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person:"Andersen, Torben G."
~person:"Bollerslev, Tim"
~person:"Diebold, Francis X."
~person:"Kelly, Bryan T."
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Search: subject_exact:"Kapitalgewinn"
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Forecasting model
Zeitreihenanalyse
Capital income
47
Kapitaleinkommen
47
Volatility
29
Volatilität
29
Estimation
27
Schätzung
27
Theorie
20
Theory
20
Prognoseverfahren
17
Börsenkurs
16
Share price
16
CAPM
13
Risikoprämie
12
Risk premium
12
USA
12
United States
12
Time series analysis
8
High-frequency data
7
Estimation theory
6
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6
Aktienindex
5
Risiko
5
Risk
5
Stock index
5
ARCH model
4
ARCH-Modell
4
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4
Beta risk
4
Betafaktor
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Deutschland
4
Financial market
4
Finanzmarkt
4
Forecast
4
Germany
4
Japan
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
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Article
23
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25
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25
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24
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24
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23
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Andersen, Torben G.
Bollerslev, Tim
Diebold, Francis X.
Kelly, Bryan T.
Gupta, Rangan
74
Ma, Feng
38
McMillan, David G.
38
Zaremba, Adam
38
Narayan, Paresh Kumar
32
Wang, Yudong
32
Wohar, Mark E.
32
Pierdzioch, Christian
26
Zhang, Yaojie
26
Bouri, Elie
18
Zhou, Guofu
15
Gil-Alaña, Luis A.
14
Li, Yan
14
Liang, Chao
14
Guidolin, Massimo
13
Li, Bin
13
Long, Huaigang
13
Nonejad, Nima
13
Salisu, Afees A.
13
Balcilar, Mehmet
12
Cakici, Nusret
12
Kumar, Dilip
12
Sharma, Susan Sunila
12
Timmermann, Allan
12
Todorov, Viktor
12
Westerlund, Joakim
12
Zhu, Xiaoneng
12
Dai, Zhifeng
11
Liu, Li
11
McAleer, Michael
11
Tiwari, Aviral Kumar
11
Wei, Yu
11
Yin, Libo
11
Andersen, Torben
10
Bali, Turan G.
10
Kim, Jae H.
10
Pan, Zhiyuan
10
Tauchen, George Eugene
10
Wu, Chongfeng
10
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Journal of financial economics
5
Journal of econometrics
4
The review of economics and statistics
3
International economic review
2
Symposium on forecasting and empirical methods in macroeconomics and finance
2
Critical finance review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of risk
1
Review of finance : journal of the European Finance Association
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
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ECONIS (ZBW)
23
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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
Dissecting market expectations in the cross-section of book-to-market ratios : a comment
Kelly, Bryan T.
;
Pruitt, Seth
- In:
Critical finance review
11
(
2022
)
2
,
pp. 375-381
Persistent link: https://www.econbiz.de/10013457294
Saved in:
3
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
4
A factor model for option returns
Büchner, Matthias
;
Kelly, Bryan T.
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1140-1161
Persistent link: https://www.econbiz.de/10013402153
Saved in:
5
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
6
Autoencoder asset pricing models
Gu, Shihao
;
Kelly, Bryan T.
;
Xiu, Dacheng
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 429-450
Persistent link: https://www.econbiz.de/10012619654
Saved in:
7
Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
Saved in:
8
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
9
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
10
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
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