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subject:"Prognoseverfahren"
~isPartOf:"Journal of empirical finance"
~subject:"Bruttoinlandsprodukt"
~subject:"Interest rate"
~subject:"Monte-Carlo-Simulation"
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Prognoseverfahren
Bruttoinlandsprodukt
Interest rate
Monte-Carlo-Simulation
Estimation
256
Schätzung
256
Capital income
121
Kapitaleinkommen
121
Theorie
100
Theory
100
Börsenkurs
83
Share price
83
Volatility
81
Volatilität
81
Forecasting model
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CAPM
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Portfolio-Management
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Aktienmarkt
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Stock market
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Risikoprämie
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Risk premium
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Time series analysis
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Zeitreihenanalyse
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Risk
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Risiko
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Welt
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World
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Estimation theory
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Schätztheorie
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USA
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Yield curve
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Zinsstruktur
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Correlation
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Korrelation
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Anlageverhalten
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Wang, Yudong
3
Gospodinov, Nikolaj
2
Li, Chen
2
Maio, Paulo
2
Min, Byoung-Kyu
2
Pan, Zhiyuan
2
Wu, Chongfeng
2
Yu, Deshui
2
Zaremba, Adam
2
Ahmed, Jameel
1
Anatolyev, Stanislav
1
Andriosopoulos, Dimitris
1
Annaert, Jan
1
Argyropoulos, Efthymios
1
Bai, Lu
1
Bai, Qing
1
Bao Doan
1
Bee, Marco
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BenSaïda, Ahmed
1
Bonato, Matteo
1
Brennan, Michael J.
1
Cai, Lili
1
Canepa, Alessandra
1
Caporin, Massimiliano
1
Cenesizoglu, Tolga
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Chronopoulos, Dimitris K.
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Chung, San-lin
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Cipollini, Andrea
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De Lira Salvatierra, Irving Arturo
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Ferrer Fernández, María
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Fu, Hsuan
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Journal of empirical finance
International journal of forecasting
162
Applied economics
147
Economic modelling
123
Journal of forecasting
110
Finance research letters
101
Journal of banking & finance
95
Applied economics letters
94
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
94
Discussion paper / Centre for Economic Policy Research
82
International review of economics & finance : IREF
80
NBER working paper series
80
NBER Working Paper
79
CESifo working papers
78
Working paper
78
Working paper / National Bureau of Economic Research, Inc.
78
Journal of econometrics
75
Economics letters
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
International review of financial analysis
69
Energy economics
68
Journal of international money and finance
62
The North American journal of economics and finance : a journal of financial economics studies
62
Journal of financial economics
60
Finance and economics discussion series
53
Journal of applied econometrics
53
Applied financial economics
52
Journal of macroeconomics
46
Discussion paper / Tinbergen Institute
44
Discussion papers / CEPR
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
IMF working papers
39
Journal of money, credit and banking : JMCB
39
Pacific-Basin finance journal
39
Journal of economic dynamics & control
38
Journal of international financial markets, institutions & money
37
Working paper series / European Central Bank
37
The European journal of finance
36
Discussion paper
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
77
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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
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:
4
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:
5
International comovement of r* : a case study of the G7 countries
Goto, Eiji
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014477081
Saved in:
6
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:
7
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:
8
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
Saved in:
9
Out-of-sample equity premium prediction : the role of option-implied constraints
Wang, Yunqi
;
Zhou, Ti
- In:
Journal of empirical finance
70
(
2023
),
pp. 199-226
Persistent link: https://www.econbiz.de/10014423642
Saved in:
10
A global monetary policy factor in sovereign bond yields
Malliaropulos, Dimitris
;
Migiakis, Petros
- In:
Journal of empirical finance
70
(
2023
),
pp. 445-465
Persistent link: https://www.econbiz.de/10014423743
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