//--> //--> //--> //-->
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
~subject:"ARCH-Modell"
~subject:"Kapitalmarktforschung"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Sammlung"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Kapitalmarktforschung
Forecasting model
1,019
Prognoseverfahren
1,019
Capital income
890
Kapitaleinkommen
890
Estimation
572
Schätzung
572
Börsenkurs
521
Share price
521
Return predictability
357
Theorie
257
Theory
257
Predictability
248
Aktienmarkt
246
Stock market
246
Volatility
200
Volatilität
199
Portfolio selection
188
Portfolio-Management
188
Risikoprämie
184
Risk premium
184
Forecast
176
Prognose
176
CAPM
170
Anlageverhalten
144
Behavioural finance
144
Capital market returns
143
Kapitalmarktrendite
143
Welt
135
World
135
Risk
103
Risiko
102
return predictability
102
Efficient market hypothesis
96
Effizienzmarkthypothese
96
predictability
90
Time series analysis
83
Zeitreihenanalyse
83
Stock return predictability
66
China
65
Exchange rate
65
more ...
less ...
Online availability
All
Undetermined
25
Free
2
Type of publication
All
Article
28
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Collection of articles of several authors
Sammlung
Aufsatz in Zeitschrift
28
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Arbeitspapier
4
Hochschulschrift
2
Aufsatzsammlung
1
Collection of articles written by one author
1
Sammelwerk
1
Thesis
1
more ...
less ...
Language
All
English
29
Author
All
Nonejad, Nima
2
Xu, Yahua
2
Ahmed, Shamim
1
Azibi, Jamel
1
Bollerslev, Tim
1
Bouri, Elie
1
Conrad, Christian
1
Degiannakis, Stavros
1
Denault, Michel
1
Dierkes, Maik
1
Dinh Hoang Bach Phan
1
El-Aroui, Mhamed-Ali
1
Fang, Tong
1
Fernandez-Perez, Adrian
1
Floros, Christos
1
Ghadhab, Imen
1
Ghulam, Younis Ahmed
1
Griffith, John
1
Guo, Yangli
1
Herwartz, Helmut
1
Huang, Wei-Qiang
1
Indriawan, Ivan
1
Jiang, Ying
1
Jiang, Yuexiang
1
Jin, Xuejun
1
Joo, Bashir Ahmad
1
Lai, Xiaodong
1
Li, Haibo
1
Li, Yan
1
Li, Yi
1
Liu, Jing
1
Liu, Peipei
1
Liu, Xiaoquan
1
Long, Huaigang
1
Luo, Xingguo
1
Ma, Feng
1
Mallek, Sabrine
1
Najand, Mohammad
1
Narayan, Paresh Kumar
1
Nguyen, Duc Binh Benno
1
more ...
less ...
Institution
All
Gottfried Wilhelm Leibniz Universität Hannover
1
Published in...
All
Economics letters
2
Finance research letters
2
International review of financial analysis
2
The North American journal of economics and finance : a journal of financial economics studies
2
African finance journal
1
American journal of finance and accounting
1
Applied economics letters
1
Economic modelling
1
Energy economics
1
International journal of forecasting
1
International transactions in operational research : a journal of the International Federation of Operational Research Societies
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
Review of quantitative finance and accounting
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of risk finance : JRF
1
Vie & sciences de l'entreprise : VSE ; la revue de l'Association Nationale des Docteurs ès Sciences Economiques et en Sciences de Gestion
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Investigating volatility transmission across international equity markets using multivariate fractional models
Saâdaoui, Foued
;
Ghadhab, Imen
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2139-2157
Persistent link: https://www.econbiz.de/10014259113
Saved in:
2
Predicting stock and bond market returns with emotions : evidence from futures markets
Shen, Jiancheng
;
Griffith, John
;
Najand, Mohammad
;
Sun, …
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 333-344
Persistent link: https://www.econbiz.de/10014330978
Saved in:
3
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:
4
Intraday and overnight tail risks and return
predictability
in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
5
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
6
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
7
Long-term adjusted volatility : powerful capability in forecasting stock market returns
Qiu, Rui
;
Liu, Jing
;
Li, Yan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248427
Saved in:
8
Directional
predictability
and volatility spillover effect from stock market indexes to Bitcoin : evidence from developed and emerging markets
Omri, Imen
- In:
The journal of risk finance : JRF
24
(
2023
)
2
,
pp. 226-243
Persistent link: https://www.econbiz.de/10014232428
Saved in:
9
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
10
The
predictability
, volatility persistence, and leverage effects in stock market returns : a study of BRICS stock market indices
Joo, Bashir Ahmad
;
Ghulam, Younis Ahmed
- In:
American journal of finance and accounting
7
(
2023
)
3/4
,
pp. 188-213
Persistent link: https://www.econbiz.de/10014490945
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->