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Search: subject:"Predictive regression"
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Regressionsanalyse
115
Regression analysis
114
Forecasting model
109
Prognoseverfahren
109
Predictive regression
100
Capital income
84
Kapitaleinkommen
84
Estimation
63
Schätzung
63
Estimation theory
46
Schätztheorie
46
predictive regression
36
Theorie
32
Theory
32
Forecast
31
Prognose
31
Börsenkurs
28
Share price
28
Time series analysis
22
Zeitreihenanalyse
22
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21
Statistischer Test
21
Capital market returns
18
Kapitalmarktrendite
18
Panel
15
Panel study
15
Volatility
15
Volatilität
15
Bootstrap approach
14
Bootstrap-Verfahren
14
Risikoprämie
13
Risk premium
13
Aktienmarkt
12
China
12
Stock market
12
Panel data
11
Portfolio selection
10
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10
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9
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102
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42
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125
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41
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136
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Westerlund, Joakim
17
Narayan, Paresh Kumar
16
Wang, Yudong
10
Taylor, Robert
9
Phillips, Peter C. B.
8
Cai, Zongwu
7
Gupta, Rangan
7
Harvey, David I.
6
Leybourne, Stephen James
6
Andreou, Elena
5
Kasparis, Ioannis
5
Lee, Ji Hyung
5
Peng, Liang
5
Phillips, Peter C.B.
5
Sharma, Susan Sunila
5
Wu, Chongfeng
5
Yang, Bingduo
5
Bannigidadmath, Deepa
4
Demetrescu, Matei
4
Georgiev, Iliyan
4
Liu, Xiaohui
4
Maynard, Alex
4
McGurk, Zachary
4
Modise, Mampho P.
4
Nowak, Adam
4
Xu, Ke-Li
4
Karabiyik, Hande
3
Kim, Jae H.
3
Kiss, Tamás
3
Liu, Li
3
Magdalinos, Tassos
3
Mazur, Stepan
3
Nguyen, Hoang
3
Pan, Zhiyuan
3
Rodrigues, Paulo M. M.
3
Tu, Yundong
3
Astill, Sam
2
Chen, Ye
2
Chun, Sungju
2
Dai, Zhifeng
2
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Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
4
Cowles Foundation for Research in Economics, Yale University
3
C.E.P.R. Discussion Papers
2
Department of Economics, Faculty of Economic and Management Sciences
2
Department of Economics, College of Business and Economics
1
Department of Economics, University of California-Riverside
1
EconWPA
1
Economics Department, Queen's University
1
Institute of Economic Research, Hitotsubashi University
1
Nationalekonomiska institutionen, Handelshögskolan
1
Research Institute for Market Economy, Sogang University
1
School of Economics and Management, University of Aarhus
1
University of Cyprus Department of Economics
1
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Journal of econometrics
18
Journal of empirical finance
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Energy economics
5
Finance research letters
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
Financial Econometics Series
4
Cowles Foundation Discussion Papers
3
Econometric reviews
3
Economic modelling
3
International journal of forecasting
3
Journal of Econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of forecasting
3
Applied economics letters
2
CEPR Discussion Papers
2
Cowles Foundation discussion paper
2
Economic Modelling
2
Economics letters
2
Emerging markets review
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
European journal of operational research : EJOR
2
International review of financial analysis
2
Journal of financial economics
2
Journal of financial markets
2
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
2
Working papers / Department of Economics, West Virginia University
2
Working papers series in theoretical and applied economics
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annual Review of Financial Economics
1
Australian Journal of Management
1
BSE working paper : working papers
1
CAEPR working papers
1
CREATES Research Papers
1
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Department of Economics working paper series
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ECONIS (ZBW)
128
RePEc
34
EconStor
3
BASE
1
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91
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:
92
Testing for parameter instability in
predictive
regression
models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
93
Bagging in tourism demand modeling and forecasting
Athanasopoulos, George
;
Song, Haiyan
;
Sun, Jonathan A.
- In:
Journal of travel research : a quarterly publication of …
57
(
2018
)
1
,
pp. 52-68
Persistent link: https://www.econbiz.de/10011915335
Saved in:
94
Forecasting the equity risk premium : the importance of regime-dependent evaluation
Baltas, Nick
;
Karyampas, Dimitrios
- In:
Journal of financial markets
38
(
2018
),
pp. 83-102
Persistent link: https://www.econbiz.de/10012001142
Saved in:
95
Technical analysis and stock return predictability : an aligned approach
Lin, Qi
- In:
Journal of financial markets
38
(
2018
),
pp. 103-123
Persistent link: https://www.econbiz.de/10012001145
Saved in:
96
Robust inference for predictability in smooth transition predictive regressions
Kiliç, Rehim
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1067-1094
Persistent link: https://www.econbiz.de/10012040538
Saved in:
97
Monetary policy surprises and firm-level stock return predictability : evidence from a new panel-based approach
Floro, Danvee
- In:
Applied economics letters
25
(
2018
)
17
,
pp. 1255-1260
Persistent link: https://www.econbiz.de/10012135374
Saved in:
98
Islamic spot and index futures markets : where is the price discovery?
Karabiyik, Hande
;
Narayan, Paresh Kumar
;
Dinh Hoang …
- In:
Pacific-Basin finance journal
52
(
2018
),
pp. 123-133
Persistent link: https://www.econbiz.de/10012035614
Saved in:
99
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
100
Oil and the short-term predictability of stock return volatility
Wang, Yudong
;
Wei, Yu
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
47
(
2018
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
Saved in:
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