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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of futures markets"
~subject:"Autocorrelation"
~subject:"United States"
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Prognoseverfahren
USA
Autocorrelation
United States
Estimation theory
114
Schätztheorie
114
Theorie
37
Theory
37
Time series analysis
30
Zeitreihenanalyse
30
Estimation
26
Schätzung
26
Volatility
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Capital income
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Kapitaleinkommen
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Forecasting model
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ARCH model
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Commodity exchange
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Portfolio selection
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Portfolio-Management
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Hedging
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Statistical distribution
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Statistische Verteilung
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Stochastic process
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Stochastischer Prozess
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Autokorrelation
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CAPM
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing theory
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English
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Baillie, Richard
3
Dacorogna, Michel M.
2
Kim, Chang-Jin
2
Myers, Robert J.
2
Nelson, Charles R.
2
Rahbek, Anders
2
Agosto, Arianna
1
Amihud, Yakov
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1
Bauwens, Luc
1
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1
Berens, Tobias
1
Bessler, David A.
1
Bohn Nielsen, Heino
1
Cavaliere, Giuseppe
1
Chiang, I-Hsuan Ethan
1
Covey, Ted
1
Daníelsson, Jón
1
Dark, Jonathan
1
De Backer, Bruno
1
Dufays, Arnaud
1
Elam, Emmett
1
Ghosh, Asim K.
1
Goodwin, Barry K.
1
Grammatikos, Theoharry
1
Granger, C. W. J.
1
Harvey, David I.
1
Hurvich, Clifford M.
1
Hyung, Namwon
1
Jayetileke, Harshanie L.
1
Kapetanios, George
1
Kinnunen, Jyri
1
Kristensen, Dennis
1
LaBarge, Karin P.
1
Leybourne, Stephen James
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Li, Chen
1
Liao, Yin
1
MacDonald, Ronald
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HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
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Journal of empirical finance
The journal of futures markets
Journal of econometrics
179
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
154
International journal of forecasting
119
Journal of forecasting
77
Economics letters
72
The review of economics and statistics
46
Econometric reviews
45
Econometric theory
44
Discussion paper / Tinbergen Institute
43
Working paper / National Bureau of Economic Research, Inc.
36
Journal of applied econometrics
29
The econometrics journal
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Applied economics
21
CREATES research paper
21
Applied economics letters
20
Cowles Foundation discussion paper
20
American journal of agricultural economics
19
Finance research letters
19
Journal of the American Statistical Association : JASA
19
NBER working paper series
19
Journal of banking & finance
18
Oxford bulletin of economics and statistics
18
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
18
Working paper
18
CESifo working papers
17
Discussion paper
17
Journal of financial and quantitative analysis : JFQA
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Discussion paper series / IZA
16
Economic modelling
15
European journal of operational research : EJOR
15
Journal of macroeconomics
14
Regional science & urban economics
14
The journal of finance : the journal of the American Finance Association
14
The review of financial studies
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
3
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:
4
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:
5
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:
6
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
7
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
8
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:
9
A frequency-domain alternative to long-horizon regressions with application to return predictability
Sizova, Natalia
- In:
Journal of empirical finance
28
(
2014
),
pp. 261-272
Persistent link: https://www.econbiz.de/10011285632
Saved in:
10
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
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