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type:"article"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Forward premium anomaly"
~subject:"Risikoprämie"
~subject:"Schätztheorie"
~subject:"Theory"
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Forward premium anomaly
Risikoprämie
Schätztheorie
Theory
Regression analysis
60
Regressionsanalyse
60
Estimation
30
Schätzung
30
Capital income
26
Kapitaleinkommen
26
Theorie
18
Börsenkurs
17
Share price
17
Forecasting model
16
Prognoseverfahren
16
Volatility
12
Volatilität
12
Aktienmarkt
10
Quantile regression
10
Stock market
10
Estimation theory
9
Portfolio selection
7
Portfolio-Management
7
Risk premium
7
Risikomaß
5
Risk measure
5
ARCH model
4
ARCH-Modell
4
China
4
Credit risk
4
Kreditrisiko
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Panel
4
Panel study
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Predictive regression
4
Spillover effect
4
Spillover-Effekt
4
Welt
4
World
4
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3
Autokorrelation
3
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32
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32
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English
32
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Baillie, Richard
2
Mishra, Sasmita
2
Padhy, Sudarsan
2
Wang, Yudong
2
Al Zaman, Ashraf
1
Amihud, Yakov
1
Auer, Benjamin R.
1
Bekiros, Stelios
1
Blake, David
1
Caporin, Massimiliano
1
Castro, Carlos
1
Chang, Carolyn C. W.
1
Chen, Cathy W. S.
1
Chen, Che-Ying
1
Chiang, Yi-Chein
1
Cho, Dooyeon
1
Christou, Christina
1
Degenhardt, Thomas
1
Diao, Xundi
1
Divino, José Angelo
1
Dong, Manh Cuong
1
Faria, João Ricardo
1
Ferrari, Stijn
1
Guillén, Montserrat
1
Gupta, Rangan
1
Harvey, Campbell R.
1
Hirk, Rainer
1
Hornik, Kurt
1
Hsu, Chuan-Hao
1
Hu, Xuemei
1
Hurvich, Clifford M.
1
Jawadi, Fredj
1
Jayetileke, Harshanie L.
1
Jiang, Huifeng
1
Jlassi, Mouna
1
Jung, Hojin
1
Ke, Mei-chu
1
Kim, Jong-Min
1
Kim, Kun Ho
1
Li, Ming-yuan Leon
1
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Journal of empirical finance
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
371
Economics letters
142
Econometric theory
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
126
Journal of the American Statistical Association : JASA
104
Econometric reviews
98
The econometrics journal
73
International journal of forecasting
63
European journal of operational research : EJOR
55
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
Journal of forecasting
46
Applied economics letters
42
Economic modelling
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
Insurance / Mathematics & economics
35
Applied economics
34
Journal of applied econometrics
34
Computational economics
33
Econometrics : open access journal
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Statistical papers
25
Journal of risk and financial management : JRFM
24
Oxford bulletin of economics and statistics
23
Quantitative economics : QE ; journal of the Econometric Society
23
Risks : open access journal
22
Energy economics
17
Journal of the Operational Research Society : OR
17
The empirical economics letters : a monthly international journal of economics
17
Journal of business research : JBR
16
Journal of quantitative economics : official journal of the Indian Econometric Society
15
Statistics in transition : an international journal of the Polish Statistical Association
15
International journal of production research
14
Journal of banking & finance
14
Journal of econometric methods
14
International review of financial analysis
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Organizational research methods : ORM
13
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ECONIS (ZBW)
32
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1
A corporate credit rating model with autoregressive errors
Hirk, Rainer
;
Vana, Laura
;
Hornik, Kurt
- In:
Journal of empirical finance
69
(
2022
),
pp. 224-240
Persistent link: https://www.econbiz.de/10013478530
Saved in:
2
Testing predictability of stock returns under possible bubbles
Yang, Bingduo
;
Long, Wei
;
Yang, Zihui
- In:
Journal of empirical finance
68
(
2022
),
pp. 246-260
Persistent link: https://www.econbiz.de/10013464495
Saved in:
3
Group penalized logistic regressions predict up and down trends for stock prices
Yang, Yanlin
;
Hu, Xuemei
;
Jiang, Huifeng
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413355
Saved in:
4
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
5
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
6
A novel LASSO - TLBO - SVR hybrid model for an efficient portfolio construction
Mishra, Sasmita
;
Padhy, Sudarsan
;
Mishra, Satya Narayan
; …
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012668046
Saved in:
7
Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina
;
Gupta, Rangan
;
Jawadi, Fredj
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
Saved in:
8
Forecasting stock returns : a predictor-constrained approach
Pan, Zhiyuan
;
Pettenuzzo, Davide
;
Wang, Yudong
- In:
Journal of empirical finance
55
(
2020
),
pp. 200-217
Persistent link: https://www.econbiz.de/10012175754
Saved in:
9
A quantile-copula approach to dependence between financial assets
Kim, Jong-Min
;
Tabacu, Lucia
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659570
Saved in:
10
Catastrophe bond spread and hurricane arrival frequency
Chang, Carolyn C. W.
;
Wang, Yu-Jen
;
Yu, Min-Teh
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012666101
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