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~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial economics"
~source:"econis"
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
Zeitreihenanalyse
Forecasting model
292
Capital income
210
Kapitaleinkommen
210
Estimation
128
Schätzung
128
Börsenkurs
115
Share price
115
Theorie
113
Theory
113
Volatility
83
Volatilität
83
Forecast
57
Prognose
57
Risikoprämie
57
Risk premium
57
Return predictability
54
CAPM
49
Portfolio selection
46
Portfolio-Management
46
Time series analysis
44
ARCH model
36
ARCH-Modell
36
USA
36
United States
36
Anlageverhalten
33
Behavioural finance
33
Aktienmarkt
32
Stock market
32
Financial analysis
27
Finanzanalyse
27
Welt
26
World
26
Forecasting
24
Risiko
24
Risk
24
Yield curve
24
Zinsstruktur
24
Predictability
23
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Undetermined
182
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1
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Article
289
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3
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Article in journal
291
Aufsatz in Zeitschrift
291
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Conference proceedings
1
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English
292
Author
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Wang, Yudong
6
Zhou, Guofu
5
Avramov, Doron
3
Baillie, Richard
3
Bali, Turan G.
3
Bollerslev, Tim
3
Cohen, Lauren
3
Huang, Shiyang
3
Lee, Charles M. C.
3
Liu, Yan
3
Lou, Dong
3
Ma, Feng
3
Maio, Paulo
3
Pan, Zhiyuan
3
Paye, Bradley S.
3
Rapach, David E.
3
So, Eric
3
Timmermann, Allan
3
Todorov, Viktor
3
Wu, Chongfeng
3
Wu, Yangru
3
Yu, Deshui
3
Baltussen, Guido
2
Bandi, Federico M.
2
Bekaert, Geert
2
Brown, Stephen J.
2
Caporin, Massimiliano
2
Chen, Yong
2
Da, Zhi
2
Dacorogna, Michel M.
2
Dark, Jonathan
2
Della Corte, Pasquale
2
Engsted, Tom
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Ghysels, Eric
2
Gospodinov, Nikolaj
2
Greenwood, Robin
2
Han, Yufeng
2
Harvey, Campbell R.
2
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HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
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Journal of empirical finance
Journal of financial economics
International journal of forecasting
1,614
Journal of forecasting
891
Technological forecasting & social change : an international journal
334
Finance research letters
325
Energy economics
318
Applied economics
294
Journal of econometrics
281
NBER working paper series
276
European journal of operational research : EJOR
267
Working paper
264
Economic modelling
242
NBER Working Paper
235
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
234
Applied economics letters
225
International review of financial analysis
221
Working paper / National Bureau of Economic Research, Inc.
205
Economics letters
204
Discussion paper / Centre for Economic Policy Research
203
Journal of banking & finance
202
Discussion paper / Tinbergen Institute
192
Working paper series / European Central Bank
169
Computational economics
166
Journal of applied econometrics
157
Management science : journal of the Institute for Operations Research and the Management Sciences
155
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
153
International review of economics & finance : IREF
153
The North American journal of economics and finance : a journal of financial economics studies
148
CESifo working papers
140
Working paper / Department of Econometrics and Business Statistics, Monash University
137
IMF working papers
131
International journal of production economics
131
International journal of production research
127
Risks : open access journal
124
Journal of risk and financial management : JRFM
115
Applied financial economics
112
ECB Working Paper
110
Finance and economics discussion series
105
Pacific-Basin finance journal
105
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Forecasting earnings with combination of analyst forecasts
Lin, Hai
;
Tao, Xinyuan
;
Wu, Chunchi
- In:
Journal of empirical finance
68
(
2022
),
pp. 133-159
Persistent link: https://www.econbiz.de/10013464467
Saved in:
3
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:
4
Growth forecasts and news about monetary policy
Karnaukh, Nina
;
Vokata, Petra
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 55-70
Persistent link: https://www.econbiz.de/10013482162
Saved in:
5
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:
6
Cross-sectional uncertainty and expected stock returns
Yu, Deshui
;
Huang, Difang
- In:
Journal of empirical finance
72
(
2023
),
pp. 321-340
Persistent link: https://www.econbiz.de/10014476861
Saved in:
7
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
8
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
Saved in:
9
Social learning and analyst behavior
Kumar, Alok
;
Rantala, Ville
;
Xu, Rosy
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 434-461
Persistent link: https://www.econbiz.de/10013350664
Saved in:
10
Stock return prediction : stacking a variety of models
Zhao, Albert Bo
;
Cheng, Tingting
- In:
Journal of empirical finance
67
(
2022
),
pp. 288-317
Persistent link: https://www.econbiz.de/10013464400
Saved in:
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