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language:"nor"
subject:"Estimation"
~accessRights:"restricted"
~isPartOf:"Journal of financial economics"
~language:"eng"
~language:"hun"
~language:"pol"
~language:"rus"
~source:"econis"
~subject:"Forecasting model"
~subject:"USA"
~subject:"Volatilität"
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Estimation
Forecasting model
USA
Volatilität
Schätzung
147
Capital income
80
Kapitaleinkommen
80
CAPM
51
Risikoprämie
51
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Kelly, Bryan T.
5
Bollerslev, Tim
4
Moskowitz, Tobias J.
4
Todorov, Viktor
4
Bai, Jennie
3
Bali, Turan G.
2
Baltussen, Guido
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Bandi, Federico M.
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Nieuwerburgh, Stijn van
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Peijnenburg, Kim
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1
Acharya, Viral V.
1
Amaya, Diego
1
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1
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Journal of financial economics
Discussion paper / Centre for Economic Policy Research
1,254
Working paper / National Bureau of Economic Research, Inc.
764
Applied economics
599
Economic modelling
534
Discussion papers / CEPR
436
Applied economics letters
416
Finance research letters
414
Energy economics
407
Economics letters
394
International review of economics & finance : IREF
348
Journal of econometrics
283
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
249
The North American journal of economics and finance : a journal of financial economics studies
236
International review of financial analysis
233
Journal of international money and finance
227
Journal of banking & finance
206
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
197
Research in international business and finance
187
Labour economics : official journal of the European Association of Labour Economists
165
Journal of economic dynamics & control
162
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
160
Journal of empirical finance
151
Journal of international financial markets, institutions & money
147
European economic review : EER
139
Journal of economic behavior & organization : JEBO
139
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
139
International journal of economics and finance
137
Empirical economics : a quarterly journal of the Institute for Advanced Studies
135
Journal of macroeconomics
133
International journal of finance & economics : IJFE
127
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
118
Pacific-Basin finance journal
118
International journal of forecasting
117
Management science : journal of the Institute for Operations Research and the Management Sciences
108
SpringerLink / Bücher
108
Macroeconomic dynamics
104
Economics of education review
102
American economic journal : a journal of the American Economic Association
99
Journal of international economics
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ECONIS (ZBW)
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147
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1
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
2
Automation and the displacement of labor by capital : asset pricing theory and empirical evidence
Knesl, Jiří
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10013546671
Saved in:
3
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
4
The fundamental-to-market ratio and the value premium decline
Gonçalves, Andrei S.
;
Leonard, Gregory K.
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 382-405
Persistent link: https://www.econbiz.de/10013546677
Saved in:
5
Heterogeneous liquidity providers and night-minus-day return predictability
Lu, Zhongjin
;
Malliaris, Steven
;
Qin, Zhongling
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 175-200
Persistent link: https://www.econbiz.de/10014335742
Saved in:
6
Asset holders' consumption risk and tests of conditional CCAPM
Elkamhi, Redouane
;
Jo, Chanik
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 220-244
Persistent link: https://www.econbiz.de/10014335744
Saved in:
7
Dynamics of subjective risk premia
Nagel, Stefan
;
Xu, Zhengyang
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462598
Saved in:
8
The labor effects of judicial bias in bankruptcy
Araújo, Aloisio Pessoa de
;
Ferreira, Rafael
;
Lagaras, …
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462605
Saved in:
9
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
10
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
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