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~isPartOf:"CEPR Discussion Papers"
~isPartOf:"Journal of empirical finance"
~subject:"Forecasting model"
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Search: subject:"selection"
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Forecasting model
Portfolio selection
199
Portfolio-Management
199
Theorie
101
Theory
101
Capital income
91
Kapitaleinkommen
91
CAPM
53
Estimation
46
Schätzung
46
Risk
35
adverse selection
35
Risiko
34
Anlageverhalten
32
Behavioural finance
32
Volatility
32
Volatilität
32
Prognoseverfahren
31
Investment Fund
30
Investmentfonds
30
Börsenkurs
28
Share price
28
Aktienmarkt
22
Stock market
22
selection
20
Risikomaß
19
Risk measure
19
Welt
17
World
17
ARCH model
15
ARCH-Modell
15
Risikoprämie
15
Risk premium
15
USA
14
United States
14
Adverse selection
13
Risikomanagement
13
Risk management
13
Time series analysis
13
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English
31
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Wang, Yudong
3
Ma, Feng
2
Ammann, Manuel
1
Bonato, Matteo
1
Buesser, Ralf
1
Cai, Lili
1
Caldeira, João F.
1
Candia Campano, Claudio
1
Caporin, Massimiliano
1
Chen, Yi-Hsuan
1
Chiang, I-Hsuan Ethan
1
Clements, A.
1
Diao, Xundi
1
Ding, Zhuanxin
1
Engsted, Tom
1
Fang, Tong
1
Faria, Gonçalo
1
Golosnoy, Vasyl
1
Gribisch, Bastian
1
Hansen, Erwin
1
Herrera, Rodrigo
1
Hiraki, Kazuhiro
1
Hjalmarsson, Erik
1
James, Robert
1
Karathanasopoulos, Andreas
1
Kuntz, Laura-Chloé
1
Kwon, Kyungyoon
1
Lawrenz, Jochen
1
Lee, Tae-hwy
1
Leung, Henry
1
Leung, Jessica Wai Yin
1
Li, Bo
1
Liao, Yin
1
Liu, Li
1
Liu, Zhenya
1
Lu, Shanglin
1
Martin, R. Douglas
1
Min, Byoung-Kyu
1
Moura, Guilherme Valle
1
Nolte, Ingmar
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CEPR Discussion Papers
Journal of empirical finance
International journal of forecasting
71
Journal of forecasting
45
Finance research letters
34
Journal of banking & finance
33
International review of financial analysis
28
Energy economics
24
European journal of operational research : EJOR
23
Journal of econometrics
21
Quantitative finance
21
Computational economics
19
Discussion paper / Tinbergen Institute
19
Pacific-Basin finance journal
19
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of financial economics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Applied economics
15
The European journal of finance
15
Research in international business and finance
14
Economic modelling
13
The journal of asset management
13
Working papers
13
International review of economics & finance : IREF
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Econometric reviews
11
Econometrics : open access journal
11
Insurance / Mathematics & economics
11
The journal of risk model validation
11
Research paper series / Swiss Finance Institute
10
Swiss Finance Institute Research Paper
10
Discussion papers / CEPR
9
Economics letters
9
Journal of risk
9
Journal of risk and financial management : JRFM
9
Risks : open access journal
9
NBER working paper series
8
Review of quantitative finance and accounting
8
The journal of portfolio management : a publication of Institutional Investor
8
Working paper
8
CREATES research paper
7
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ECONIS (ZBW)
31
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31
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1
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
2
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
Candia Campano, Claudio
;
Herrera, Rodrigo
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578542
Saved in:
3
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
4
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:
5
A toolkit for exploiting contemporaneous stock correlations
Hiraki, Kazuhiro
;
Sun, Chuanping
- In:
Journal of empirical finance
65
(
2022
),
pp. 99-124
Persistent link: https://www.econbiz.de/10013286402
Saved in:
6
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
Saved in:
7
Economic evaluation of asset pricing models under predictability
Hansen, Erwin
- In:
Journal of empirical finance
68
(
2022
),
pp. 50-66
Persistent link: https://www.econbiz.de/10013464435
Saved in:
8
Do financial variables help predict the conditional distribution of the market portfolio?
Zamenjani, Azam Shamsi
- In:
Journal of empirical finance
62
(
2021
),
pp. 327-345
Persistent link: https://www.econbiz.de/10012693441
Saved in:
9
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
10
Industry equi-correlation : a powerful predictor of stock returns
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
;
Wu, Wenfeng
- In:
Journal of empirical finance
59
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012437933
Saved in:
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