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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Journal of empirical finance"
~subject:"Forecasting model"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Forecasting model
Volatilität
Estimation
252
Schätzung
252
Capital income
118
Kapitaleinkommen
118
Theorie
99
Theory
99
Börsenkurs
81
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81
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Karanasos, Menelaos
3
Wang, Yudong
3
Baillie, Richard
2
Caporin, Massimiliano
2
Christiansen, Charlotte
2
Cipollini, Andrea
2
Conrad, Christian
2
Dijk, Dick van
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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
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2
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1
Aboulamer, Anas
1
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1
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1
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1
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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 empirical finance
Applied economics
254
Economic modelling
232
Finance research letters
191
Energy economics
187
International review of economics & finance : IREF
169
Applied economics letters
168
International journal of forecasting
156
Journal of banking & finance
155
International review of financial analysis
153
Journal of econometrics
145
The North American journal of economics and finance : a journal of financial economics studies
135
Journal of international money and finance
133
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
122
Economics letters
118
Journal of forecasting
114
Journal of international financial markets, institutions & money
103
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
Applied financial economics
98
Research in international business and finance
90
Journal of financial economics
84
The European journal of finance
80
Journal of risk and financial management : JRFM
74
International journal of finance & economics : IJFE
73
The journal of futures markets
73
Journal of applied econometrics
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Empirica : journal of european economics
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Pacific-Basin finance journal
55
Journal of economic dynamics & control
53
Journal of macroeconomics
53
International journal of economics and finance
49
European economic review : EER
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
International Journal of Energy Economics and Policy : IJEEP
45
Quantitative finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
44
Econometric reviews
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
134
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1
Stock return predictability and cyclical movements in valuation ratios
Yu, Deshui
;
Huang, Difang
;
Li, Chen
- In:
Journal of empirical finance
72
(
2023
),
pp. 36-53
Persistent link: https://www.econbiz.de/10014476797
Saved in:
2
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
3
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
Saved in:
4
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
5
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
6
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
7
Option gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
8
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
Saved in:
9
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
10
Out-of-sample equity premium prediction : the role of option-implied constraints
Wang, Yunqi
;
Zhou, Ti
- In:
Journal of empirical finance
70
(
2023
),
pp. 199-226
Persistent link: https://www.econbiz.de/10014423642
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