//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of empirical finance"
~subject:"CAPM"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: ("Gemeinschaftsdiagnose" OR "Konjunktur" OR "Konjunkturprognose" OR "Prognose") AND NOT isPartOf:Wirtschaftsdienst
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Zeitreihenanalyse
Forecasting model
179
Prognoseverfahren
179
Capital income
110
Kapitaleinkommen
110
Theorie
81
Theory
81
Estimation
73
Schätzung
73
Börsenkurs
59
Share price
59
Volatility
59
Volatilität
59
ARCH model
37
ARCH-Modell
37
Time series analysis
33
Portfolio selection
29
Portfolio-Management
29
Forecast
28
Prognose
28
Risikoprämie
25
Risk premium
25
Aktienmarkt
23
Stock market
23
Business cycle
22
Konjunktur
22
USA
21
United States
21
Forecasting
19
Risiko
17
Risk
17
Return predictability
16
Welt
16
World
16
Yield curve
16
Zinsstruktur
16
Risikomaß
15
Risk measure
15
Estimation theory
13
more ...
less ...
Online availability
All
Undetermined
34
Free
1
Type of publication
All
Article
48
Type of publication (narrower categories)
All
Article in journal
48
Aufsatz in Zeitschrift
48
Language
All
English
48
Author
All
Dark, Jonathan
2
Aragó Manzana, Vicent
1
Argyropoulos, Efthymios
1
Baillie, Richard
1
Bee, Marco
1
Benavides, Guillermo
1
Berens, Tobias
1
Brennan, Michael J.
1
Cai, Lili
1
Capistrán Carmona, Carlos
1
Cenesizoglu, Tolga
1
Chiang, I-Hsuan Ethan
1
Davidson, James E. H.
1
De Lira Salvatierra, Irving Arturo
1
Degiannakis, Stavros
1
Dijk, Ronald van
1
Ding, Zhuanxin
1
Donaldson, R. Glen
1
Dupuis, Debbie J.
1
Engsted, Tom
1
Fang, Tong
1
Faria, Gonçalo
1
Filis, George
1
Floros, Christos
1
Gelain, Paolo
1
Giovannelli, Alessandro
1
Golosnoy, Vasyl
1
Grassi, Stefano
1
Gribisch, Bastian
1
Han, Xing
1
Hansen, Erwin
1
Hassani, Hossein
1
Hou, Ai Jun
1
James, Robert
1
Kamstra, Mark J.
1
Kapetanios, George
1
Karathanasopoulos, Andreas
1
Kim, Dongcheol
1
Kloek, Teunis
1
Kuntz, Laura-Chloé
1
more ...
less ...
Published in...
All
Journal of empirical finance
International journal of forecasting
474
Journal of forecasting
241
Journal of econometrics
99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
98
Economic modelling
90
Discussion paper / Tinbergen Institute
83
Applied economics
81
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Energy economics
73
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
71
Working paper
71
Economics letters
67
NBER working paper series
65
NBER Working Paper
58
Working paper / National Bureau of Economic Research, Inc.
57
Finance research letters
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Computational economics
51
Discussion paper / Centre for Economic Policy Research
49
Journal of financial economics
48
CESifo working papers
47
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
47
Applied economics letters
44
Journal of applied econometrics
44
Journal of banking & finance
44
Working paper series / European Central Bank
43
Journal of economic dynamics & control
40
CAMA working paper series
39
Journal of macroeconomics
39
Management science : journal of the Institute for Operations Research and the Management Sciences
38
The North American journal of economics and finance : a journal of financial economics studies
38
CREATES research paper
35
Discussion papers / CEPR
35
International Journal of Energy Economics and Policy : IJEEP
34
Discussion paper
33
European journal of operational research : EJOR
33
International review of financial analysis
33
International review of economics & finance : IREF
30
Macroeconomic dynamics
30
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns : evidence for scale-dependent risks
Xyngis, Georgios
- In:
Journal of empirical finance
44
(
2017
),
pp. 43-65
Persistent link: https://www.econbiz.de/10011817984
Saved in:
2
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:
3
Can investor sentiment be a momentum time-series predictor? : evidence from China
Han, Xing
;
Li, Youwei
- In:
Journal of empirical finance
42
(
2017
),
pp. 212-239
Persistent link: https://www.econbiz.de/10011808570
Saved in:
4
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:
5
Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?
Salvador, Enrique
;
Floros, Christos
;
Aragó Manzana, Vicent
- In:
Journal of empirical finance
28
(
2014
),
pp. 60-77
Persistent link: https://www.econbiz.de/10011284508
Saved in:
6
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:
7
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
8
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:
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
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->