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person:"Andersen, Torben G."
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Bollerslev, Tim"
~person:"Kelly, Bryan T."
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
~subject:"Zeitreihenanalyse"
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Forecasting model
Kapitaleinkommen
Zeitreihenanalyse
Capital income
3
1930-2010
1
Börsenkurs
1
CAPM
1
Complex systems
1
Complexity management
1
Corporate bond
1
Estimation
1
Forecast
1
Komplexe Systeme
1
Komplexitätsmanagement
1
Prognose
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Prognoseverfahren
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Risikoprämie
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Risk premium
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Schätzung
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Andersen, Torben G.
Bollerslev, Tim
Kelly, Bryan T.
Titman, Sheridan
10
Fama, Eugene F.
7
Lakonishok, Josef
7
French, Kenneth Ronald
6
Jegadeesh, Narasimhan
5
Stambaugh, Robert F.
5
Barber, Brad M.
4
Bekaert, Geert
4
Campbell, John Y.
4
Chan, Louis K. C.
4
Chordia, Tarun
4
Cooper, Michael J.
4
Daniel, Kent
4
Lynch, Anthony W.
4
Pástor, Ľuboš
4
Wermers, Russ
4
Aggarwal, Reena
3
Baker, Malcolm
3
Brennan, Michael J.
3
Conrad, Jennifer S.
3
Ferson, Wayne E.
3
Gulen, Huseyin
3
Hameed, Allaudeen
3
Harvey, Campbell R.
3
Hodrick, Robert J.
3
Hong, Harrison G.
3
Jagannathan, Ravi
3
Jones, Charles M.
3
Korajczyk, Robert A.
3
Lamont, Owen A.
3
Longstaff, Francis A.
3
Loughran, Tim
3
McConnell, John J.
3
Michaely, Roni
3
Ritter, Jay
3
Schwert, George William
3
Shumway, Tyler
3
Timmermann, Allan
3
Whitelaw, Robert F.
3
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The journal of finance : the journal of the American Finance Association
NBER working paper series
10
Journal of econometrics
9
Journal of financial economics
9
NBER Working Paper
9
CREATES research paper
7
Working paper / National Bureau of Economic Research, Inc.
7
ERID working paper
6
Economic Research Initiatives at Duke (ERID) Working Paper
5
CFS working paper series
2
Chicago Booth Research Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Finance and economics discussion series
2
Financial Institutions Center
2
Swiss Finance Institute Research Paper
2
The review of economics and statistics
2
The review of financial studies
2
Working papers / Financial Institutions Center
2
CREATES Research Paper
1
Critical finance review
1
Discussion papers / CEPR
1
Economics letters
1
Handbook of economic forecasting ; 1
1
International economic review
1
International finance discussion papers
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics
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Journal of investment management : JOIM
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Journal of risk
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NBER reporter online
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Queen's Economics Department working paper
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Research paper series / Swiss Finance Institute
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Review of finance : journal of the European Finance Association
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
University of Chicago, Becker Friedman Institute for Economics Working Paper
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Working papers / Rodney L. White Center for Financial Research
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Yale ICF Working Paper
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ECONIS (ZBW)
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1
The virtue of complexity in return prediction
Kelly, Bryan T.
;
Malamud, Semyon
;
Zhou, Kangying
- In:
The journal of finance : the journal of the American …
79
(
2024
)
1
,
pp. 459-503
Persistent link: https://www.econbiz.de/10014486426
Saved in:
2
Modeling corporate bond returns
Kelly, Bryan T.
;
Palhares, Diogo
;
Pruitt, Seth
- In:
The journal of finance : the journal of the American …
78
(
2023
)
4
,
pp. 1967-2008
Persistent link: https://www.econbiz.de/10014312073
Saved in:
3
Market expectations in the cross-section of present values
Kelly, Bryan T.
;
Pruitt, Seth
- In:
The journal of finance : the journal of the American …
68
(
2013
)
5
,
pp. 1721-1756
Persistent link: https://www.econbiz.de/10010204047
Saved in:
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