//--> //--> //--> //-->
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
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Risikomaß"
~subject:"Risk premium"
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:"Forecast"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Risikomaß
Risk premium
Forecasting model
61
Prognoseverfahren
61
Capital income
28
Kapitaleinkommen
28
Theorie
26
Theory
26
Estimation
25
Schätzung
25
Volatility
24
Volatilität
24
Share price
22
Risk measure
17
ARCH model
16
ARCH-Modell
16
Time series analysis
15
Zeitreihenanalyse
15
Regression analysis
10
Regressionsanalyse
10
Statistical distribution
10
Statistische Verteilung
10
USA
9
United States
9
Estimation theory
7
Schätztheorie
7
Stochastic process
7
Stochastischer Prozess
7
Forecast
6
Prognose
6
Risikoprämie
6
Aktienmarkt
5
Portfolio selection
5
Portfolio-Management
5
Stock market
5
Bias
4
Correlation
4
Exchange rate
4
Korrelation
4
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
38
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Language
All
English
38
Author
All
Garcia, René
4
Almeida, Caio
3
Ardison, Kym
3
Vicente, Jose
3
Dobrev, Dobrislav
2
Narayan, Paresh Kumar
2
Okou, Cédric
2
Olmo, Jose
2
Schaumburg, Ernst
2
Trojani, Fabio
2
Westerlund, Joakim
2
Ahoniemi, Katja
1
Asai, Manabu
1
Bali, Turan G.
1
Brownlees, Christian
1
Calvet, Laurent E.
1
Camponovo, Lorenzo
1
Chen, Cathy W. S.
1
Czellar, Veronika
1
Deng, Ai
1
Dijk, Dick van
1
Dufour, Jean-Marie
1
Durham, Garland
1
Eckernkemper, Tobias
1
Engle, Robert F.
1
Ferreira, Miguel A.
1
Feunou, Bruno
1
Fleming, Jeff
1
Francq, Christian
1
Fuertes, Ana María
1
Gallo, Giampiero M.
1
Gerlach, Richard
1
Geweke, John
1
Halbleib, Roxana
1
Hallam, Mark
1
Hong, Seok Young
1
Horváth, Lajos
1
Jacobs, Kris
1
Jacquier, Eric
1
Jahan-Parvar, Mohammad R.
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
154
Journal of forecasting
100
International review of financial analysis
98
International journal of forecasting
96
Journal of banking & finance
91
Journal of empirical finance
86
Journal of financial economics
78
International review of economics & finance : IREF
64
The North American journal of economics and finance : a journal of financial economics studies
58
NBER working paper series
56
Working paper / National Bureau of Economic Research, Inc.
54
Applied economics
52
Pacific-Basin finance journal
49
Energy economics
47
NBER Working Paper
44
Economic modelling
42
Journal of econometrics
38
Applied economics letters
37
Review of quantitative finance and accounting
37
The European journal of finance
36
Discussion paper / Tinbergen Institute
35
Journal of international financial markets, institutions & money
35
Research in international business and finance
35
Computational economics
33
Management science : journal of the Institute for Operations Research and the Management Sciences
33
Working paper
33
Journal of financial markets
32
The review of financial studies
32
The accounting review : a publication of the American Accounting Association
31
Quantitative finance
29
Department of Economics working paper series
28
Journal of economic dynamics & control
28
Journal of risk and financial management : JRFM
27
The journal of futures markets
27
Financial innovation : FIN
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Research paper series / Swiss Finance Institute
25
The journal of finance : the journal of the American Finance Association
25
Journal of accounting & economics
24
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
10
Rejoinder on: 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. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->