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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"
~subject:"Prognose"
~subject:"Risikoprämie"
~subject:"Volatility"
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Capital income
Prognose
Risikoprämie
Volatility
Estimation
453
Schätzung
453
Theorie
178
Theory
178
Forecasting model
174
Prognoseverfahren
174
Kapitaleinkommen
166
Börsenkurs
137
Share price
137
Volatilität
112
Time series analysis
85
Zeitreihenanalyse
85
Aktienmarkt
62
Stock market
62
CAPM
55
ARCH model
54
ARCH-Modell
54
Portfolio selection
54
Portfolio-Management
54
USA
51
United States
51
Risk premium
43
Estimation theory
42
Schätztheorie
42
Risk
38
Welt
37
World
37
Risiko
36
Yield curve
34
Zinsstruktur
34
Deutschland
32
Germany
32
Forecast
26
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25
Polen
25
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229
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14
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227
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227
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14
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Non-commercial literature
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English
243
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Bohl, Martin T.
9
Wang, Yudong
5
Caporin, Massimiliano
3
Cenesizoglu, Tolga
3
Ge̜bka, Bartosz
3
Henke, Harald
3
Nelson, Charles R.
3
Pan, Zhiyuan
3
Baillie, Richard
2
Bonato, Matteo
2
Cepni, Oguzhan
2
Cheung, Yin-Wong
2
Cho, Dooyeon
2
Christiansen, Charlotte
2
Clements, Adam
2
Conrad, Christian
2
Dendramis, Yiannis
2
Dijk, Dick van
2
Gupta, Rangan
2
Hur, Jungshik
2
Kang, Kyu Ho
2
Karanasos, Menelaos
2
Karathanasopoulos, Andreas
2
Kim, Chang-Jin
2
Kim, Kun Ho
2
Klinkowska, Olga
2
Li, Chen
2
Liu, Xiaoquan
2
Maio, Paulo
2
Martens, Martin
2
Min, Byoung-Kyu
2
Opschoor, Anne
2
Pedersen, Thomas Q.
2
Pierdzioch, Christian
2
Reeves, Jonathan J.
2
Salvador, Enrique
2
Santucci de Magistris, Paolo
2
Taylor, James W.
2
Taylor, Nicholas
2
Tzavalis, Elias
2
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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
Finance research letters
234
Applied economics
209
Working paper / National Bureau of Economic Research, Inc.
205
International review of economics & finance : IREF
202
Journal of banking & finance
202
International review of financial analysis
198
NBER working paper series
196
Economic modelling
179
Energy economics
167
NBER Working Paper
166
Journal of financial economics
157
Applied economics letters
156
Applied financial economics
156
The North American journal of economics and finance : a journal of financial economics studies
152
Journal of international money and finance
135
Journal of international financial markets, institutions & money
133
Journal of econometrics
124
Working paper
117
Research in international business and finance
114
The European journal of finance
100
CESifo working papers
97
Discussion paper / Centre for Economic Policy Research
95
Economics letters
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
Pacific-Basin finance journal
88
International journal of finance & economics : IJFE
82
Review of quantitative finance and accounting
78
Journal of risk and financial management : JRFM
77
International journal of forecasting
74
The journal of futures markets
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Management science : journal of the Institute for Operations Research and the Management Sciences
68
International journal of economics and finance
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
Discussion paper / Tinbergen Institute
60
Discussion papers / CEPR
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Research paper series / Swiss Finance Institute
58
The journal of finance : the journal of the American Finance Association
58
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ECONIS (ZBW)
243
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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
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
4
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:
5
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:
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
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
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
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:
10
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
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