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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
Statistical test
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
Portfolio-Management
10
Endogeneity
9
Stock return predictability
9
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Undetermined
102
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42
CC license
1
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Article
125
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41
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111
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111
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19
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17
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2
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1
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English
136
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30
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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
1
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ECONIS (ZBW)
128
RePEc
34
EconStor
3
BASE
1
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71
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166
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71
Efficient predictability of stock return volatility : the role of stock market implied volatility
Dai, Zhifeng
;
Zhou, Huiting
;
Wen, Fenghua
;
He, Shaoyi
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012654913
Saved in:
72
Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects
Gungor, Sermin
;
Luger, Richard
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 750-770
Persistent link: https://www.econbiz.de/10012483180
Saved in:
73
High-dimensional
predictive
regression
in the presence of cointegration
Koo, Bonsoo
;
Anderson, Heather M.
;
Seo, Myung Hwan
; …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 456-477
Persistent link: https://www.econbiz.de/10012483404
Saved in:
74
Predictive quantile regressions under persistence and conditional heteroskedasticity
Fan, Rui
;
Lee, Ji Hyung
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 261-280
Persistent link: https://www.econbiz.de/10012304551
Saved in:
75
Heterogeneous beliefs and aggregate market volatility revisited : new evidence from China
Wang, Yudong
;
Diao, Xundi
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 127-141
Persistent link: https://www.econbiz.de/10012169519
Saved in:
76
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
77
Can stale oil price news predict stock returns?
Narayan, Paresh Kumar
- In:
Energy economics
83
(
2019
),
pp. 430-444
Persistent link: https://www.econbiz.de/10012176160
Saved in:
78
Long horizon predictability : an asset allocation perspective
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 961-975
Persistent link: https://www.econbiz.de/10012102524
Saved in:
79
Panel evidence on the ability of oil returns to predict stock returns in the G7 area
Westerlund, Joakim
;
Sharma, Susan Sunila
- In:
Energy economics
77
(
2019
),
pp. 3-12
Persistent link: https://www.econbiz.de/10012306331
Saved in:
80
A bootstrap stationarity test for
predictive
regression
invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
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