurs
14
Share price
14
Capital income
13
Kapitaleinkommen
13
Estimation
10
Schätzung
10
Risikoprämie
6
Risk premium
6
Volatility
5
Volatilität
5
Yield curve
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Zinsstruktur
5
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Portfolio selection
4
Portfolio-Management
4
Exchange rate
3
Nichtlineare Regression
3
Nonlinear regression
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Wechselkurs
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1926-1990
2
1963-1990
2
1980-1985
2
Arbitrage
2
Beta risk
2
Betafaktor
2
Corporate finance
2
Derivat
2
Derivative
2
Deutschland
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2
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2
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English
28
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Nimalendran, Mahendrarajah
2
Aït-Sahalia, Yacine
1
Baillie, Richard
1
Bazdresch, Santiago
1
Bekaert, Geert
1
Bollerslev, Tim
1
Boudoukh, Jacob
1
Braun, Phillip A.
1
Chan, K. C.
1
Chan, Kalok
1
Chen, Hui
1
Chernov, Mikhail
1
Conley, Timothy G.
1
Diebold, Francis X.
1
Eckbo, B. Espen
1
Engle, Robert F.
1
Ferson, Wayne E.
1
Gardeazabal, Javier
1
George, Thomas J.
1
Gormley, Todd A.
1
Hansen, Lars Peter
1
Harvey, Campbell R.
1
Huang, Roger D.
1
Ilmanen, Antti
1
Itō, Takatoshi
1
Jo, Hoje
1
Joslin, Scott
1
Kahn, R. Jay
1
Kan, Raymond
1
Kaul, Gautam
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Kirby, Chris
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Knez, Peter J.
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Korkie, Robert M.
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Lamoureux, Christopher G.
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Ledoit, Olivier
1
Lin, Wen-ling Tsai
1
Lo, Andrew W.
1
Lochstoer, Lars A.
1
Lui, Jun
1
Lundeby, Stig R. H.
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The journal of finance : the journal of the American Finance Association
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
73
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
Journal of empirical finance
18
CREATES research paper
17
Journal of banking & finance
17
Journal of financial and quantitative analysis : JFQA
17
Journal of the American Statistical Association : JASA
16
The econometrics journal
16
Discussion paper
15
Discussion paper series / IZA
15
Econometric reviews
15
Econometric theory
15
NBER working paper series
15
Oxford bulletin of economics and statistics
15
The journal of futures markets
15
Working paper
15
Journal of macroeconomics
14
Discussion paper / Centre for Economic Policy Research
13
Technical working paper / National Bureau of Economic Research
13
Insurance / Mathematics & economics
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Working papers / Rutgers University, Department of Economics
12
Applied economics letters
11
CESifo working papers
11
Discussion papers / CEPR
11
European journal of operational research : EJOR
11
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1
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:
2
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:
3
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:
4
Common errors : how to (and not to) control for unobserved heterogeneity
Gormley, Todd A.
;
Matsa, David A.
- In:
The review of financial studies
27
(
2014
)
2
,
pp. 617-661
Persistent link: https://www.econbiz.de/10010357867
Saved in:
5
Generalized transform analysis of affine processes and applications in finance
Chen, Hui
;
Joslin, Scott
- In:
The review of financial studies
25
(
2012
)
7
,
pp. 2225-2256
Persistent link: https://www.econbiz.de/10009571713
Saved in:
6
Conditioning information and variance bounds on pricing kernels
Bekaert, Geert
;
Lui, Jun
- In:
The review of financial studies
17
(
2004
)
2
,
pp. 339-378
Persistent link: https://www.econbiz.de/10002026857
Saved in:
7
Two-pass tests of asset pricing models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
Saved in:
8
Conditioning variables and the cross section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
Saved in:
9
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
10
On the robustness of size and book-to-market in cross-sectional regressions
Knez, Peter J.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1355-1382
Persistent link: https://www.econbiz.de/10001227649
Saved in:
11
Measuring the predictable variation in stock and bond returns
Kirby, Chris
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 579-630
Persistent link: https://www.econbiz.de/10001227982
Saved in:
12
Short-term interest rates as subordinated diffusions
Conley, Timothy G.
;
Hansen, Lars Peter
;
Luttmer, Erzo …
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 525-577
Persistent link: https://www.econbiz.de/10001227983
Saved in:
13
Temporary components of stock returns : what do the data tell us?
Lamoureux, Christopher G.
- In:
The review of financial studies
9
(
1996
)
4
,
pp. 1033-1059
Persistent link: https://www.econbiz.de/10001212394
Saved in:
14
Time-varying expected returns in international bond markets
Ilmanen, Antti
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 481-506
Persistent link: https://www.econbiz.de/10001184817
Saved in:
15
Good news, bad news, volatility, and betas
Braun, Phillip A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
Saved in:
16
Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem
- In:
The journal of finance : the journal of the American …
50
(
1995
)
4
,
pp. 1201-1228
Persistent link: https://www.econbiz.de/10001191734
Saved in:
17
On cointegration and exchange rate dynamics
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 727-735
Persistent link: https://www.econbiz.de/10001169036
Saved in:
18
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
19
A tale of three schools : insights on autocorrelations of short-horizon stock returns
Boudoukh, Jacob
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 539-573
Persistent link: https://www.econbiz.de/10001169079
Saved in:
20
Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
Saved in:
21
Estimating the effects of information surprises and trading on stock returns using a mixed jump-diffusion model
Nimalendran, Mahendrarajah
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 451-473
Persistent link: https://www.econbiz.de/10001169085
Saved in:
22
Imperfect information and cross-autocorrelation among stock prices
Chan, Kalok
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1211-1230
Persistent link: https://www.econbiz.de/10001152161
Saved in:
23
An empirical comparison of alternative models of the short-term interest rate
Chan, K. C.
(
contributor
)
- In:
The journal of finance : the journal of the American …
47
(
1992
)
3
,
pp. 1209-1227
Persistent link: https://www.econbiz.de/10001132016
Saved in:
24
Transformed securities and alternative factor structures
Huang, Roger D.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
1
,
pp. 397-405
Persistent link: https://www.econbiz.de/10001124485
Saved in:
25
Estimation of the bid-ask spread and its components : a new approach
George, Thomas J.
- In:
The review of financial studies
4
(
1991
)
4
,
pp. 623-656
Persistent link: https://www.econbiz.de/10001120546
Saved in:
26
Tests of the CAPM with time-varying covariances : a multivariate GARCH approach
Ng, Lilian K.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
4
,
pp. 1507-1521
Persistent link: https://www.econbiz.de/10001112556
Saved in:
27
Consistent estimaton of cross-sectional models in event studies
Eckbo, B. Espen
- In:
The review of financial studies
3
(
1990
)
3
,
pp. 343-365
Persistent link: https://www.econbiz.de/10001105898
Saved in:
28
Corrections for trading frictions in multivariate returns
Korkie, Robert M.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1421-1434
Persistent link: https://www.econbiz.de/10001080349
Saved in:
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