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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of financial economics"
~subject:"Forecasting model"
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Capital income
Zeitreihenanalyse
Forecasting model
Theorie
1,959
Theory
1,959
Estimation
253
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253
USA
222
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222
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Gil-Alaña, Luis A.
5
Cook, Steven
4
Fama, Eugene F.
4
Pedersen, Lasse Heje
4
Caporale, Guglielmo Maria
3
Harvey, Campbell R.
3
Liu, Yan
3
Moskowitz, Tobias J.
3
Pierdzioch, Christian
3
Subrahmanyam, Avanidhar
3
Aït-Sahalia, Yacine
2
Bae, Kee-hong
2
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2
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2
Boons, Martijn
2
Brandt, Michael W.
2
Bukenya, James
2
Carcel, Hector
2
Chordia, Tarun
2
Claveria, Oscar
2
D'Amico, Stefania
2
Da, Zhi
2
Ferson, Wayne E.
2
French, Kenneth Ronald
2
Fukuda, Kosei
2
Giles, David E. A.
2
Han, Yufeng
2
Hatemi-J, Abdulnasser
2
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2
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2
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2
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2
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2
Lo, Andrew W.
2
Monte, Enric
2
Novy-Marx, Robert
2
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2
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2
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Applied economics letters
Journal of financial economics
International journal of forecasting
759
Journal of forecasting
516
Journal of econometrics
428
Economics letters
376
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
357
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
297
NBER Working Paper
270
Discussion paper / Tinbergen Institute
238
Applied economics
202
Econometric theory
201
Economic modelling
186
Journal of banking & finance
182
Finance research letters
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Journal of empirical finance
177
Discussion paper / Centre for Economic Policy Research
167
Econometric reviews
164
European journal of operational research : EJOR
155
Journal of economic dynamics & control
154
Working paper
149
Journal of applied econometrics
146
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
142
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
137
Computational economics
135
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
124
Management science : journal of the Institute for Operations Research and the Management Sciences
116
International review of financial analysis
114
CESifo working papers
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Working paper / Department of Econometrics and Business Statistics, Monash University
108
Energy economics
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The European journal of finance
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CREATES research paper
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International review of economics & finance : IREF
101
The journal of finance : the journal of the American Finance Association
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
99
The review of financial studies
97
Risks : open access journal
96
SFB 649 discussion paper
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ECONIS (ZBW)
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11
A credit-based theory of the currency risk premium
Della Corte, Pasquale
;
Jeanneret, Alexandre
;
Patelli, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 473-496
Persistent link: https://www.econbiz.de/10014420543
Saved in:
12
How to predict the economic growth rates of a country? : a DSGE model with the accumulation of human capital
Mu, Junlin
;
Yan, Lipeng
- In:
Applied economics letters
30
(
2023
)
11
,
pp. 1540-1560
Persistent link: https://www.econbiz.de/10014304416
Saved in:
13
Asymmetric ambiguity spillover among international equity markets
Qin, Xiao
;
Wang, Yuwen
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1843-1849
Persistent link: https://www.econbiz.de/10014305155
Saved in:
14
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
Saved in:
15
Can demographic structures help predict equity premiums? : evidence from a panel with cross-section dependence
Kim, Seonghoon
;
Moon, Seongman
- In:
Applied economics letters
29
(
2022
)
7
,
pp. 635-639
Persistent link: https://www.econbiz.de/10013171008
Saved in:
16
Expected return, volume, and mispricing
Han, Yufeng
;
Huang, Dashan
;
Huang, Dayong
;
Zhou, Guofu
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1295-1315
Persistent link: https://www.econbiz.de/10013402177
Saved in:
17
Betting against betting against beta
Novy-Marx, Robert
;
Velikov, Mihail
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 80-106
Persistent link: https://www.econbiz.de/10013350626
Saved in:
18
The level, slope, and curve factor model for stocks
Clarke, Charles
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 159-187
Persistent link: https://www.econbiz.de/10013350632
Saved in:
19
Learning, slowly unfolding disasters, and asset prices
Ghaderi, Mohammad
;
Kilic, Mete
;
Seo, Sang Byung
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 527-549
Persistent link: https://www.econbiz.de/10013350670
Saved in:
20
Asymmetric effects of economic policy uncertainty on stock returns under different market conditions : evidence from G7 stock markets
Huang, Wei-Qiang
;
Liu, Peipei
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 780-784
Persistent link: https://www.econbiz.de/10013411772
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