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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Share price"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Forecasting model
Prognoseverfahren
Share price
Estimation
498
Schätzung
498
Capital income
206
Kapitaleinkommen
206
Börsenkurs
130
Theorie
122
Theory
122
Risikoprämie
107
Risk premium
107
Volatility
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Volatilität
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CAPM
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68
World
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Risk
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Zinsstruktur
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ARCH model
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ARCH-Modell
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Capital market returns
33
Kapitalmarktrendite
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Anlageverhalten
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Behavioural finance
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29
Finanzkrise
29
Return predictability
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Zeitreihenanalyse
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English
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Narayan, Paresh Kumar
7
Moskowitz, Tobias J.
4
Bali, Turan G.
3
Bollerslev, Tim
3
Hong, Harrison G.
3
Kanas, Angelos
3
Kelly, Bryan T.
3
Lo, Andrew W.
3
Nagel, Stefan
3
Sharma, Susan Sunila
3
Todorov, Viktor
3
Zaremba, Adam
3
Bai, Jennie
2
Baltussen, Guido
2
Bandi, Federico M.
2
Boons, Martijn
2
Booth, James R.
2
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2
Brown, Stephen J.
2
Cakici, Nusret
2
Campbell, John Y.
2
Chernov, Mikhail
2
Da, Zhi
2
Devpura, Neluka
2
Dinh Hoang Bach Phan
2
Filis, George
2
Floros, Christos
2
Frazzini, Andrea
2
Grossmann, Axel
2
Hammoudeh, Shawkat
2
Hou, Ai Jun
2
Huang, Shiyang
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Kimmel, Robert
2
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2
Lamont, Owen A.
2
Lin, Tse-Chun
2
Linnainmaa, Juhani
2
Malmendier, Ulrike
2
Morelli, David
2
Papavassiliou, Vassilios G.
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Journal of financial economics
Journal of international financial markets, institutions & money
Working paper / National Bureau of Economic Research, Inc.
1,541
Applied economics
460
Discussion paper series / IZA
439
Discussion paper / Centre for Economic Policy Research
434
Applied economics letters
333
NBER working paper series
294
Economic modelling
258
CESifo working papers
255
Finance research letters
219
NBER Working Paper
218
Journal of econometrics
212
Working paper
208
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
202
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
202
Finance and economics discussion series
196
Journal of banking & finance
195
Applied financial economics
192
International review of economics & finance : IREF
188
Economics letters
176
The review of economics and statistics
175
International journal of forecasting
173
Energy economics
166
International review of financial analysis
163
The journal of finance : the journal of the American Finance Association
158
The North American journal of economics and finance : a journal of financial economics studies
156
The American economic review
154
Journal of empirical finance
151
Journal of applied econometrics
143
Journal of international money and finance
143
Discussion paper / Tinbergen Institute
130
Journal of forecasting
124
The journal of futures markets
123
Discussion paper
112
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Journal of money, credit and banking : JMCB
100
The review of financial studies
98
Research in international business and finance
93
Review of quantitative finance and accounting
93
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ECONIS (ZBW)
241
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241
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
2
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
3
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
4
Heterogeneous liquidity providers and night-minus-day return predictability
Lu, Zhongjin
;
Malliaris, Steven
;
Qin, Zhongling
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 175-200
Persistent link: https://www.econbiz.de/10014335742
Saved in:
5
Dynamics of subjective risk premia
Nagel, Stefan
;
Xu, Zhengyang
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462598
Saved in:
6
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
7
Systematic default and return predictability in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
Saved in:
8
A credit-based theory of the currency risk premium
Della Corte, Pasquale
;
Jeanneret, Alexandre
;
Patelli, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 473-496
Persistent link: https://www.econbiz.de/10014420543
Saved in:
9
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
10
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
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