//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"free"
~person:"Barnett, William A."
~person:"Bollerslev, Tim"
~person:"Caporin, Massimiliano"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"predictability"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Chaos theory
4
Chaostheorie
4
Neoclassical synthesis
4
Neoklassische Synthese
4
fractional cointegration
4
long-term un-predictability
4
Börsenkurs
3
Forecasting model
3
Geldpolitik
3
Liquidity preference
3
Liquiditätspräferenz
3
Macroeconomics
3
Makroökonomik
3
Monetary policy
3
Prognoseverfahren
3
Return predictability
3
Share price
3
Shilnikov chaos criterion
3
Variance Risk Premium
3
global indeterminacy
3
high and low prices
3
liquidity trap
3
predictability of asset prices
3
range
3
return predictability
3
variance risk premium
3
Capital income
2
Estimation
2
Jumps
2
Kapitaleinkommen
2
Return Predictability
2
Risikoprämie
2
Risk premium
2
Schätzung
2
Systemic events
2
Variance risk premium
2
Volatility
2
Volatilität
2
chart/technical analysis
2
exit/entry trading signals
2
more ...
less ...
Online availability
All
Free
Undetermined
7
Type of publication
All
Book / Working Paper
16
Article
1
Type of publication (narrower categories)
All
Working Paper
7
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
12
Undetermined
5
Author
All
Barnett, William A.
Bollerslev, Tim
Caporin, Massimiliano
Guidolin, Massimo
13
Linton, Oliver
11
Kräussl, Roman
9
Nitschka, Thomas
9
Stork, Philip
9
Hoffmann, Mathias
8
Pierdzioch, Christian
8
Prokopczuk, Marcel
8
Skiadopoulos, George
8
Timmermann, Allan
8
Engsted, Tom
7
Félix, Luiz
6
Moench, Emanuel
6
Neuenkirch, Matthias
6
Ehrmann, Michael
5
Gupta, Rangan
5
Hong, Seok Young
5
Hyde, Stuart
5
McMillan, David G.
5
Park, Cheolbeom
5
Pedersen, Thomas Q.
5
Schrimpf, Andreas
5
Zhang, Hui Jun
5
Zhang, Shaojun
5
Adrian, Tobias
4
Becker, Janis
4
Bella, Giovanni
4
Chen, Cathy Yi-Hsuan
4
Drobetz, Wolfgang
4
Döpke, Jörg
4
Fagan, Stephen
4
Georgiou, Catherine
4
Ghosh, Taniya
4
Gonzalo, Jesús
4
Hamburg, Britta
4
Hayo, Bernd
4
Hengelbrock, Jördis
4
more ...
less ...
Institution
All
School of Economics and Management, University of Aarhus
6
Dipartimento di Economia, Università Ca' Foscari Venezia
1
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
1
Schweizerische Nationalbank (SNB)
1
Published in...
All
CREATES Research Papers
6
Working papers series in theoretical and applied economics
3
"Marco Fanno" Working Papers
1
CREATES research paper
1
SAFE Working Paper
1
SAFE working paper
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia
1
Working Papers / Schweizerische Nationalbank (SNB)
1
Working papers on finance
1
more ...
less ...
Source
All
RePEc
9
ECONIS (ZBW)
7
EconStor
1
Showing
1
-
10
of
17
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Controlling chaos in New Keynesian macroeconomics
Barnett, William A.
;
Bella, Giovanni
;
Ghosh, Taniya
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 219-236
Persistent link: https://www.econbiz.de/10014288894
Saved in:
2
Controlling chaos in new Keynesian macroeconomics
Barnett, William A.
;
Bella, Giovanni
;
Ghosh, Taniya
; …
-
2022
Persistent link: https://www.econbiz.de/10012888227
Saved in:
3
Chaos in the UK new Keynesian macroeconomy
Barnett, William A.
;
Bella, Giovanni
;
Ghosh, Taniya
; …
-
2021
Persistent link: https://www.econbiz.de/10012663955
Saved in:
4
Shilnikov chaos, low interest rates, and new Keynesian macroeconomics
Barnett, William A.
;
Bella, Giovanni
;
Ghosh, Taniya
; …
-
2020
Persistent link: https://www.econbiz.de/10012203075
Saved in:
5
Systemic co-jumps
Caporin, Massimiliano
;
Kolokolov, Alexey
;
Renò, Roberto
-
2016
-term
predictability
in stock returns, is correlated with sudden spikes of the variance risk premium, and determines a persistent increase …
Persistent link: https://www.econbiz.de/10011544949
Saved in:
6
Systemic co-jumps
Caporin, Massimiliano
;
Kolokolov, Alexey
;
Renò, Roberto
-
2016
-term
predictability
in stock returns, is correlated with sudden spikes of the variance risk premium, and determines a persistent increase …
Persistent link: https://www.econbiz.de/10011544772
Saved in:
7
Tail Risk Premia and Return
Predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
School of Economics and Management, University of Aarhus
-
2014
show that much of this
predictability
may be attributed to time variation in the shape of the tails and compensation …
Persistent link: https://www.econbiz.de/10011096183
Saved in:
8
Tail risk premia and return
predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
9
Stock Return and Cash Flow
Predictability
: The Role of Volatility Risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
-
School of Economics and Management, University of Aarhus
-
2012
We examine the joint
predictability
of return and cash flow within a present value framework, by imposing the …
Persistent link: https://www.econbiz.de/10010851207
Saved in:
10
Market volatility, optimal portfolios and naive asset allocations
Pelizzon, Loriana
;
Caporin, Massimiliano
-
Dipartimento di Economia, Università Ca' Foscari Venezia
-
2012
This paper investigates the impact of a financial turmoil on the performances of traditional, and naive, asset allocation strategies. We compare over a long time span (lasting for the last 60 years) the 1/N portfolio with mean-variance optimal portfolio strategies. Our analyses consider several...
Persistent link: https://www.econbiz.de/10010556829
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->