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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Journal of empirical finance"
~subject:"Forecasting model"
~subject:"Risk premium"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Forecasting model
Risk premium
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Estimation
254
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254
Capital income
119
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99
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Baillie, Richard
3
Caporin, Massimiliano
3
Cho, Dooyeon
3
Karanasos, Menelaos
3
Tzavalis, Elias
3
Wang, Yudong
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2
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1
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Journal of empirical finance
Applied economics
267
Economic modelling
243
Finance research letters
215
International review of economics & finance : IREF
195
Energy economics
193
Journal of banking & finance
182
Applied economics letters
180
International review of financial analysis
169
Journal of international money and finance
163
International journal of forecasting
162
Journal of econometrics
148
The North American journal of economics and finance : a journal of financial economics studies
143
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
126
Journal of financial economics
126
Journal of international financial markets, institutions & money
123
Economics letters
121
Journal of forecasting
116
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114
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106
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96
The European journal of finance
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International journal of finance & economics : IJFE
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79
The journal of futures markets
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67
Pacific-Basin finance journal
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
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62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Empirica : journal of european economics
58
Journal of macroeconomics
53
International journal of economics and finance
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Quantitative finance
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European economic review : EER
48
Review of quantitative finance and accounting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
154
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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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