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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The review of financial studies"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation"
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United States
Prognoseverfahren
Estimation
789
Schätzung
784
USA
291
Theorie
288
Theory
288
Estimation theory
226
Schätztheorie
226
Volatility
128
Volatilität
128
Time series analysis
122
Zeitreihenanalyse
122
Börsenkurs
112
Share price
112
Nichtparametrisches Verfahren
110
Nonparametric statistics
110
Capital income
104
Kapitaleinkommen
104
Panel
93
Panel study
93
Regression analysis
82
Regressionsanalyse
82
Forecasting model
76
CAPM
69
Stochastic process
54
Stochastischer Prozess
54
Risikoprämie
46
Risk premium
46
Portfolio selection
43
Portfolio-Management
43
Yield curve
42
Zinsstruktur
42
Factor analysis
41
Faktorenanalyse
41
Panel data
38
Welt
38
World
38
Bayes-Statistik
36
Bayesian inference
36
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Undetermined
106
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1
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Article
355
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Article in journal
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355
Conference paper
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
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English
355
Author
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Bollerslev, Tim
6
Bekaert, Geert
5
Andersen, Torben
4
Ang, Andrew
4
Aït-Sahalia, Yacine
4
Kelly, Bryan T.
4
Koop, Gary
4
Stulz, René M.
4
Titman, Sheridan
4
Zhou, Hao
4
Bossaerts, Peter L.
3
Boudoukh, Jacob
3
Cao, Charles Q.
3
Diebold, Francis X.
3
Engle, Robert F.
3
Evans, Martin D. D.
3
Fama, Eugene F.
3
Fan, Jianqing
3
Hong, Harrison G.
3
Kim, Donggyu
3
Kirby, Chris
3
Pástor, Ľuboš
3
Richardson, Matthew
3
Santa-Clara, Pedro
3
Singleton, Kenneth J.
3
Stanton, Richard
3
Tate, Geoffrey
3
Timmermann, Allan
3
Todorov, Viktor
3
Valkanov, Rossen I.
3
Whitelaw, Robert F.
3
Zhou, Guofu
3
Andreou, Elena
2
Aruoba, S. Borağan
2
Baker, Malcolm
2
Bakshi, Gurdip S.
2
Baltagi, Badi H.
2
Brandt, Michael W.
2
Brennan, Michael J.
2
Chen, Zhiwu
2
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Journal of econometrics
The journal of finance : the journal of the American Finance Association
The review of financial studies
Applied economics
320
Applied economics letters
190
The review of economics and statistics
171
International journal of forecasting
162
The American economic review
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
137
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
135
Economic modelling
124
Journal of banking & finance
124
Journal of applied econometrics
119
Applied financial economics
116
Journal of forecasting
113
Finance research letters
112
Economics letters
110
Journal of international money and finance
108
Journal of financial economics
103
The journal of futures markets
101
International review of economics & finance : IREF
95
Journal of money, credit and banking : JMCB
89
Energy economics
86
Journal of financial and quantitative analysis : JFQA
86
International review of financial analysis
85
The North American journal of economics and finance : a journal of financial economics studies
85
Journal of empirical finance
84
Journal of political economy
77
American economic journal : a journal of the American Economic Association
75
Journal of monetary economics
75
Journal of macroeconomics
70
Southern economic journal
64
Journal of economic dynamics & control
61
Journal of labor economics
61
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Review of quantitative finance and accounting
56
The quarterly journal of economics
56
Economic inquiry : journal of the Western Economic Association International
53
Journal of international financial markets, institutions & money
53
American journal of agricultural economics
49
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ECONIS (ZBW)
355
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1
Risks and returns of cryptocurrency
Liu, Yukun
;
Tsyvinski, Aleh
- In:
The review of financial studies
34
(
2021
)
6
,
pp. 2689-2727
Persistent link: https://www.econbiz.de/10012546311
Saved in:
2
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
5
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
6
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
7
Narrative asset pricing : interpretable systematic risk factors from news text
Bybee, Leland
;
Kelly, Bryan T.
;
Su, Yinan
- In:
The review of financial studies
36
(
2023
)
12
,
pp. 4759-4787
Persistent link: https://www.econbiz.de/10014446371
Saved in:
8
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
Saved in:
9
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
10
Probabilistic prediction for binary treatment choice : with focus on personalized medicine
Manski, Charles F.
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 647-663
Persistent link: https://www.econbiz.de/10014434356
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