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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Prognoseverfahren"
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Börsenkurs
Prognoseverfahren
Forecasting model
61
Capital income
28
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Theorie
26
Theory
26
Estimation
25
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Almeida, Caio
4
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Dobrev, Dobrislav
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
International journal of forecasting
1,554
Journal of forecasting
862
Technological forecasting & social change : an international journal
332
Applied economics
292
Energy economics
288
Finance research letters
283
Journal of econometrics
280
NBER working paper series
279
Working paper
256
European journal of operational research : EJOR
254
NBER Working Paper
244
Economic modelling
241
Applied economics letters
225
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
224
Working paper / National Bureau of Economic Research, Inc.
216
International review of financial analysis
214
Journal of banking & finance
209
Economics letters
206
Discussion paper / Centre for Economic Policy Research
196
Discussion paper / Tinbergen Institute
189
Journal of empirical finance
180
Working paper series / European Central Bank
167
Management science : journal of the Institute for Operations Research and the Management Sciences
156
Journal of applied econometrics
154
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
152
Computational economics
150
The North American journal of economics and finance : a journal of financial economics studies
148
International review of economics & finance : IREF
143
CESifo working papers
140
Working paper / Department of Econometrics and Business Statistics, Monash University
136
IMF working papers
134
International journal of production economics
130
Journal of financial economics
130
Risks : open access journal
118
International journal of production research
115
Journal of risk and financial management : JRFM
115
Applied financial economics
114
ECB Working Paper
110
Pacific-Basin finance journal
107
The European journal of finance
100
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ECONIS (ZBW)
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1
Is imperfection better? : evidence from predicting stock and bond returns
Lučivjanská, Katarína
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 244-270
Persistent link: https://www.econbiz.de/10011987766
Saved in:
2
Forecasting stock returns using option-implied state prices
Metaxoglou, Konstantinos
;
Smith, Aaron D.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 427-473
Persistent link: https://www.econbiz.de/10011987539
Saved in:
3
Forecasting value-at-risk under temporal and portfolio aggregation
Kole, Erik
;
Markwat, Thijs
;
Opschoor, Anne
;
Dijk, Dick van
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 649-677
Persistent link: https://www.econbiz.de/10011987663
Saved in:
4
Forecasting bond yields with segmented term structure models
Almeida, Caio
;
Ardison, Kym
;
Kubudi, Daniela
;
Simonsen, Axel
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011987669
Saved in:
5
Modeling systemic risk : time-varying tail dependence when forecasting marginal expected shortfall
Eckernkemper, Tobias
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 63-117
Persistent link: https://www.econbiz.de/10011987686
Saved in:
6
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
7
Downside variance risk premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
Saved in:
8
An investigation into multivariate variance ratio statistics and their application to stock market predictability
Hong, Seok Young
;
Linton, Oliver
;
Zhang, Hui Jun
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 173-222
Persistent link: https://www.econbiz.de/10011987413
Saved in:
9
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
10
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
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