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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of forecasting"
~subject:"Theorie"
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Capital income
Theorie
Estimation
1,614
Schätzung
1,604
Theory
557
Estimation theory
368
Schätztheorie
368
Forecasting model
279
Prognoseverfahren
279
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271
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271
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270
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270
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261
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Bohl, Martin T.
10
Todorov, Viktor
9
Koop, Gary
7
Bollerslev, Tim
5
Karathanasopoulos, Andreas
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Guérin, Pierre
4
Henke, Harald
4
Marcellino, Massimiliano
4
Pesaran, M. Hashem
4
Shin, Yongcheol
4
Tauchen, George Eugene
4
Wang, Yudong
4
Breitung, Jörg
3
Cenesizoglu, Tolga
3
Demetrescu, Matei
3
Frühwirth-Schnatter, Sylvia
3
Galvão Júnior, Antônio Fialho
3
Ge̜bka, Bartosz
3
Ghysels, Eric
3
Gupta, Rangan
3
Härdle, Wolfgang
3
Jansen, Dennis W.
3
Kapetanios, George
3
Karanasos, Menelaos
3
Koopman, Siem Jan
3
Li, Chen
3
Nelson, Charles R.
3
Pan, Zhiyuan
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Sickles, Robin C.
3
Steel, Mark F. J.
3
Timmermann, Allan
3
Xiu, Dacheng
3
Yu, Deshui
3
Zaremba, Adam
3
Anatolyev, Stanislav
2
Asai, Manabu
2
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Economics letters
Journal of econometrics
Journal of empirical finance
Journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
622
NBER working paper series
524
NBER Working Paper
478
Applied economics
401
Discussion paper / Centre for Economic Policy Research
377
Discussion paper series / IZA
292
CESifo working papers
259
Economic modelling
257
Applied economics letters
244
Journal of banking & finance
218
Working paper
216
International review of economics & finance : IREF
214
Journal of international money and finance
196
Finance research letters
195
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
188
International review of financial analysis
176
Applied financial economics
171
Journal of financial economics
169
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
160
IZA Discussion Paper
153
Discussion paper
145
Journal of applied econometrics
145
Discussion papers / CEPR
144
Discussion paper / Tinbergen Institute
135
Journal of economic dynamics & control
135
The North American journal of economics and finance : a journal of financial economics studies
134
Europäische Hochschulschriften / 5
133
Journal of macroeconomics
124
The review of economics and statistics
115
The European journal of finance
113
Energy economics
110
Journal of international financial markets, institutions & money
107
International journal of forecasting
105
The journal of finance : the journal of the American Finance Association
104
International journal of finance & economics : IJFE
100
SpringerLink / Bücher
100
Journal of monetary economics
99
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ECONIS (ZBW)
731
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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
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
6
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:
7
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:
8
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:
9
Post-COVID inflation dynamics : higher for longer
Verbrugge, Randal
;
Zaman, Saeed
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 871-893
Persistent link: https://www.econbiz.de/10014554045
Saved in:
10
Natural disasters, investor sentiments and stock market reactions : evidence from Turkey-Syria earthquakes
Sakariyahu, Rilwan
;
Lawal, Rodiat
;
Oyekola, Olayinka
; …
- In:
Economics letters
228
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014451170
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