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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of forecasting"
~subject:"Aktienmarkt"
~subject:"Theory"
~type:"article"
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Kapitaleinkommen
Aktienmarkt
Theory
Estimation
143
Schätzung
143
Forecasting model
107
Prognoseverfahren
107
Theorie
74
Time series analysis
49
Zeitreihenanalyse
49
Capital income
31
Volatility
28
Volatilität
28
Börsenkurs
24
Share price
24
Estimation theory
18
Schätztheorie
18
USA
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Forecast
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forecasting
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91
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91
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Karathanasopoulos, Andreas
3
Cepni, Oguzhan
2
García-Ferrer, Antonio
2
Gupta, Rangan
2
Pierdzioch, Christian
2
Thomson, Peter J.
2
Ullah, Wali
2
Abdullah, Mat Yusoff
1
Ahmad, Muhammad Idrees
1
Ai, Chunrong
1
Anders, Ulrich
1
Andrews, Rick L.
1
Asgharian, Hossein
1
Barnett, William A.
1
Bekiros, Stelios D.
1
Belmonte, Miguel A. G.
1
Bikker, Jacob A.
1
Black, Angela J.
1
Blanco-Fernández, Ángela
1
Bonato, Matteo
1
Bottomley, Paul A.
1
Breitung, Jörg
1
Bruce, Andrew G.
1
Brännäs, Kurt
1
Buss, Ginters
1
Byers, J. David
1
Cabrer-Borrás, Bernardí
1
Cai, Wensheng
1
Cenesizoglu, Tolga
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Chan, Ngai Hang
1
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1
Chen, Cathy W. S.
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1
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Chen, Yi-ting
1
Cheng, Yihan
1
Choi, Jaehyuk
1
Cholodilin, Konstantin Arkadʹevič
1
Chong, Choo Wei
1
Chow, William W.
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Journal of forecasting
Applied economics
432
Economic modelling
289
Applied economics letters
280
Economics letters
249
International review of economics & finance : IREF
244
Journal of banking & finance
233
Finance research letters
219
International review of financial analysis
206
Applied financial economics
204
Journal of international money and finance
200
Journal of econometrics
199
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
194
Journal of empirical finance
192
Journal of financial economics
175
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
167
The North American journal of economics and finance : a journal of financial economics studies
160
Journal of applied econometrics
144
Journal of economic dynamics & control
137
Energy economics
128
Journal of international financial markets, institutions & money
127
Journal of macroeconomics
125
The European journal of finance
122
Research in international business and finance
119
The review of economics and statistics
112
International journal of finance & economics : IJFE
108
The journal of finance : the journal of the American Finance Association
105
International journal of forecasting
102
Journal of monetary economics
99
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
European economic review : EER
91
Macroeconomic dynamics
91
International journal of economics and finance
89
Journal of international economics
89
Journal of risk and financial management : JRFM
89
Pacific-Basin finance journal
87
Journal of urban economics
86
Journal of money, credit and banking : JMCB
85
Review of quantitative finance and accounting
84
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ECONIS (ZBW)
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
3
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
4
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
5
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
6
Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo
;
Fan, Xinyue
;
Jin, Wei
;
Fang, Kuangnan
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 702-753
Persistent link: https://www.econbiz.de/10014532380
Saved in:
7
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
8
Yield spread selection in predicting recession probabilities
Choi, Jaehyuk
;
Ge, Desheng
;
Kang, Kyu Ho
;
Sohn, Sungbin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
Saved in:
9
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
10
Forecasting realized volatility of Bitcoin : the informative role of price duration
Slim, Skander
;
Tabche, Ibrahim
;
Koubaa, Yosra
;
Osman, …
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1909-1929
Persistent link: https://www.econbiz.de/10014432802
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