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subject:"Prognoseverfahren"
subject:"USA"
~accessRights:"restricted"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The review of financial studies"
~subject:"United States"
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Prognoseverfahren
USA
United States
Estimation theory
30
Schätztheorie
30
Capital income
10
Estimation
10
Kapitaleinkommen
10
Schätzung
10
Volatility
10
Volatilität
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Time series analysis
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Portfolio selection
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ARCH model
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ARCH-Modell
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Stochastic process
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Börsenkurs
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Nichtparametrisches Verfahren
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Bazdresch, Santiago
1
Berens, Tobias
1
Chernov, Mikhail
1
Chiang, I-Hsuan Ethan
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Jayetileke, Harshanie L.
1
Kahn, R. Jay
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Ledoit, Olivier
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Liao, Yin
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Lochstoer, Lars A.
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Lundeby, Stig R. H.
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Ren, Yu
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Weiß, Gregor
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Whited, Toni Marion
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Wied, Dominik
1
Wolf, Michael
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Yi, Yanping
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Zhou, Qing
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Journal of empirical finance
The review of financial studies
International journal of forecasting
78
Journal of econometrics
51
Journal of forecasting
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Economics letters
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Discussion paper / Centre for Economic Policy Research
11
Discussion papers / CEPR
11
Finance research letters
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Insurance / Mathematics & economics
10
The econometrics journal
10
European journal of operational research : EJOR
7
Journal of financial econometrics
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Quantitative finance
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Working paper / National Bureau of Economic Research, Inc.
7
Astin bulletin : the journal of the International Actuarial Association
6
Econometric reviews
6
Econometric theory
6
International journal of production economics
6
Journal of quantitative economics
6
Journal of time series econometrics
6
The review of economics and statistics
6
Computational economics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Scandinavian actuarial journal
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
4
Economic modelling
4
Handbook of economic forecasting ; 1
4
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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Journal of banking & finance
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Oxford bulletin of economics and statistics
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Applied economics
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International journal of economics and finance
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International review of economics & finance : IREF
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Journal of applied econometrics
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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
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2
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
3
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
4
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
5
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:
6
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:
7
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
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