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~isPartOf:"Journal of empirical finance"
~language:"eng"
~source:"econis"
~subject:"Cointegration"
~subject:"Schätztheorie"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Übersichtsarbeit"
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Cointegration
Schätztheorie
Theory
Estimation
254
Schätzung
254
Capital income
119
Kapitaleinkommen
119
Theorie
99
Börsenkurs
83
Share price
83
Volatility
80
Volatilität
80
Forecasting model
66
Prognoseverfahren
66
CAPM
52
Portfolio selection
45
Portfolio-Management
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ARCH model
43
ARCH-Modell
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Risikoprämie
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Risk premium
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Time series analysis
33
Zeitreihenanalyse
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Risk
32
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Welt
25
World
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Yield curve
23
Zinsstruktur
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Estimation theory
22
USA
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Correlation
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Aufsatz in Zeitschrift
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English
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Baillie, Richard
3
Cho, Dooyeon
3
Harvey, David I.
2
Karanasos, Menelaos
2
Kim, Dongcheol
2
Leybourne, Stephen James
2
Perez, M. Fabricio
2
Qiao, Zhuo
2
Satchell, Stephen
2
Tzavalis, Elias
2
Wang, Yudong
2
Abergel, Frédéric
1
Abhyankar, Abhay
1
Adcock, Christopher
1
Agosto, Arianna
1
Ahn, Seung Chan
1
Allen, David
1
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1
Arakelian, V.
1
Argyropoulos, Efthymios
1
Balter, Anne G.
1
Bee, Marco
1
Bera, Anil K.
1
Bernardi, Mauro
1
Bessler, Wolfgang
1
Billio, Monica
1
Bonato, Matteo
1
Brockman, Paul
1
Brunetti, Celso
1
Cai, Lili
1
Canepa, Alessandra
1
Caporin, Massimiliano
1
Cavalcante Júnior, Elias
1
Cavaliere, Giuseppe
1
Cenesizoglu, Tolga
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Cesarone, Francesco
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Chague, Fernando
1
Chalamandaris, George
1
Chan, Chia-ying
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Chen Zhou
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Journal of empirical finance
Applied economics
453
Journal of econometrics
359
Economic modelling
334
Economics letters
321
Applied economics letters
300
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
262
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
243
Journal of international money and finance
175
Journal of applied econometrics
173
International review of economics & finance : IREF
165
Journal of banking & finance
154
Energy economics
146
Journal of economic dynamics & control
138
Journal of macroeconomics
133
Econometric reviews
125
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
124
International journal of economics and financial issues : IJEFI
121
The empirical economics letters : a monthly international journal of economics
121
Applied financial economics
117
Finance research letters
115
The review of economics and statistics
112
International journal of forecasting
111
International journal of finance & economics : IJFE
102
International journal of economics and finance
100
Journal of monetary economics
100
Macroeconomic dynamics
99
The North American journal of economics and finance : a journal of financial economics studies
99
International Journal of Energy Economics and Policy : IJEEP
97
European economic review : EER
94
Journal of international economics
94
Journal of financial economics
92
Journal of forecasting
86
Journal of urban economics
86
The journal of finance : the journal of the American Finance Association
83
The American economic review
79
The European journal of finance
79
International review of financial analysis
77
Journal of money, credit and banking : JMCB
77
The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
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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
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
3
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
4
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
5
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:
6
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
Saved in:
7
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:
8
A global monetary policy factor in sovereign bond yields
Malliaropulos, Dimitris
;
Migiakis, Petros
- In:
Journal of empirical finance
70
(
2023
),
pp. 445-465
Persistent link: https://www.econbiz.de/10014423743
Saved in:
9
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:
10
Characteristic-sorted portfolios and macroeconomic risks : an orthogonal decomposition
Adcock, Christopher
;
Bessler, Wolfgang
;
Conlon, Thomas
- In:
Journal of empirical finance
65
(
2022
),
pp. 24-50
Persistent link: https://www.econbiz.de/10013286399
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