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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of forecasting"
~isPartOf:"NBER Working Paper"
~subject:"Forecast"
~subject:"Forecasting model"
~type:"article"
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Capital income
Forecast
Forecasting model
Estimation
401
Schätzung
401
Theorie
175
Theory
175
Prognoseverfahren
174
Kapitaleinkommen
152
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109
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109
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Wang, Yudong
5
Cenesizoglu, Tolga
3
Chan, Ngai Hang
3
Gupta, Rangan
3
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3
Nelson, Charles R.
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Bonato, Matteo
2
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1
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Journal of empirical finance
Journal of forecasting
NBER Working Paper
Finance research letters
188
International journal of forecasting
164
Applied economics
162
Journal of banking & finance
162
International review of financial analysis
159
International review of economics & finance : IREF
138
Journal of financial economics
135
Applied economics letters
128
Economic modelling
124
The North American journal of economics and finance : a journal of financial economics studies
109
Applied financial economics
105
Journal of international financial markets, institutions & money
94
Journal of econometrics
92
The European journal of finance
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Energy economics
82
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Economics letters
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Pacific-Basin finance journal
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67
International journal of finance & economics : IJFE
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
Journal of risk and financial management : JRFM
52
International journal of economics and finance
47
Journal of financial markets
45
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial and quantitative analysis : JFQA
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Cogent economics & finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Journal of applied econometrics
37
The journal of futures markets
36
Investment management and financial innovations
34
The journal of finance : the journal of the American Finance Association
34
Journal of economic dynamics & control
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255
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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
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
4
Spatial beta-convergence forecasting models : evidence from municipal homicide rates in Colombia
Santos-Marquez, Felipe
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 294-302
Persistent link: https://www.econbiz.de/10012817750
Saved in:
5
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:
6
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:
7
Forecasting tourist flows in the COVID-19 era using nonparametric mixed-frequency VARs
You, Wan-hai
;
Huang, Yuming
;
Lee, Chien-chiang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 473-489
Persistent link: https://www.econbiz.de/10014475363
Saved in:
8
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:
9
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:
10
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
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