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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Journal of forecasting"
~language:"afr"
~language:"eng"
~person:"Clements, Michael P."
~person:"Timmermann, Allan"
~subject:"CAPM"
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Portfolio-Management
United States
CAPM
Forecasting model
9
Prognoseverfahren
9
Theorie
9
Theory
9
Börsenkurs
2
Economic forecast
2
Exchange rate
2
Frühindikator
2
Leading indicator
2
Share price
2
Wechselkurs
2
Wirtschaftsprognose
2
Autocorrelation
1
Autokorrelation
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Capital income
1
Estimation theory
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1
Mathematical programming
1
Mathematische Optimierung
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Nichtlineare Regression
1
Nonlinear regression
1
Portfolio selection
1
Schätztheorie
1
Statistical distribution
1
Statistische Verteilung
1
Time series analysis
1
Transaction costs
1
Transaktionskosten
1
USA
1
Welt
1
World
1
Zeitreihenanalyse
1
histogram forecasts
1
imitative behaviour
1
macro-forecasting
1
point predictions
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English
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Clements, Michael P.
Timmermann, Allan
Reeves, Jonathan J.
2
Wu, Haifeng
2
Alho, Juha M.
1
Andrews, Rick L.
1
Baghestani, Hamid
1
Bagudu, Aliyu
1
Banulescu, Denisa
1
Baruník, Jozef
1
Batchelor, Roy A.
1
Berteloot, Koen
1
Bessler, David A.
1
Bidarkota, Prasad V.
1
Brooks, Chris
1
Brännäs, Kurt
1
Cain, Michael
1
Caldeira, João F.
1
Camacho, Maximo
1
Castermans, Gerd
1
Cenesizoglu, Tolga
1
Chan, Ngai Hang
1
Chan, Wai-Sum
1
Chauvet, Marcelle
1
Cheng, Yihan
1
Clark, Todd E.
1
Colletaz, Gilbert
1
Cubadda, Gianluca
1
Dai, Xingyu
1
Dai, Zhifeng
1
De Nard, Gianluca
1
Diallo, Boubacar
1
Dockner, Engelbert J.
1
Donihue, Michael R.
1
Dorffner, Georg
1
Dua, Pami
1
Echterling, Fabian
1
Fabozzi, Frank J.
1
Fader, Peter
1
Fang, Yan
1
Farrell, Claude
1
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Journal of forecasting
Discussion paper / Centre for Economic Policy Research
8
Discussion paper in financial economics : FE
4
Discussion paper / Department of Economics, University of California San Diego
3
Discussion paper series / LSE Financial Markets Group
3
Warwick economic research papers
3
CESifo working papers
2
Economics letters
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The economic journal : the journal of the Royal Economic Society
2
The review of financial studies
2
Working paper
2
Working papers / Brandeis University, Department of Economics and International Business School
2
Birkbeck working papers in economics and finance : BWPEF
1
Cambridge working papers in economics
1
DAE working paper
1
DNB working paper
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / LSE Financial Markets Group
1
Discussion paper / the Pensions Institute, Birkbeck College, University of London
1
Discussion papers / CEPR
1
Econometric reviews
1
Handbook of financial intermediation and banking
1
IMF working paper
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
Series in financial economics and quantitative analysis
1
The Scandinavian journal of economics
1
The econometrics journal
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Evaluating the forecast densities of linear and non-linear models : applications to output growth and unemployment
Clements, Michael P.
;
Smith, Jeremy
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 255-276
Persistent link: https://www.econbiz.de/10001504605
Saved in:
2
Forecasting stock returns : an examination of stock market trading in the presence of transaction costs
Pesaran, M. Hashem
- In:
Journal of forecasting
13
(
1994
)
4
,
pp. 335-367
Persistent link: https://www.econbiz.de/10001166232
Saved in:
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