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~isPartOf:"Journal of financial economics"
~subject:"Time series analysis"
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Search: subject:"Prognoseverfahren"
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Time series analysis
Forecasting model
113
Prognoseverfahren
113
Capital income
93
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93
Estimation
58
Schätzung
58
Börsenkurs
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Zhou, Guofu
2
Bai, Jennie
1
Bali, Turan G.
1
Bandi, Federico M.
1
Bollerslev, Tim
1
Chaudhuri, Shomesh E.
1
Cremers, Martijn
1
Ferson, Wayne E.
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Fleckenstein, Matthias
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Han, Yufeng
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Henkel, Sam James
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Lo, Andrew W.
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Martin, J. Spencer
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Paye, Bradley S.
1
Pettenuzzo, Davide
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Pitkäjärvi, Aleksi
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Polk, Christopher
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Sizova, Natalia
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Suominen, Matti
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Tamoni, Andrea
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Tauchen, George Eugene
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Vaittinen, Lauri
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Journal of financial economics
International journal of forecasting
427
Journal of forecasting
221
Journal of econometrics
87
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Working paper / Department of Econometrics and Business Statistics, Monash University
75
Energy economics
65
Discussion paper / Tinbergen Institute
62
Economic modelling
59
Applied economics
51
Working paper
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Computational economics
41
Economics letters
40
International Journal of Energy Economics and Policy : IJEEP
34
European journal of operational research : EJOR
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Journal of empirical finance
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CESifo working papers
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CREATES research paper
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Working paper series / European Central Bank
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Econometric reviews
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International journal of production economics
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Journal of applied econometrics
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The North American journal of economics and finance : a journal of financial economics studies
26
CAMA working paper series
25
Applied economics letters
24
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
24
Econometric Institute research papers
22
Journal of risk and financial management : JRFM
21
Working papers
21
Discussion papers / CEPR
20
Finance research letters
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International review of economics & finance : IREF
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NBER Working Paper
20
International review of financial analysis
19
Management science : journal of the Institute for Operations Research and the Management Sciences
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Technological forecasting & social change : an international journal
19
Tourism economics : the business and finance of tourism and recreation
19
Discussion paper / Centre for Economic Policy Research
18
Working paper series
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ECONIS (ZBW)
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1
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
2
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
3
Spectral factor models
Bandi, Federico M.
;
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 214-238
Persistent link: https://www.econbiz.de/10012650703
Saved in:
4
Time series momentum : is it there?
Huang, Dashan
;
Li, Jiangyuan
;
Wang, Liyao
;
Zhou, Guofu
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 774-794
Persistent link: https://www.econbiz.de/10012543228
Saved in:
5
Cross-asset signals and time series momentum
Pitkäjärvi, Aleksi
;
Suominen, Matti
;
Vaittinen, Lauri
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 63-85
Persistent link: https://www.econbiz.de/10012545360
Saved in:
6
A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng
;
Zhou, Guofu
;
Zhu, Yingzi
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
Saved in:
7
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
8
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
9
The "out-of-sample" performance of long run risk models
Ferson, Wayne E.
;
Nallareddy, Suresh
;
Xie, Biqin
- In:
Journal of financial economics
107
(
2013
)
3
,
pp. 537-556
Persistent link: https://www.econbiz.de/10009730611
Saved in:
10
"Déjà vol" : predictive regressions for aggregate stock market volatility using macroeconomic variables
Paye, Bradley S.
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 527-546
Persistent link: https://www.econbiz.de/10009710165
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