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subject:"Kapitaleinkommen"
~person:"Goetzmann, William N."
~person:"Wohar, Mark E."
~person:"Zaremba, Adam"
~subject:"Forecasting model"
~type_genre:"Working Paper"
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Kapitaleinkommen
Forecasting model
Estimation
17
Schätzung
17
USA
10
United States
10
Börsenkurs
7
Capital income
7
Share price
7
Welt
5
World
5
Anlageverhalten
4
Behavioural finance
4
Theorie
3
Theory
3
1991-1996
2
Aktienmarkt
2
Dividend
2
Dividende
2
Erwartungsbildung
2
Expectation formation
2
Financial analysis
2
Financial market regulation
2
Finanzanalyse
2
Finanzmarktregulierung
2
Geldpolitik
2
Geschichte
2
Immobilienmarkt
2
Immobilienpreis
2
Real estate market
2
Real estate price
2
Risiko
2
Risk
2
Stock market
2
VAR model
2
VAR-Modell
2
Volatility
2
Volatilität
2
1372-1946
1
1701-2014
1
1865-1914
1
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Free
4
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Book / Working Paper
7
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Working Paper
Article in journal
89
Aufsatz in Zeitschrift
89
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Language
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English
7
Author
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Goetzmann, William N.
Wohar, Mark E.
Zaremba, Adam
Marcellino, Massimiliano
42
McAleer, Michael
28
Pesaran, M. Hashem
28
Gupta, Rangan
24
Timmermann, Allan
23
Härdle, Wolfgang
20
Pierdzioch, Christian
20
Clark, Todd E.
17
Kilian, Lutz
17
Huber, Florian
16
Kim, Hyeongwoo
16
Baumeister, Christiane
15
Hoesli, Martin
15
Bohl, Martin T.
14
Caporale, Guglielmo Maria
14
Franses, Philip Hans
14
Fritsche, Ulrich
14
Döpke, Jörg
13
Kapetanios, George
13
Siliverstovs, Boriss
13
Bollerslev, Tim
12
Guérin, Pierre
11
Koopman, Siem Jan
11
Nitschka, Thomas
11
Pástor, Ľuboš
11
Ravazzolo, Francesco
11
Schorfheide, Frank
11
Schröder, Michael
11
Diebold, Francis X.
10
Engle, Robert F.
10
Guidolin, Massimo
10
Hautsch, Nikolaus
10
Herwartz, Helmut
10
Koop, Gary
10
Kunst, Robert M.
10
Mittnik, Stefan
10
Stambaugh, Robert F.
10
Cholodilin, Konstantin Arkadʹevič
9
Ghysels, Eric
9
Ludvigson, Sydney C.
9
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Working paper / National Bureau of Economic Research, Inc.
3
Discussion paper / Centre for Economic Policy Research
2
Department of Economics working paper series
1
Research Department working paper / Federal Reserve Bank of Dallas
1
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ECONIS (ZBW)
7
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1
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
2
Efficiency and the bear : short sales and markets around the world
Bris, Arturo
;
Goetzmann, William N.
;
Zhu, Ning N.
-
2003
Persistent link: https://www.econbiz.de/10001736561
Saved in:
3
Disposition matters : volume, volatility and price impact of a behavioral bias
Goetzmann, William N.
;
Massa, Massimo
-
2003
Persistent link: https://www.econbiz.de/10001738752
Saved in:
4
Global real estate markets : cycles and fundamentals
Case, Bradford
;
Goetzmann, William N.
;
Rouwenhorst, K. Geert
-
2000
Persistent link: https://www.econbiz.de/10001456006
Saved in:
5
Dispersion of opinion and stock returns
Goetzmann, William N.
;
Massa, Massimo
-
2005
Persistent link: https://www.econbiz.de/10002589631
Saved in:
6
Disposition matters ; volume, volatility and price impact of behavioural bias
Goetzmann, William N.
;
Massa, Massimo
-
2004
Persistent link: https://www.econbiz.de/10002593861
Saved in:
7
Why are stock prices so high? : Dividend growth or discount factor?
Balke, Nathan S.
;
Wohar, Mark E.
-
2000
Persistent link: https://www.econbiz.de/10001446210
Saved in:
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