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~isPartOf:"Applied economics"
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Leading indicator"
~type_genre:"Aufsatz in Zeitschrift"
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Kapitaleinkommen
Leading indicator
Forecasting model
288
Prognoseverfahren
288
Estimation
93
Schätzung
93
Theorie
90
Theory
90
Forecast
68
Prognose
68
Volatility
55
Volatilität
55
Time series analysis
52
Zeitreihenanalyse
52
USA
50
United States
50
forecasting
41
Capital income
40
Inflation
40
Inflation targeting
39
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39
ARCH model
38
ARCH-Modell
38
Börsenkurs
37
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37
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32
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32
Economic forecast
30
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30
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28
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28
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24
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24
Welt
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World
22
Frühindikator
21
VAR model
20
VAR-Modell
20
Economic indicator
18
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18
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Undetermined
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Article
58
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Aufsatz in Zeitschrift
Article in journal
58
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English
58
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Zaremba, Adam
3
Bessler, David A.
2
Layton, Allan P.
2
Li, Bin
2
Siliverstovs, Boriss
2
Wen, Yi-Chieh
2
Akdogu, Evrim
1
Atilgan, Yigit
1
Aulerich, Nicole M.
1
Bekiros, Stelios
1
Bengitöz, Pelin
1
Best, Gabriela
1
Brunetti, Marianna
1
Chen, An-sing
1
Chen, Xiaoyue
1
Chen, Yixiang
1
Cho, Dooyeon
1
Chun, Sungju
1
Clar López, Miquel
1
Croux, Christophe
1
Dai, Zhifeng
1
Ding, Xiaoyi
1
Duque, Juan-Carlos
1
Fang, Lu
1
Fossati, Sebastian
1
García, Philip
1
Garnitz, Johanna
1
Gau, Yin-feng
1
Gelper, Sarah
1
Ghonghadze, Jaba
1
Gupta, Rangan
1
Hejazi, Walid
1
Hu, Chunyang
1
Huang, Alex
1
Hutter, Christian
1
Ibriyamova, Feriha
1
Irwin, Scott H.
1
Iselin, David
1
Jaramillo, Patricio
1
Jiang, Cuixia
1
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Applied economics
International journal of forecasting
224
Journal of forecasting
132
Finance research letters
127
Journal of empirical finance
105
Journal of financial economics
104
Journal of banking & finance
103
International review of financial analysis
97
International review of economics & finance : IREF
80
Pacific-Basin finance journal
69
Economic modelling
64
The North American journal of economics and finance : a journal of financial economics studies
63
Journal of econometrics
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Applied economics letters
54
Economics letters
48
Management science : journal of the Institute for Operations Research and the Management Sciences
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
The European journal of finance
41
The review of financial studies
38
Energy economics
37
Journal of financial and quantitative analysis : JFQA
37
Review of quantitative finance and accounting
37
The journal of finance : the journal of the American Finance Association
37
Journal of financial markets
35
DIW weekly report : economy, politics, science : a policy bulletin from the German Institute for Economic Research
34
Applied financial economics
32
Journal of international financial markets, institutions & money
32
Research in international business and finance
31
Journal of applied econometrics
30
Review of accounting studies
30
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Quantitative finance
27
Journal of macroeconomics
26
Journal of money, credit and banking : JMCB
24
Journal of international money and finance
23
Journal of risk and financial management : JRFM
23
Economic review
22
Emerging markets, finance and trade : EMFT
22
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ECONIS (ZBW)
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1
Internal relevance between analysts' forecasts and target prices : informativeness and investment value
Li, Tao
;
Nan, Wenxiu
;
Sultan, Jahangir
- In:
Applied economics
55
(
2023
)
42
,
pp. 4890-4910
Persistent link: https://www.econbiz.de/10014334844
Saved in:
2
Spillover effects of the US stock market and the predictability of returns : international evidence based on daily data
Wen, Yi-Chieh
;
Li, Bin
;
Chen, Xiaoyue
;
Singh, Tarlok
- In:
Applied economics
55
(
2023
)
45
,
pp. 5251-5266
Persistent link: https://www.econbiz.de/10014335067
Saved in:
3
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
4
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
5
What drives trend-following profits in stocks? : the role of the trading signals' volatility
Zoicas-Ienciu, Adrian
;
Pochea, Maria Miruna
- In:
Applied economics
55
(
2023
)
32
,
pp. 3788-3805
Persistent link: https://www.econbiz.de/10014299215
Saved in:
6
Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
Saved in:
7
Is the Fed's news perception different from the private sector's?
Best, Gabriela
;
Kapinos, Pavel
- In:
Applied economics
51
(
2019
)
16
,
pp. 1694-1710
Persistent link: https://www.econbiz.de/10012196590
Saved in:
8
Forecasting the GDP of a small open developing economy : an application of FAVAR models
Madhou, Ashwin
;
Sewak, Tayushma
;
Moosa, Imad A.
; …
- In:
Applied economics
52
(
2020
)
17
,
pp. 1845-1856
Persistent link: https://www.econbiz.de/10012197618
Saved in:
9
Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
Saved in:
10
The cross-section of Indian stock returns : evidence using machine learning
Lalwani, Vaibhav
;
Meshram, Vedprakash
- In:
Applied economics
54
(
2022
)
16
,
pp. 1814-1828
Persistent link: https://www.econbiz.de/10012875645
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