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~isPartOf:"Journal of econometrics"
~subject:"Forecasting model"
~subject:"Portfolio-Management"
~subject:"Schätzung"
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Forecasting model
Portfolio-Management
Schätzung
Capital income
89
Kapitaleinkommen
89
Volatility
44
Volatilität
44
Estimation
43
Estimation theory
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Todorov, Viktor
5
Xiu, Dacheng
5
Taylor, Robert
4
Andersen, Torben
3
Bollerslev, Tim
3
Demetrescu, Matei
3
Li, Yingying
3
Rodrigues, Paulo M. M.
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Aït-Sahalia, Yacine
2
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2
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2
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2
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2
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2
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2
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2
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2
Zheng, Xinghua
2
Anderson, Heather M.
1
Asai, Manabu
1
Bakalli, Gaetan
1
Bandi, F. M.
1
Bandi, Federico M.
1
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1
Bibinger, Markus
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Chu, Amanda M. Y.
1
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1
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Journal of econometrics
Finance research letters
387
International review of financial analysis
235
Journal of banking & finance
217
Journal of financial economics
195
International review of economics & finance : IREF
176
Journal of empirical finance
159
Pacific-Basin finance journal
153
The North American journal of economics and finance : a journal of financial economics studies
152
Applied economics
132
Research in international business and finance
130
Discussion paper / Centre for Economic Policy Research
125
Management science : journal of the Institute for Operations Research and the Management Sciences
111
Economic modelling
107
Applied economics letters
97
Journal of international financial markets, institutions & money
95
Discussion papers / CEPR
91
Energy economics
85
The journal of asset management
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
The European journal of finance
75
Working paper / National Bureau of Economic Research, Inc.
74
Journal of financial markets
73
Economics letters
67
Quantitative finance
65
International journal of forecasting
64
Review of quantitative finance and accounting
62
SpringerLink / Bücher
59
Journal of international money and finance
56
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
54
International journal of finance & economics : IJFE
51
Journal of financial and quantitative analysis : JFQA
50
International journal of economics and finance
46
Journal of economic dynamics & control
46
Journal of forecasting
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Investment management and financial innovations
40
Global finance journal
38
Managerial finance
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ECONIS (ZBW)
67
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1
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
Fisher, Mark
;
Jensen, Mark J.
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 187-202
Persistent link: https://www.econbiz.de/10012303393
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
10
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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