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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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Search: subject_exact:"Forecasting method"
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United States
Forecasting model
59
Prognoseverfahren
59
Capital income
23
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23
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23
Estimation
16
Schätzung
16
Capital market returns
14
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Jiang, George J.
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Zhou, Hao
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Audrino, Francesco
1
Avino, Davide E.
1
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Journal of financial and quantitative analysis : JFQA
International journal of forecasting
117
The review of financial studies
71
Journal of forecasting
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Journal of money, credit and banking : JMCB
41
Applied economics
38
Economic review
33
The review of economics and statistics
31
Economics letters
29
Journal of applied econometrics
28
The journal of futures markets
27
Advances in business and management forecasting
25
Applied financial economics
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Review / Federal Reserve Bank of St. Louis
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The journal of finance : the journal of the American Finance Association
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Business economics : the journal of the National Association for Business Economists
19
Journal of economics & business
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Journal of macroeconomics
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Technological forecasting & social change : an international journal
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of banking & finance
18
Economic modelling
17
Energy economics
17
The North American journal of economics and finance : a journal of financial economics studies
17
The journal of real estate finance and economics
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
Applied economics letters
15
Finance research letters
14
American journal of agricultural economics
13
International review of financial analysis
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Oxford bulletin of economics and statistics
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Econometric reviews
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Economic inquiry : journal of the Western Economic Association International
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International review of economics & finance : IREF
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Journal of econometrics
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Journal of economics and finance
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Journal of empirical finance
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The journal of fixed income
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ECONIS (ZBW)
23
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1
The only constant is change : nonconstant volatility and implied volatility spreads
Campbell, T. Colin
;
Gallmeyer, Michael F.
;
Petkevich, Alex
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
5
,
pp. 2190-2227
Persistent link: https://www.econbiz.de/10014365179
Saved in:
2
Moment risk premia and stock return predictability
Fan, Zhenzhen
;
Xiao, Xiao
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
1
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012805776
Saved in:
3
The predictive power of the dividend risk premium
Avino, Davide E.
;
Stancu, Andrei
;
Wese Simen, Chardin
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
8
,
pp. 2843-2869
Persistent link: https://www.econbiz.de/10012705194
Saved in:
4
When are stocks less volatile in the long run?
Jondeau, Eric
;
Zhang, Qunzi
;
Zhu, Xiaoneng
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
4
,
pp. 1228-1258
Persistent link: https://www.econbiz.de/10012523330
Saved in:
5
Optimal portfolios under time-varying investment opportunities, parameter uncertainty, and ambiguity aversion
Dangl, Thomas
;
Weissensteiner, Alex
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
4
,
pp. 1163-1198
Persistent link: https://www.econbiz.de/10012244217
Saved in:
6
Predicting U.S. bank failures with MIDAS logit models
Audrino, Francesco
;
Kostrov, Alexander
;
Ortega, Juan-Pablo
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
6
,
pp. 2575-2603
Persistent link: https://www.econbiz.de/10012165925
Saved in:
7
Monetary-policy rule as a bridge : predicting inflation without predictive regressions
Hua, Jian
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2559-2586
Persistent link: https://www.econbiz.de/10012128053
Saved in:
8
Do commodities add economic value in asset allocation? : new evidence from time-varying moments
Gao, Xin
;
Nardari, Federico
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 365-393
Persistent link: https://www.econbiz.de/10011929447
Saved in:
9
Firm default prediction : a Bayesian model-averaging approach
Traczynski, Jeffrey
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
3
,
pp. 1211-1245
Persistent link: https://www.econbiz.de/10011743938
Saved in:
10
Dynamic portfolio choice with linear rebalancing rules
Moallemi, Ciamac C.
;
Sağlam, Mehmet
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
3
,
pp. 1247-1278
Persistent link: https://www.econbiz.de/10011743945
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