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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Journal of empirical finance"
~subject:"Forecasting model"
~subject:"Markov chain"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Forecasting model
Markov chain
Volatilität
Estimation
254
Schätzung
254
Capital income
119
Kapitaleinkommen
119
Theorie
99
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99
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83
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83
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66
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Karanasos, Menelaos
3
Tzavalis, Elias
3
Wang, Yudong
3
Baillie, Richard
2
Caporin, Massimiliano
2
Christiansen, Charlotte
2
Cipollini, Andrea
2
Conrad, Christian
2
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Dijk, Dick van
2
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2
Kim, Kun Ho
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Li, Chen
2
Maio, Paulo
2
Min, Byoung-Kyu
2
Nelson, Charles R.
2
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2
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2
Wel, Michel van der
2
Wu, Chongfeng
2
Yu, Deshui
2
Zaremba, Adam
2
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1
Aboulamer, Anas
1
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1
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Journal of empirical finance
Applied economics
273
Economic modelling
245
Finance research letters
205
Energy economics
197
Applied economics letters
184
International review of economics & finance : IREF
180
International review of financial analysis
164
Journal of econometrics
164
International journal of forecasting
163
Journal of banking & finance
159
The North American journal of economics and finance : a journal of financial economics studies
140
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
138
Journal of international money and finance
137
Economics letters
124
Journal of forecasting
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
112
Journal of international financial markets, institutions & money
107
Applied financial economics
100
Research in international business and finance
95
Journal of financial economics
86
The European journal of finance
83
International journal of finance & economics : IJFE
81
Journal of risk and financial management : JRFM
77
The journal of futures markets
76
Journal of applied econometrics
75
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Journal of economic dynamics & control
65
Journal of macroeconomics
59
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Pacific-Basin finance journal
58
Empirica : journal of european economics
56
International journal of economics and finance
54
Macroeconomic dynamics
52
Econometric reviews
49
European economic review : EER
49
Quantitative finance
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
45
International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
142
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1
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
2
Stock return predictability and cyclical movements in valuation ratios
Yu, Deshui
;
Huang, Difang
;
Li, Chen
- In:
Journal of empirical finance
72
(
2023
),
pp. 36-53
Persistent link: https://www.econbiz.de/10014476797
Saved in:
3
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
4
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
Saved in:
5
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
6
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
7
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
8
Option gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
9
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
Saved in:
10
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
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