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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH model"
~subject:"Forecasting model"
~type_genre:"Aufsatzsammlung"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Estimation"
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United States
ARCH model
Forecasting model
Estimation
254
Schätzung
254
Capital income
119
Kapitaleinkommen
119
Theorie
99
Theory
99
Börsenkurs
83
Share price
83
Volatility
80
Volatilität
80
Prognoseverfahren
66
CAPM
52
Portfolio selection
45
Portfolio-Management
45
ARCH-Modell
43
Aktienmarkt
42
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42
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40
Risk premium
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33
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32
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Welt
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World
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23
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23
Estimation theory
22
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USA
21
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English
115
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Wang, Yudong
3
Caporin, Massimiliano
2
Cipollini, Andrea
2
Conrad, Christian
2
Karanasos, Menelaos
2
Kim, Dongcheol
2
Li, Chen
2
Maio, Paulo
2
Min, Byoung-Kyu
2
Nelson, Charles R.
2
Pan, Zhiyuan
2
Pesaran, M. Hashem
2
Wu, Chongfeng
2
Yu, Deshui
2
Zaremba, Adam
2
Agosto, Arianna
1
Ahmed, Jameel
1
Aldrich, Eric M.
1
Ali, Faek Menla
1
Anatolyev, Stanislav
1
Andriosopoulos, Dimitris
1
Annaert, Jan
1
Aradhyula, Satheesh V.
1
Aragó Manzana, Vicent
1
Argyropoulos, Efthymios
1
Bai, Lu
1
Bai, Qing
1
Baillie, Richard
1
Bao Doan
1
Bartram, Söhnke M.
1
Bee, Marco
1
BenSaïda, Ahmed
1
Bera, Anil K.
1
Bernardi, Mauro
1
Billio, Monica
1
Bonato, Matteo
1
Brennan, Michael J.
1
Brooks, Robert
1
Brunetti, Celso
1
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Journal of empirical finance
Applied economics
360
Applied economics letters
213
The review of economics and statistics
171
Economic modelling
166
International journal of forecasting
164
Finance research letters
156
The American economic review
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
152
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
150
The journal of finance : the journal of the American Finance Association
148
Journal of banking & finance
142
Energy economics
134
Journal of econometrics
134
Applied financial economics
133
International review of economics & finance : IREF
132
Economics letters
124
Journal of applied econometrics
122
Journal of international money and finance
117
International review of financial analysis
115
Journal of forecasting
114
The journal of futures markets
111
The North American journal of economics and finance : a journal of financial economics studies
110
Journal of financial economics
104
The review of financial studies
94
Journal of money, credit and banking : JMCB
89
Journal of financial and quantitative analysis : JFQA
88
Journal of political economy
77
Journal of international financial markets, institutions & money
76
American economic journal : a journal of the American Economic Association
75
Journal of monetary economics
75
Journal of macroeconomics
73
Review of quantitative finance and accounting
72
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
Southern economic journal
64
International journal of finance & economics : IJFE
63
Journal of economic dynamics & control
63
Journal of labor economics
61
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
115
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1
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115
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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
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
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
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
Can we forecast better in periods of low uncertainty? : the role of technical indicators
Ferrer Fernández, María
;
Henry, Ólan Thomas John
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014292349
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