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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of futures markets"
~subject:"Prognoseverfahren"
~type_genre:"Sammlung"
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Search: subject_exact:"Estimation"
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United States
Prognoseverfahren
Estimation
426
Schätzung
422
Theorie
160
Theory
160
USA
125
Volatility
90
Volatilität
90
Börsenkurs
53
Share price
53
Business cycle
48
Konjunktur
48
Schock
47
Shock
47
Monetary policy
46
Geldpolitik
45
Forecasting model
42
VAR model
41
VAR-Modell
41
Capital income
38
Kapitaleinkommen
38
Welt
38
World
38
Option pricing theory
37
Optionspreistheorie
37
Time series analysis
35
Zeitreihenanalyse
35
Commodity derivative
34
Rohstoffderivat
34
Index futures
33
Index-Futures
33
Bayes-Statistik
30
Bayesian inference
30
Hedging
26
Portfolio selection
26
Portfolio-Management
26
Risikoprämie
26
Risk premium
26
ARCH model
25
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3
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Article
162
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Article in journal
Sammlung
Aufsatz in Zeitschrift
162
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English
162
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Sarno, Lucio
4
Wang, George H. K.
4
Bali, Turan G.
2
Ederington, Louis H.
2
Haigh, Michael S.
2
Ireland, Peter N.
2
Kang, Jangkoo
2
Lim, Kian-Guan
2
Long, Huaigang
2
Miffre, Joëlle
2
Shrestha, Keshab
2
Yau, Jot
2
Zaremba, Adam
2
Zhang, Jin E.
2
Zhang, Wei
2
Aboura, Sofiane
1
Adkins, Lee Chester
1
Alexiou, Lykourgos
1
Almeida, Caio
1
Anderson, Richard G.
1
Ané, Thierry
1
Arisoy, Yakup Eser
1
Aruoba, S. Borağan
1
Barkoulas, John T.
1
Beaudry, Paul
1
Beltratti, Andrea
1
Benet, Bruce A.
1
Berger, Tino
1
Bianchi, Robert
1
Bierwag, Gerald O.
1
Bocola, Luigi
1
Bollen, Nicolas P. B.
1
Bollerslev, Tim
1
Bordo, Michael D.
1
Boswijk, Herman Peter
1
Boyd, M. E.
1
Boyd, Milton
1
Byström, Hans N. E.
1
Byun, Suk Joon
1
Cakici, Nusret
1
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Journal of economic dynamics & control
The journal of futures markets
Applied economics
320
Applied economics letters
188
The review of economics and statistics
171
International journal of forecasting
156
The American economic review
153
The journal of finance : the journal of the American Finance Association
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
137
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
135
Journal of banking & finance
124
Economic modelling
123
Journal of applied econometrics
118
Applied financial economics
116
Journal of econometrics
113
Journal of forecasting
112
Economics letters
110
Journal of international money and finance
106
Finance research letters
105
Journal of financial economics
103
The review of financial studies
94
International review of economics & finance : IREF
91
Journal of money, credit and banking : JMCB
89
Journal of financial and quantitative analysis : JFQA
86
Energy economics
85
The North American journal of economics and finance : a journal of financial economics studies
85
International review of financial analysis
84
Journal of empirical finance
83
Journal of political economy
77
American economic journal : a journal of the American Economic Association
75
Journal of monetary economics
75
Journal of macroeconomics
70
Southern economic journal
64
Journal of labor economics
61
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Review of quantitative finance and accounting
56
The quarterly journal of economics
56
Economic inquiry : journal of the Western Economic Association International
53
Journal of international financial markets, institutions & money
53
American journal of agricultural economics
49
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ECONIS (ZBW)
162
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1
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162
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
3
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
4
Monetary policy and the term structure of inflation expectations with information frictions
McNeil, James
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478538
Saved in:
5
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
6
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
7
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
8
Industry variance risk premium, cross-industry correlation, and expected returns
Zhu, Yabei
;
Luo, Xingguo
;
Xu, Qi
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10013465888
Saved in:
9
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
10
Use of high-frequency data to evaluate the performance of dynamic hedging strategies
Lai, Yu-Sheng
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 104-124
Persistent link: https://www.econbiz.de/10012796298
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