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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Forecasting model"
~subject:"Risk"
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Forecasting model
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
219
Journal of financial economics
153
International review of financial analysis
151
Journal of banking & finance
149
Journal of empirical finance
139
NBER working paper series
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111
International journal of forecasting
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92
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Research in international business and finance
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56
Journal of econometrics
55
Journal of international financial markets, institutions & money
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Journal of financial markets
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Research paper series / Swiss Finance Institute
44
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Journal of risk and financial management : JRFM
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The journal of finance : the journal of the American Finance Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
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Review of quantitative finance and accounting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
Forecasting crashes : correlated fund flows and skewness in stock returns
Gong, Xun
;
Lin, Chunmei
;
Zwinkels, Remco C. J.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 36-61
Persistent link: https://www.econbiz.de/10011658736
Saved in:
2
Long memory and the term structure of risk
Schotman, Peter C.
;
Tschernig, Rolf
;
Budek, Jan
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 459-495
Persistent link: https://www.econbiz.de/10003778939
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3
Structural breaks and predictive regression models of aggregate US stock returns
Rapach, David E.
;
Wohar, Mark E.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
2
,
pp. 238-274
Persistent link: https://www.econbiz.de/10003318450
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4
Forecast precision and portfolio performance
Kane, Alex
;
Kim, Tae-hwan
;
White, Halbert
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
3
,
pp. 265-304
Persistent link: https://www.econbiz.de/10003997367
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5
Why do absolute returns predict volatility so well?
Forsberg, Lars
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 31-67
Persistent link: https://www.econbiz.de/10003518282
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6
The predictive power of "Head-and-Shoulders" price patterns in the US stock market
Savin, Gene
;
Weller, Paul A.
;
Zvingelis, Jānis
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 243-265
Persistent link: https://www.econbiz.de/10003518337
Saved in:
7
Risk measures for autocorrelated hedge fund returns
Di Cesare, Antonio
;
Stork, Philip
;
Vries, Casper G. de
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 868-895
Persistent link: https://www.econbiz.de/10011417824
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8
A random coefficient approach to the predictability of stock returns in panels
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 605-664
Persistent link: https://www.econbiz.de/10011339261
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9
Testing for predictability in conditionally heteroskedastic stock returns
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 342-375
Persistent link: https://www.econbiz.de/10011339304
Saved in:
10
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
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