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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Forecasting model"
~type_genre:"Aufsatzsammlung"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Estimation"
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Subject
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United States
Forecasting model
Estimation
387
Schätzung
387
Capital income
149
Kapitaleinkommen
149
Theorie
129
Theory
129
Börsenkurs
106
Share price
106
USA
95
Volatility
93
Volatilität
93
Prognoseverfahren
81
CAPM
74
Portfolio selection
63
Portfolio-Management
63
Risikoprämie
52
Risk premium
52
Aktienmarkt
50
Stock market
50
ARCH model
46
ARCH-Modell
46
Welt
40
World
40
Yield curve
40
Zinsstruktur
40
Risk
36
Risiko
34
Time series analysis
32
Zeitreihenanalyse
32
Capital market returns
28
Kapitalmarktrendite
28
Estimation theory
26
Schätztheorie
26
Anlageverhalten
22
Behavioural finance
22
Correlation
21
Korrelation
21
Exchange rate
17
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Undetermined
70
Free
2
Type of publication
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Article
169
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Article in journal
Aufsatzsammlung
Sammelwerk
Aufsatz in Zeitschrift
169
Language
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English
169
Author
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Maio, Paulo
5
Santa-Clara, Pedro
4
Karolyi, G. Andrew
3
Wang, Yudong
3
Wu, Liuren
3
Chemmanur, Thomas J.
2
Kim, Don H.
2
Kim, Dongcheol
2
Min, Byoung-Kyu
2
Nelson, Charles R.
2
Pan, Zhiyuan
2
Pesaran, M. Hashem
2
Post, Thierry
2
Rangvid, Jesper
2
Ritter, Jay
2
Sorescu, Sorin M.
2
Turtle, Harry J.
2
Wu, Chongfeng
2
Zaremba, Adam
2
Agarwal, Vikas
1
Ahmed, Jameel
1
Ahn, Dong-Hyun
1
Aldrich, Eric M.
1
Allee, John M.
1
Anatolyev, Stanislav
1
Andriosopoulos, Dimitris
1
Annaert, Jan
1
Aradhyula, Satheesh V.
1
Argyropoulos, Efthymios
1
Asimakopoulos, Panagiotis
1
Asimakopoulos, Stylianos
1
Babbs, Simon H.
1
Bai, Jennie
1
Bai, Lu
1
Bai, Qing
1
Baillie, Richard
1
Bakshi, Gurdip S.
1
Bali, Turan G.
1
Bao Doan
1
Bargeron, Leonce
1
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Published in...
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Journal of empirical finance
Journal of financial and quantitative analysis : JFQA
Applied economics
320
Applied economics letters
188
The review of economics and statistics
171
International journal of forecasting
156
The American economic review
153
The journal of finance : the journal of the American Finance Association
148
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
Journal of banking & finance
124
Economic modelling
123
Journal of applied econometrics
118
Applied financial economics
116
Journal of econometrics
113
Journal of forecasting
112
Economics letters
110
Journal of international money and finance
106
Finance research letters
105
Journal of financial economics
103
The journal of futures markets
101
The review of financial studies
94
International review of economics & finance : IREF
91
Journal of money, credit and banking : JMCB
89
Energy economics
85
The North American journal of economics and finance : a journal of financial economics studies
85
International review of financial analysis
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)
169
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1
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10
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169
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date (oldest first)
1
The impact of uncertainty on investment : empirical challenges and a new estimator
Li, Delong
;
Sun, Yiguo
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 307-338
Persistent link: https://www.econbiz.de/10014486462
Saved in:
2
Competition and R&D financing : evidence from the biopharmaceutical industry
Thakor, Richard T.
;
Lo, Andrew W.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1885-1928
Persistent link: https://www.econbiz.de/10013367043
Saved in:
3
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:
4
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:
5
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:
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
Business cycles, regime shifts, and return predictability
Wei Yang
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
7
,
pp. 3058-3084
Persistent link: https://www.econbiz.de/10014437961
Saved in:
9
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:
10
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
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