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isPartOf:"Applied financial economics"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of forecasting"
~subject:"Portfolio selection"
~subject:"Zeitreihenanalyse"
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Kapitaleinkommen
Portfolio selection
Zeitreihenanalyse
Estimation
587
Schätzung
587
Theorie
169
Theory
169
Forecasting model
130
Prognoseverfahren
130
Capital income
118
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117
United States
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Gupta, Rangan
4
Barkoulas, John T.
3
McMillan, David G.
3
Pierdzioch, Christian
3
Asgharian, Hossein
2
Baum, Christopher F.
2
Bikker, Jacob A.
2
Brännäs, Kurt
2
Cepni, Oguzhan
2
Choudhry, Taufiq
2
García-Ferrer, Antonio
2
Gil-Alaña, Luis A.
2
Hartmann, Daniel
2
Iyer, Sridhar
2
Kunst, Robert M.
2
Lucey, Brian M.
2
Lyhagen, Johan
2
Park, Myung D.
2
Reeves, Jonathan J.
2
Spierdijk, Laura
2
Travlos, Nickolaos G.
2
Ullah, Wali
2
Zarraga, Ainhoa
2
Abdullah, Mat Yusoff
1
Ahmad, Muhammad Idrees
1
Ai, Chunrong
1
Ajmi, Ahdi Noomen
1
Allen, David E.
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Ammann, Manuel
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Andersson, Magnus
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Ap Gwilym, Owain
1
Apergēs, Nikolaos
1
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1
Ariff, Mohamed
1
Armah, Nii Ayi
1
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Applied financial economics
Journal of forecasting
Applied economics
201
Journal of banking & finance
193
Economic modelling
179
Finance research letters
177
International review of economics & finance : IREF
164
Applied economics letters
156
International review of financial analysis
152
Journal of econometrics
150
Journal of empirical finance
150
Journal of financial economics
139
NBER working paper series
125
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
123
The North American journal of economics and finance : a journal of financial economics studies
121
Working paper / National Bureau of Economic Research, Inc.
119
Economics letters
107
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
CESifo working papers
101
NBER Working Paper
99
International journal of forecasting
97
Energy economics
94
Journal of international financial markets, institutions & money
94
Working paper
91
Research in international business and finance
89
Journal of international money and finance
86
The European journal of finance
81
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
80
Discussion paper / Tinbergen Institute
79
Pacific-Basin finance journal
76
Review of quantitative finance and accounting
69
International journal of finance & economics : IJFE
66
Journal of risk and financial management : JRFM
64
International journal of economics and finance
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Discussion paper / Centre for Economic Policy Research
57
Journal of economic dynamics & control
57
Research paper series / Swiss Finance Institute
57
Management science : journal of the Institute for Operations Research and the Management Sciences
56
Econometric reviews
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ECONIS (ZBW)
195
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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
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:
6
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
7
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
8
Yield spread selection in predicting recession probabilities
Choi, Jaehyuk
;
Ge, Desheng
;
Kang, Kyu Ho
;
Sohn, Sungbin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
Saved in:
9
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
10
Forecasting realized volatility of Bitcoin : the informative role of price duration
Slim, Skander
;
Tabche, Ibrahim
;
Koubaa, Yosra
;
Osman, …
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1909-1929
Persistent link: https://www.econbiz.de/10014432802
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