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isPartOf:"Applied financial economics"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of forecasting"
~subject:"Zeitreihenanalyse"
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Kapitaleinkommen
Zeitreihenanalyse
Estimation
845
Schätzung
845
Theorie
270
Theory
270
Capital income
239
Forecasting model
197
Prognoseverfahren
197
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140
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Estimation theory
51
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321
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Gupta, Rangan
4
Barkoulas, John T.
3
Cenesizoglu, Tolga
3
Karanasos, Menelaos
3
McMillan, David G.
3
Nelson, Charles R.
3
Pierdzioch, Christian
3
Reeves, Jonathan J.
3
Wang, Yudong
3
Baum, Christopher F.
2
Brockman, Paul
2
Brännäs, Kurt
2
Cepni, Oguzhan
2
Choudhry, Taufiq
2
Christiansen, Charlotte
2
Clements, Adam
2
Engsted, Tom
2
Fraser, Patricia
2
García-Ferrer, Antonio
2
Gil-Alaña, Luis A.
2
Hartmann, Daniel
2
Hur, Jungshik
2
Iyer, Sridhar
2
Kang, Kyu Ho
2
Karathanasopoulos, Andreas
2
Kim, Chang-Jin
2
Klinkowska, Olga
2
Knif, Johan
2
Kryzanowski, Lawrence
2
Kunst, Robert M.
2
Li, Chen
2
Liu, Xiaoquan
2
Lucey, Brian M.
2
Lyhagen, Johan
2
Maio, Paulo
2
Martens, Martin
2
McKenzie, Michael D.
2
Min, Byoung-Kyu
2
Pan, Zhiyuan
2
Park, Myung D.
2
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Applied financial economics
Journal of empirical finance
Journal of forecasting
Applied economics
187
Economic modelling
171
Finance research letters
171
Journal of banking & finance
157
Applied economics letters
156
International review of economics & finance : IREF
149
Journal of econometrics
146
International review of financial analysis
140
Journal of financial economics
132
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
121
The North American journal of economics and finance : a journal of financial economics studies
109
NBER working paper series
104
Economics letters
101
CESifo working papers
98
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
International journal of forecasting
97
Working paper / National Bureau of Economic Research, Inc.
97
Journal of international financial markets, institutions & money
89
Working paper
87
NBER Working Paper
86
Energy economics
85
Research in international business and finance
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
Journal of international money and finance
76
Pacific-Basin finance journal
73
The European journal of finance
72
Discussion paper / Tinbergen Institute
71
International journal of finance & economics : IJFE
63
Review of quantitative finance and accounting
63
Journal of risk and financial management : JRFM
57
International journal of economics and finance
55
Econometric reviews
53
Management science : journal of the Institute for Operations Research and the Management Sciences
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
Cogent economics & finance
48
Journal of economic dynamics & control
48
International journal of economics and financial issues : IJEFI
46
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ECONIS (ZBW)
321
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
3
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
4
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
5
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
6
Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo
;
Fan, Xinyue
;
Jin, Wei
;
Fang, Kuangnan
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 702-753
Persistent link: https://www.econbiz.de/10014532380
Saved in:
7
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
8
Stock return predictability and cyclical movements in valuation ratios
Yu, Deshui
;
Huang, Difang
;
Li, Chen
- In:
Journal of empirical finance
72
(
2023
),
pp. 36-53
Persistent link: https://www.econbiz.de/10014476797
Saved in:
9
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
Saved in:
10
Investor sentiment and global economic conditions
Herculano, Miguel C.
;
Lütkebohmert-Holtz, Eva
- In:
Journal of empirical finance
73
(
2023
),
pp. 134-152
Persistent link: https://www.econbiz.de/10014477003
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