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~isPartOf:"Journal of financial markets"
~language:"eng"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation"
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Forecasting model
Estimation
75
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75
Capital income
39
Kapitaleinkommen
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35
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35
Volatility
27
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Alexandridis, Antonios K.
1
Andersen, Torben
1
Apergis, Iraklis
1
Ashour, Samar
1
Avramov, Doron
1
Baltas, Nick
1
Bernales, Alejandro
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Bonato, Matteo
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Bondarenko, Oleg
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Hore, Satadru
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Johnson, James A.
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Karyampas, Dimitrios
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Lee, Suzanne S.
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Panopulu, Aikaterinē
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Peng, Xiaowen
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Journal of financial markets
International journal of forecasting
157
Journal of forecasting
108
Finance research letters
96
Applied economics
78
Journal of banking & finance
77
Journal of empirical finance
66
International review of financial analysis
64
Economic modelling
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Journal of econometrics
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Energy economics
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Journal of financial economics
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Applied economics letters
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Discussion paper / Centre for Economic Policy Research
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International review of economics & finance : IREF
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Working paper / National Bureau of Economic Research, Inc.
49
The North American journal of economics and finance : a journal of financial economics studies
48
NBER working paper series
46
NBER Working Paper
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Economics letters
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
CESifo working papers
36
Journal of international money and finance
36
Pacific-Basin finance journal
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33
Finance and economics discussion series
32
The European journal of finance
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Journal of applied econometrics
30
Journal of international financial markets, institutions & money
30
Discussion papers / CEPR
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
International journal of finance & economics : IJFE
25
Discussion paper / Deutsche Bundesbank
24
Applied financial economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The journal of futures markets
23
Journal of risk and financial management : JRFM
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Quantitative finance
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ECONIS (ZBW)
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1
Predicting the equity risk premium using the smooth cross-sectional tail risk : the importance of correlation
Faias, José Afonso
- In:
Journal of financial markets
63
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014278629
Saved in:
2
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
3
Investor sentiment, style investing, and momentum
Ashour, Samar
;
Hao, Qing
;
Harper, Adam
- In:
Journal of financial markets
62
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014226768
Saved in:
4
Equity premium prediction : the role of information from the options market
Alexandridis, Antonios K.
;
Apergis, Iraklis
;
Panopulu, …
- In:
Journal of financial markets
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014466117
Saved in:
5
Jumps in stock prices : new insights from old data
Johnson, James A.
;
Medeiros, Marcelo C.
;
Paye, Bradley S.
- In:
Journal of financial markets
60
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013398004
Saved in:
6
Does the U.S. president affect the stock market?
Montone, Maurizio
- In:
Journal of financial markets
61
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013540524
Saved in:
7
Predicting stock returns with implied cost of capital : a partial least squares approach
Hoang, Khoa
;
Cannavan, Damien
;
Huang, Ronghong
;
Peng, …
- In:
Journal of financial markets
53
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013271976
Saved in:
8
Investment styles and the multiple testing of cross-sectional stock return predictability
Vincent, Kendro
;
Hsu, Yu-Chin
;
Lin, Hsiou-Wei
- In:
Journal of financial markets
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013282501
Saved in:
9
The yield curve and the stock market : mind the long run
Faria, Gonçalo
;
Verona, Fabio
- In:
Journal of financial markets
50
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012703802
Saved in:
10
Tales of tails : jumps in currency markets
Lee, Suzanne S.
;
Wang, Minho
- In:
Journal of financial markets
48
(
2020
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012631807
Saved in:
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