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~isPartOf:"International journal of forecasting"
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The U.S. business cycle, 1867-...
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Capital income
USA
668
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668
Volatility
410
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410
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370
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370
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346
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Grobys, Klaus
5
González-Rivera, Gloria
3
Wang, Xunxiao
3
Arroyo, Javier
2
Catania, Leopoldo
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
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2
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2
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1
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1
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1
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Applied economics letters
International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
309
The journal of finance : the journal of the American Finance Association
270
The review of financial studies
215
Finance research letters
207
Journal of financial economics
182
Journal of banking & finance
180
International review of financial analysis
169
Journal of empirical finance
150
International review of economics & finance : IREF
138
Applied financial economics
136
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126
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115
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109
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105
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103
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99
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96
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90
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89
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84
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82
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79
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75
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72
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71
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64
Economics letters
63
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61
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60
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59
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57
The financial review : the official publication of the Eastern Finance Association
57
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56
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55
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54
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ECONIS (ZBW)
144
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1
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models
Zhou, Xiaocong
;
Nakajima, Jouchi
;
West, Mike
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 963-980
Persistent link: https://www.econbiz.de/10010517774
Saved in:
2
Does realized
volatility
help bond yield density prediction?
Shin, Minchul
;
Zhong, Molin
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 373-389
Persistent link: https://www.econbiz.de/10011922068
Saved in:
3
Contribution to portfolio tracking error
volatility
with geometric illustration
Zhang, Jubao
;
Ma, Juan
- In:
Applied economics letters
31
(
2024
)
20
,
pp. 2176-2181
Persistent link: https://www.econbiz.de/10015095156
Saved in:
4
Idiosyncratic
volatility
and global equity markets
Grobys, Klaus
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 402-405
Persistent link: https://www.econbiz.de/10010506718
Saved in:
5
Improved recession dating using stock market
volatility
Huang, Yu-Fan
;
Startz, Richard
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 507-514
Persistent link: https://www.econbiz.de/10012415194
Saved in:
6
Multiple asymmetries in index stock returns from boom bust and stable volatile markets states : an empirical study of US and UK stock markets
Li, Ming-yuan Leon
- In:
Applied economics letters
16
(
2009
)
1/3
,
pp. 183-191
Persistent link: https://www.econbiz.de/10003822700
Saved in:
7
Capital allocation, stock return
volatility
and productivity growth in US industries
Chun, Hyunbae
;
Kim, Jung-Wook
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1571-1576
Persistent link: https://www.econbiz.de/10009383436
Saved in:
8
Stochastic
volatility
, liquidity and intraday information flow
Li, Jinliang
;
Wu, Chunchi
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1511-1515
Persistent link: https://www.econbiz.de/10009383452
Saved in:
9
Shift contagion with endogenously detected
volatility
breaks : the case of CEE stock markets
Baumöhl, E.
;
Lyócsa, Š.
;
Výrost, T.
- In:
Applied economics letters
18
(
2011
)
10/12
,
pp. 1103-1109
Persistent link: https://www.econbiz.de/10009317541
Saved in:
10
Trading and non-trading period realized market
volatility
: does it matter for forecasting the
volatility
of US stocks?
Lyócsa, Štefan
;
Todorova, Neda
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 628-645
Persistent link: https://www.econbiz.de/10012415313
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