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source:"econis"
subject:"Theorie"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Döpke, Jörg"
~person:"Engle, Robert F."
~person:"Narayan, Paresh Kumar"
~subject:"Prognoseverfahren"
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Theorie
Prognoseverfahren
Börsenkurs
3
Capital income
3
Estimation
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Kapitaleinkommen
3
Schätzung
3
Share price
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Forecasting model
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Time series analysis
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Estimation theory
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conditional heteroskedasticity
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multi-factor asset pricing
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multivariate GARCH
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non-nested tests
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panel data
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predictability
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Döpke, Jörg
Engle, Robert F.
Narayan, Paresh Kumar
Garcia, René
5
Almeida, Caio
3
Ardison, Kym
3
Olmo, Jose
3
Trojani, Fabio
3
Vicente, Jose
3
Audrino, Francesco
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Dobrev, Dobrislav
2
Ghysels, Eric
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Lanne, Markku
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Okou, Cédric
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Schaumburg, Ernst
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Voev, Valeri
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Westerlund, Joakim
2
Abbritti, Mirko
1
Aguilar, Mike
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Antoine, Bertille
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Asai, Manabu
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Bali, Turan G.
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Burnside, Craig
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Caldeira, João F.
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Calvori, Francesco
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Camponovo, Lorenzo
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Chiu, Ching Wai Jeremy
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Chollete, Lorán
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Christensen, Jens H. E.
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Cont, Rama
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Feunou, Bruno
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Department of Economics, University of California San Diego
8
Kieler Arbeitspapiere
8
Working paper / National Bureau of Economic Research, Inc.
7
Journal of international financial markets, institutions & money
6
Kiel working paper
5
Emerging markets review
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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International review of financial analysis
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NBER working paper series
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DEP (Socioeconomics) discussion papers : macroeconomics and finance series
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Discussion paper / Deutsche Bundesbank
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Economic modelling
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Energy economics
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International journal of forecasting
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International review of economics & finance : IREF
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NBER Working Paper
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Pacific-Basin finance journal
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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Australian economic papers
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Bundesbank Series 1 Discussion Paper
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Bundesbank Series 2 Discussion Paper
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Cambridge working papers in economics
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DIW Berlin Discussion Paper
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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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
1
Georgetown McDonough School of Business Research Paper
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Jahrbücher für Nationalökonomie und Statistik
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
1
Journal of economic literature
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Journal of economics & business
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Journal of financial economics
1
Journal of international money and finance
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Journal of macroeconomics
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Queen's Economics Department working paper
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ECONIS (ZBW)
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A random coefficient approach to the predictability of stock returns in panels
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 605-664
Persistent link: https://www.econbiz.de/10011339261
Saved in:
2
Testing for predictability in conditionally heteroskedastic stock returns
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 342-375
Persistent link: https://www.econbiz.de/10011339304
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