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subject:"Kapitaleinkommen"
type_genre:"Case study"
~isPartOf:"Journal of forecasting"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Mehrbändiges Werk"
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Search: subject_exact:"Estimation"
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Kapitaleinkommen
Estimation
145
Schätzung
145
Forecasting model
108
Prognoseverfahren
108
Theorie
75
Theory
75
Time series analysis
49
Zeitreihenanalyse
49
Capital income
31
Volatility
28
Volatilität
28
Börsenkurs
24
Share price
24
Estimation theory
18
Schätztheorie
18
USA
18
United States
18
Forecast
16
Prognose
16
forecasting
15
Regression analysis
13
Regressionsanalyse
13
Bayes-Statistik
12
Bayesian inference
12
ARCH model
11
ARCH-Modell
11
Inflation
11
VAR model
11
VAR-Modell
11
Aktienmarkt
10
Stock market
10
Yield curve
10
Zinsstruktur
10
EU countries
9
EU-Staaten
9
Frühindikator
9
Leading indicator
9
Deutschland
8
Exchange rate
8
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Undetermined
16
Free
3
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Article
31
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Case study
Aufsatz in Zeitschrift
Mehrbändiges Werk
Article in journal
31
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English
31
Author
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Cepni, Oguzhan
2
Gupta, Rangan
2
Pierdzioch, Christian
2
Ullah, Wali
2
Abdullah, Mat Yusoff
1
Ahmad, Muhammad Idrees
1
Ai, Chunrong
1
Asgharian, Hossein
1
Black, Angela J.
1
Blanco-Fernández, Ángela
1
Bonato, Matteo
1
Cai, Wensheng
1
Cenesizoglu, Tolga
1
Chang, Shu-Lien
1
Chen, Yi-ting
1
Cheng, Yihan
1
Choi, Jaehyuk
1
Chong, Choo Wei
1
Ciarreta, Aitor
1
Fei, Tianlun
1
Fischer, Henning
1
Ge, Desheng
1
Granger, C. W. J.
1
Han, Qingxiang
1
Hartmann, Daniel
1
He, Mengxi
1
Hou, Ai Jun
1
Javed, Farrukh
1
Kang, Kyu Ho
1
Karathanasopoulos, Andreas
1
Klinkowska, Olga
1
Koubaa, Yosra
1
Koundouri, Phoebe
1
Kourogenis, Nikolaos
1
Lee, Hsiu-chuan
1
Lien, Da-hsiang Donald
1
Liu, Qianqiu
1
Liu, Xiaoquan
1
Man, Kasing
1
Matsuda, Yasumasa
1
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Journal of forecasting
Finance research letters
153
Journal of banking & finance
139
International review of financial analysis
134
Journal of financial economics
127
International review of economics & finance : IREF
123
Journal of empirical finance
119
Applied economics
101
The North American journal of economics and finance : a journal of financial economics studies
89
Applied financial economics
87
Applied economics letters
86
Economic modelling
82
Journal of international financial markets, institutions & money
79
Pacific-Basin finance journal
70
Research in international business and finance
67
The European journal of finance
66
Review of quantitative finance and accounting
59
Journal of econometrics
53
Journal of international money and finance
52
Management science : journal of the Institute for Operations Research and the Management Sciences
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Economics letters
42
International journal of finance & economics : IJFE
42
International journal of economics and finance
40
Journal of risk and financial management : JRFM
40
Journal of financial markets
39
Cogent economics & finance
37
Energy economics
37
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
33
International journal of forecasting
33
Investment management and financial innovations
31
Journal of financial and quantitative analysis : JFQA
31
International journal of economics and financial issues : IJEFI
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
The journal of finance : the journal of the American Finance Association
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Quantitative finance
24
Review of finance : journal of the European Finance Association
24
The journal of asset management
24
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ECONIS (ZBW)
31
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
3
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
4
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
5
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
6
Yield spread selection in predicting recession probabilities
Choi, Jaehyuk
;
Ge, Desheng
;
Kang, Kyu Ho
;
Sohn, Sungbin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
Saved in:
7
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
8
Forecasting realized volatility of Bitcoin : the informative role of price duration
Slim, Skander
;
Tabche, Ibrahim
;
Koubaa, Yosra
;
Osman, …
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1909-1929
Persistent link: https://www.econbiz.de/10014432802
Saved in:
9
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
Saved in:
10
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
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