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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Journal of econometrics"
~isPartOf:"Research in international business and finance"
~subject:"Behavioural finance"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Forecasting model
Stock market
Behavioural finance
Kapitaleinkommen
Estimation
690
Schätzung
685
Estimation theory
220
Schätztheorie
220
Theorie
185
Theory
185
Volatility
170
Volatilität
170
Time series analysis
133
Zeitreihenanalyse
133
Börsenkurs
121
Share price
121
Capital income
120
Nichtparametrisches Verfahren
109
Nonparametric statistics
109
Panel
109
Panel study
109
Regression analysis
93
Regressionsanalyse
93
Prognoseverfahren
83
Aktienmarkt
80
USA
65
United States
65
ARCH model
64
ARCH-Modell
64
Welt
52
World
52
Cointegration
50
Kointegration
50
Stochastic process
46
Stochastischer Prozess
46
Panel data
42
Factor analysis
40
Faktorenanalyse
40
Causality analysis
36
Kausalanalyse
36
Portfolio selection
36
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Undetermined
174
Free
3
Type of publication
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Article
216
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Article in journal
Aufsatz in Zeitschrift
216
Conference paper
1
Konferenzbeitrag
1
Language
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English
216
Author
All
Todorov, Viktor
8
Bollerslev, Tim
6
Gupta, Rangan
6
Abedin, Mohammad Zoynul
3
Andersen, Torben
3
Fan, Jianqing
3
Gil-Alaña, Luis A.
3
Kim, Donggyu
3
Patton, Andrew J.
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Andreou, Elena
2
Aït-Sahalia, Yacine
2
Balcilar, Mehmet
2
Bouteska, Ahmed
2
Chiang, Thomas C.
2
Francq, Christian
2
Ghysels, Eric
2
Hong, Yongmiao
2
Ji, Qiang
2
Lau, Chi Keung
2
Lee, Tae-hwy
2
Li, Jia
2
Li, Yingying
2
McMillan, David G.
2
Meddahi, Nour
2
Paolella, Marc S.
2
Papadamou, Stephanos
2
Pelger, Markus
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Shephard, Neil G.
2
Sidiropoulos, Moïse
2
Spyromitros, Eleftherios
2
Tiwari, Aviral Kumar
2
Tu, Yundong
2
Umar, Zaghum
2
Valkanov, Rossen I.
2
Zakoïan, Jean-Michel
2
Zaremba, Adam
2
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Published in...
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Journal of econometrics
Research in international business and finance
Finance research letters
231
Applied economics
203
International review of financial analysis
195
Journal of banking & finance
195
International review of economics & finance : IREF
182
Applied economics letters
173
Economic modelling
168
Journal of empirical finance
162
International journal of forecasting
156
Applied financial economics
145
Journal of financial economics
145
The North American journal of economics and finance : a journal of financial economics studies
143
Journal of international financial markets, institutions & money
114
Journal of forecasting
112
The European journal of finance
105
Energy economics
101
Journal of international money and finance
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Pacific-Basin finance journal
87
Economics letters
78
Review of quantitative finance and accounting
78
Journal of risk and financial management : JRFM
76
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
70
International journal of finance & economics : IJFE
69
International journal of economics and finance
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Management science : journal of the Institute for Operations Research and the Management Sciences
58
Cogent economics & finance
57
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
57
Journal of financial and quantitative analysis : JFQA
50
Journal of financial markets
50
International journal of economics and financial issues : IJEFI
46
The journal of futures markets
46
The journal of finance : the journal of the American Finance Association
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
The empirical economics letters : a monthly international journal of economics
43
Emerging markets, finance and trade : EMFT
42
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ECONIS (ZBW)
216
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216
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Potential diversification benefits : a comparative study of Islamic and conventional stock market indexes
Belanes, Amel
;
Saâdaoui, Foued
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014451500
Saved in:
3
Selling options to beat the market : further empirical evidence
Balbás de la Corte, Alejandro
;
Serna, Gregorio
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014451533
Saved in:
4
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
5
Credit risk prediction based on loan profit : evidence from Chinese SMEs
Li, Zhe
;
Liang, Shuguang
;
Pan, Xianyou
;
Pang, Meng
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014451525
Saved in:
6
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
7
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
8
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
9
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
10
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
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