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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of empirical finance"
~subject:"Forecasting model"
~subject:"Impact assessment"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Estimation"
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United States
Forecasting model
Impact assessment
Estimation
252
Schätzung
252
Capital income
118
Kapitaleinkommen
118
Theorie
99
Theory
99
Börsenkurs
81
Share price
81
Volatility
80
Volatilität
80
Prognoseverfahren
65
CAPM
52
Portfolio selection
45
Portfolio-Management
45
ARCH model
43
ARCH-Modell
43
Aktienmarkt
42
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42
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40
Risk premium
40
Risk
32
Time series analysis
32
Zeitreihenanalyse
32
Risiko
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Welt
25
World
25
Yield curve
23
Zinsstruktur
23
Estimation theory
21
Schätztheorie
21
USA
21
Correlation
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Korrelation
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Behavioural finance
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Article
86
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Article in journal
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86
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English
86
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Wang, Yudong
3
Kim, Dongcheol
2
Maio, Paulo
2
Min, Byoung-Kyu
2
Nelson, Charles R.
2
Pan, Zhiyuan
2
Pesaran, M. Hashem
2
Wu, Chongfeng
2
Zaremba, Adam
2
Adcock, Christopher
1
Ahmed, Jameel
1
Aldrich, Eric M.
1
Anatolyev, Stanislav
1
Andriosopoulos, Dimitris
1
Annaert, Jan
1
Aradhyula, Satheesh V.
1
Argyropoulos, Efthymios
1
Bai, Lu
1
Bai, Qing
1
Baillie, Richard
1
Bao Doan
1
Bartram, Söhnke M.
1
Bee, Marco
1
BenSaïda, Ahmed
1
Bessler, Wolfgang
1
Bonato, Matteo
1
Brennan, Michael J.
1
Brooks, Robert
1
Cai, Lili
1
Canepa, Alessandra
1
Caporin, Massimiliano
1
Cenesizoglu, Tolga
1
Chang, Eric Chieh
1
Cheng, Joseph W.
1
Cho, Dooyeon
1
Chronopoulos, Dimitris K.
1
Chung, San-lin
1
Cipollini, Andrea
1
Conlon, Thomas
1
Connolly, Robert A.
1
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Journal of empirical finance
Applied economics
375
Applied economics letters
224
The review of economics and statistics
177
The American economic review
170
International journal of forecasting
156
Economic modelling
155
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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
145
Economics letters
143
Journal of banking & finance
135
Journal of applied econometrics
129
Journal of econometrics
124
Finance research letters
122
Journal of international money and finance
122
Applied financial economics
118
Energy economics
116
Journal of forecasting
113
Journal of financial economics
109
International review of economics & finance : IREF
108
The journal of futures markets
101
The review of financial studies
100
Journal of money, credit and banking : JMCB
99
The North American journal of economics and finance : a journal of financial economics studies
98
International review of financial analysis
89
American economic journal : a journal of the American Economic Association
86
Journal of financial and quantitative analysis : JFQA
86
Journal of monetary economics
86
Journal of macroeconomics
81
Journal of political economy
80
Journal of public economics
70
Journal of economic dynamics & control
68
Southern economic journal
68
Journal of labor economics
65
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
The quarterly journal of economics
60
European economic review : EER
58
Review of quantitative finance and accounting
57
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
86
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86
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Can we forecast better in periods of low uncertainty? : the role of technical indicators
Ferrer Fernández, María
;
Henry, Ólan Thomas John
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014292349
Saved in:
9
Stock price movements : evidence from global equity markets
Lan, Chunhua
;
Bao Doan
- In:
Journal of empirical finance
69
(
2022
),
pp. 123-143
Persistent link: https://www.econbiz.de/10013478522
Saved in:
10
Enhancing the profitability of lottery strategies
Kwon, Kyungyoon
;
Min, Byoung-Kyu
;
Sun, Chenfei
- In:
Journal of empirical finance
69
(
2022
),
pp. 166-184
Persistent link: https://www.econbiz.de/10013478528
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