//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic 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 forecasting"
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
Stock Return Predictability in...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
1,027
Prognoseverfahren
1,027
Theorie
541
Theory
541
Time series analysis
264
Zeitreihenanalyse
264
Forecast
167
Prognose
167
Estimation
145
Schätzung
145
Volatility
144
Volatilität
144
Capital income
101
Kapitaleinkommen
101
Estimation theory
100
Schätztheorie
100
ARCH model
99
ARCH-Modell
99
forecasting
97
Börsenkurs
82
Share price
82
USA
73
United States
73
Artificial intelligence
72
Künstliche Intelligenz
72
Frühindikator
71
Leading indicator
71
Economic forecast
68
Wirtschaftsprognose
68
Neural networks
62
Neuronale Netze
62
Regression analysis
60
Regressionsanalyse
60
Inflation
57
Exchange rate
56
Wechselkurs
56
VAR model
55
VAR-Modell
55
Bayes-Statistik
52
Bayesian inference
52
more ...
less ...
Online availability
All
Undetermined
365
Free
99
Type of publication
All
Article
1,058
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
1,060
Aufsatz in Zeitschrift
1,060
Collection of articles of several authors
9
Sammelwerk
9
Systematic review
2
Übersichtsarbeit
2
Aufsatzsammlung
1
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
1,062
Author
All
Gupta, Rangan
17
Franses, Philip Hans
13
Wang, Jianzhou
9
Zhang, Yaojie
9
Clements, Michael P.
8
Hall, Stephen G.
8
Chen, Cathy W. S.
7
Jiang, He
7
Marcellino, Massimiliano
7
Song, Yuping
7
Tavlas, George S.
7
Wang, Yudong
7
He, Mengxi
6
Pierdzioch, Christian
6
Cepni, Oguzhan
5
Chan, Ngai Hang
5
Chevallier, Julien
5
García-Ferrer, Antonio
5
Herwartz, Helmut
5
Karathanasopoulos, Andreas
5
Kouretas, Georgios P.
5
Kunst, Robert M.
5
Lien, Da-hsiang Donald
5
Ma, Feng
5
McAleer, Michael
5
Salisu, Afees A.
5
Ashiya, Masahiro
4
Baltagi, Badi H.
4
Bonato, Matteo
4
Chen, Huayou
4
Gerlach, Richard
4
Granger, C. W. J.
4
Hyndman, Rob J.
4
Ji, Qiang
4
Kapetanios, George
4
Kholodilin, Konstantin
4
Lee, Jack C.
4
Lin, Edward M. H.
4
McMillan, David G.
4
O'Hare, Colin
4
more ...
less ...
Published in...
All
Journal of forecasting
International journal of forecasting
1,627
Finance research letters
1,488
NBER working paper series
1,466
Working paper / National Bureau of Economic Research, Inc.
1,225
NBER Working Paper
1,094
Journal of banking & finance
1,086
International review of financial analysis
982
Journal of financial economics
940
The journal of finance : the journal of the American Finance Association
914
Applied economics
829
Pacific-Basin finance journal
781
Applied economics letters
747
International review of economics & finance : IREF
721
Applied financial economics
696
Journal of empirical finance
642
Journal of financial and quantitative analysis : JFQA
620
The review of financial studies
620
Energy economics
602
Economic modelling
577
Discussion paper / Centre for Economic Policy Research
568
Economics letters
560
NBER Working Papers
558
MPRA Paper
549
Research in international business and finance
533
Working paper
521
Journal of international financial markets, institutions & money
519
Review of quantitative finance and accounting
514
The North American journal of economics and finance : a journal of financial economics studies
509
ECB Working Paper
479
The European journal of finance
464
Management science : journal of the Institute for Operations Research and the Management Sciences
447
Journal of econometrics
444
Economics Bulletin
424
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
418
Journal of risk and financial management : JRFM
371
CESifo working papers
370
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
350
Journal of international money and finance
350
International journal of economics and finance
349
more ...
less ...
Source
All
ECONIS (ZBW)
1,062
Showing
1
-
10
of
1,062
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting stock returns : an examination of stock market trading in the presence of transaction costs
Pesaran, M. Hashem
- In:
Journal of forecasting
13
(
1994
)
4
,
pp. 335-367
Persistent link: https://www.econbiz.de/10001166232
Saved in:
2
Subsampled factor models for asset pricing : the rise of Vasa
De Nard, Gianluca
;
Hediger, Simon
;
Leippold, Markus
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1217-1247
Persistent link: https://www.econbiz.de/10013465694
Saved in:
3
Forecasting international equity market volatility : a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
Saved in:
4
High-frequency data and stock-bond investing
Lai, Yu-Sheng
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1623-1638
Persistent link: https://www.econbiz.de/10013465728
Saved in:
5
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
6
Forecasting the stock risk premium : a new statistical constraint
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1805-1822
Persistent link: https://www.econbiz.de/10014432771
Saved in:
7
Forecasting performance of nonlinear models for intraday stock returns
Matías, José M.
;
Reboredo, Juan Carlos
- In:
Journal of forecasting
31
(
2012
)
2
,
pp. 172-188
Persistent link: https://www.econbiz.de/10009503688
Saved in:
8
A neuro-walvet model for the short-term forecasting of high-frequency time series of stock returns
Ortega, Luis F.
;
Khashanah, Khaldoun
- In:
Journal of forecasting
33
(
2014
)
2
,
pp. 134-146
Persistent link: https://www.econbiz.de/10010424852
Saved in:
9
Special issue: Forecasting financial markets
Breitner, Michael H.
(
contributor
)
-
2014
Persistent link: https://www.econbiz.de/10010426236
Saved in:
10
Empirical analysis and forecasting of volatility dynamics in high-frequency returns with time-varying components
Man, Kasing
;
Wu, Chunchi
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 595-616
Persistent link: https://www.econbiz.de/10008935450
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->