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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Journal of empirical finance"
~subject:"Forecasting model"
~subject:"Risiko"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Forecasting model
Risiko
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Estimation
254
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254
Capital income
119
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119
Theorie
99
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99
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Karanasos, Menelaos
3
Tzavalis, Elias
3
Wang, Yudong
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Baillie, Richard
2
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2
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Journal of empirical finance
Applied economics
288
Economic modelling
251
Finance research letters
220
International review of economics & finance : IREF
202
Energy economics
197
Applied economics letters
190
International review of financial analysis
177
Journal of banking & finance
173
International journal of forecasting
162
Journal of international money and finance
157
Journal of econometrics
151
The North American journal of economics and finance : a journal of financial economics studies
140
Economics letters
136
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
129
Journal of forecasting
115
Journal of international financial markets, institutions & money
115
Applied financial economics
108
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106
Research in international business and finance
99
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97
The European journal of finance
87
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84
International journal of finance & economics : IJFE
79
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78
Pacific-Basin finance journal
68
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67
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64
Journal of macroeconomics
64
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Empirica : journal of european economics
58
Management science : journal of the Institute for Operations Research and the Management Sciences
55
European economic review : EER
53
International journal of economics and finance
51
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
151
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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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