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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~subject:"Portfolio-Management"
~subject:"Schätzung"
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Portfolio-Management
Schätzung
Capital income
151
Kapitaleinkommen
151
Forecasting model
95
Prognoseverfahren
95
Volatility
80
Volatilität
80
Estimation
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Todorov, Viktor
5
Xiu, Dacheng
4
Andersen, Torben
3
Bollerslev, Tim
3
Li, Yingying
3
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Clements, Adam
2
Dionne, Georges
2
Guerard, John Baynard
2
Li, Jia
2
Lucas, André
2
McAleer, Michael
2
Meddahi, Nour
2
Opschoor, Anne
2
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2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Rombouts, Jeroen V. K.
2
Tauchen, George Eugene
2
Zheng, Xinghua
2
Audrino, Francesco
1
Bakalli, Gaetan
1
Ballinari, Daniele
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bellemare, Charles
1
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Bonomo, Marco Antonio
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1
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1
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International journal of forecasting
Journal of econometrics
Finance research letters
320
Journal of banking & finance
198
International review of financial analysis
196
Journal of financial economics
176
International review of economics & finance : IREF
150
Journal of empirical finance
134
The North American journal of economics and finance : a journal of financial economics studies
129
Pacific-Basin finance journal
127
Applied economics
123
Discussion paper / Centre for Economic Policy Research
118
Research in international business and finance
115
Management science : journal of the Institute for Operations Research and the Management Sciences
99
Economic modelling
93
Applied economics letters
87
Journal of international financial markets, institutions & money
86
Discussion papers / CEPR
85
The journal of asset management
76
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Working paper / National Bureau of Economic Research, Inc.
70
The European journal of finance
66
Energy economics
61
Journal of financial markets
61
Economics letters
59
SpringerLink / Bücher
59
Review of quantitative finance and accounting
58
Quantitative finance
57
Journal of international money and finance
52
Journal of financial and quantitative analysis : JFQA
45
International journal of economics and finance
44
International journal of finance & economics : IJFE
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
38
Investment management and financial innovations
37
Journal of economic dynamics & control
37
Global finance journal
36
The journal of asset management : a major new, international quarterly journal for the financial community
36
Managerial finance
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
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ECONIS (ZBW)
91
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1
The impact of sentiment and attention measures on stock market volatility
Audrino, Francesco
;
Sigrist, Fabio Roman Albert
; …
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 334-357
Persistent link: https://www.econbiz.de/10012414802
Saved in:
2
Classification of intraday s&p500 returns with a random forest
Lohrmann, Christoph
;
Luukka, Pasi
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 390-407
Persistent link: https://www.econbiz.de/10012300660
Saved in:
3
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
Saved in:
4
Beating the market with a bad predictive model
Hubáček, Ondřej
;
Šír, Gustav
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 691-719
Persistent link: https://www.econbiz.de/10014465105
Saved in:
5
Heterogeneity in households' stock market beliefs : levels, dynamics, and epistemic uncertainty
Gaudecker, Hans-Martin von
;
Wogrolly, Axel
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 232-247
Persistent link: https://www.econbiz.de/10013441983
Saved in:
6
Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion
Bellemare, Charles
;
Kröger, Sabine
;
Sossou, Kouamé Marius
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 248-264
Persistent link: https://www.econbiz.de/10013441984
Saved in:
7
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
8
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
9
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
10
The long and the short of the risk-return trade-off
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 580-592
Persistent link: https://www.econbiz.de/10011499780
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