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subject:"Capital income"
~isPartOf:"International journal of forecasting"
~isPartOf:"Quantitative finance"
~subject:"Regression analysis"
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Capital income
Regression analysis
Estimation
263
Schätzung
262
Forecasting model
177
Prognoseverfahren
177
Theorie
122
Theory
122
Time series analysis
93
Zeitreihenanalyse
93
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57
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Dionne, Georges
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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International journal of forecasting
Quantitative finance
Finance research letters
167
Applied economics
152
Journal of banking & finance
143
International review of financial analysis
142
International review of economics & finance : IREF
136
Journal of financial economics
127
Applied economics letters
126
Journal of empirical finance
126
Economic modelling
125
Journal of econometrics
125
NBER working paper series
109
The North American journal of economics and finance : a journal of financial economics studies
99
Working paper / National Bureau of Economic Research, Inc.
97
Discussion paper series / IZA
91
Applied financial economics
88
Journal of international financial markets, institutions & money
85
NBER Working Paper
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Research in international business and finance
75
Pacific-Basin finance journal
72
Economics letters
70
The European journal of finance
69
Review of quantitative finance and accounting
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
CESifo working papers
56
Journal of international money and finance
55
Management science : journal of the Institute for Operations Research and the Management Sciences
54
Working paper
54
Energy economics
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
International journal of economics and finance
48
International journal of finance & economics : IJFE
48
Journal of risk and financial management : JRFM
48
Cogent economics & finance
44
IZA Discussion Paper
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Discussion papers / CEPR
40
Research paper series / Swiss Finance Institute
40
Journal of financial markets
39
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ECONIS (ZBW)
72
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
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3
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
4
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
5
The profitability of lead-lag arbitrage at high frequency
Poutré, Cédric
;
Dionne, Georges
;
Yergeau, Gabriel
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1002-1021
Persistent link: https://www.econbiz.de/10014547234
Saved in:
6
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
7
Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael
;
Fu, Xi
;
Zhu, Yunyi
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10014462768
Saved in:
8
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
9
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
10
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
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