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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
~subject:"United States"
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Kapitaleinkommen
Prognoseverfahren
United States
Estimation
900
Schätzung
894
Theorie
285
Theory
285
Estimation theory
245
Schätztheorie
245
Capital income
192
Volatility
185
Volatilität
185
Börsenkurs
148
Share price
148
Forecasting model
140
Time series analysis
140
Zeitreihenanalyse
140
Nichtparametrisches Verfahren
111
Nonparametric statistics
111
USA
107
Panel
106
Panel study
106
Regression analysis
89
Regressionsanalyse
89
Portfolio selection
76
Portfolio-Management
76
Risikoprämie
71
Risk premium
71
CAPM
63
Stochastic process
63
Stochastischer Prozess
63
ARCH model
55
ARCH-Modell
55
Welt
54
World
54
Aktienmarkt
50
Stock market
50
Yield curve
48
Zinsstruktur
48
Factor analysis
44
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1
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English
344
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Todorov, Viktor
8
Bollerslev, Tim
7
Andersen, Torben
4
Koop, Gary
4
Wese Simen, Chardin
4
Zaremba, Adam
4
Aït-Sahalia, Yacine
3
Cakici, Nusret
3
Fan, Jianqing
3
Guo, Hui
3
Kim, Donggyu
3
Li, Junye
3
Paolella, Marc S.
3
Patton, Andrew J.
3
Prokopczuk, Marcel
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Ammann, Manuel
2
Andreou, Elena
2
Aruoba, S. Borağan
2
Baltagi, Badi H.
2
Berkman, Henk
2
Bohl, Martin T.
2
Chen, Jie
2
Chiang, Raymond
2
Chou, Pin-huang
2
Clare, Andrew D.
2
DeLisle, R. Jared
2
Diebold, Francis X.
2
Duan, Jin-Chuan
2
Elton, Edwin J.
2
Francq, Christian
2
Fulop, Andras
2
Ghysels, Eric
2
Gruber, Martin Jay
2
Harvey, Andrew C.
2
Hautsch, Nikolaus
2
Hong, Yongmiao
2
Huang, Tao
2
Inoue, Atsushi
2
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Journal of banking & finance
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,534
Discussion paper series / IZA
429
Discussion paper / Centre for Economic Policy Research
427
Applied economics
396
NBER working paper series
270
Applied economics letters
251
Finance research letters
215
CESifo working papers
213
Finance and economics discussion series
195
NBER Working Paper
185
Working paper
185
Economic modelling
179
Applied financial economics
178
The review of economics and statistics
175
International review of financial analysis
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
170
International review of economics & finance : IREF
169
International journal of forecasting
167
Journal of financial economics
164
The journal of finance : the journal of the American Finance Association
159
Journal of empirical finance
155
The American economic review
154
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
147
Journal of international money and finance
143
Economics letters
140
The North American journal of economics and finance : a journal of financial economics studies
137
Energy economics
127
Journal of applied econometrics
124
Journal of forecasting
116
The journal of futures markets
110
Journal of international financial markets, institutions & money
108
Journal of financial and quantitative analysis : JFQA
103
Discussion paper
99
The European journal of finance
98
Review of quantitative finance and accounting
97
Journal of money, credit and banking : JMCB
96
The review of financial studies
96
Research in international business and finance
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ECONIS (ZBW)
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1
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
2
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
3
Foreign exchange exposure and analysts' earnings forecasts
Yusoff, Iliyas
;
Chen, Chen
;
Lai, Karen
;
Naiker, Vic
; …
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014248219
Saved in:
4
Stock valuation during the COVID-19 pandemic : an explanation using option-based discount rates
Berkman, Henk
;
Malloch, Hamish
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248234
Saved in:
5
So sue me! : the cross section of stock returns related to patent infringement allegations
Bereskin, Fred
;
Hsu, Po-Hsuan
;
Latham, William R.
; …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248279
Saved in:
6
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
Saved in:
7
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
8
Does public corruption affect analyst forecast quality?
El Ghoul, Sadok
;
Guedhami, Omrane
;
Wei, Zuobao
;
Zhu, Yicheng
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486661
Saved in:
9
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
10
Downside variance premium, firm fundamentals, and expected corporate bond returns
Huang, Tao
;
Jiang, Liang
;
Li, Junye
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014488900
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