//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of forecasting"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The Value Spread as a Predicto...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
882
Prognoseverfahren
882
Theorie
453
Theory
453
Time series analysis
230
Zeitreihenanalyse
230
Volatility
119
Volatilität
119
Estimation
114
Schätzung
114
Capital income
99
Kapitaleinkommen
99
Forecast
93
Prognose
93
Börsenkurs
78
Share price
78
Estimation theory
77
Schätztheorie
77
ARCH model
76
ARCH-Modell
76
USA
71
United States
71
Economic forecast
66
Wirtschaftsprognose
66
forecasting
64
Frühindikator
53
Leading indicator
53
Exchange rate
52
Wechselkurs
52
Inflation
51
Regression analysis
48
Regressionsanalyse
48
Bayes-Statistik
46
Bayesian inference
46
Neural networks
46
Neuronale Netze
46
Welt
46
World
46
Statistical distribution
40
Statistische Verteilung
40
more ...
less ...
Online availability
All
Undetermined
262
Free
46
Type of publication
All
Article
912
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
915
Aufsatz in Zeitschrift
915
Collection of articles of several authors
10
Sammelwerk
10
Systematic review
2
Übersichtsarbeit
2
Aufsatzsammlung
1
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
917
Author
All
Gupta, Rangan
15
Franses, Philip Hans
12
Clements, Michael P.
7
Hall, Stephen G.
7
Marcellino, Massimiliano
7
Wang, Yudong
7
Chen, Cathy W. S.
6
Tavlas, George S.
6
Chan, Ngai Hang
5
García-Ferrer, Antonio
5
Granger, C. W. J.
5
Kunst, Robert M.
5
McAleer, Michael
5
O'Hare, Colin
5
Zhang, Yaojie
5
Ashiya, Masahiro
4
Baltagi, Badi H.
4
Cepni, Oguzhan
4
Chevallier, Julien
4
Cholodilin, Konstantin Arkadʹevič
4
Gerlach, Richard
4
Herwartz, Helmut
4
Hyndman, Rob J.
4
Jiang, He
4
Kapetanios, George
4
Karathanasopoulos, Andreas
4
Kouassi, Eugène
4
Kouretas, Georgios P.
4
Lee, Jack C.
4
Lien, Da-hsiang Donald
4
Lin, Edward M. H.
4
Ma, Feng
4
Mazzi, Gian Luigi
4
McMillan, David G.
4
Panopulu, Aikaterinē
4
Peel, David
4
Pierdzioch, Christian
4
Salisu, Afees A.
4
So, Mike Ka-pui
4
Taylor, James W.
4
more ...
less ...
Published in...
All
Journal of forecasting
NBER working paper series
3,658
Working paper / National Bureau of Economic Research, Inc.
3,239
NBER Working Paper
3,029
Finance research letters
1,806
Discussion paper / Centre for Economic Policy Research
1,663
International journal of forecasting
1,632
Working paper
1,584
Journal of banking & finance
1,568
Energy economics
1,538
CESifo working papers
1,396
Applied economics
1,387
IMF working papers
1,276
SpringerLink / Bücher
1,273
International review of financial analysis
1,262
Applied economics letters
1,181
Policy research working paper : WPS
1,096
Journal of financial economics
1,067
The journal of finance : the journal of the American Finance Association
1,015
Economic modelling
995
International review of economics & finance : IREF
993
Journal of international money and finance
971
Economics letters
953
Research in international business and finance
826
Discussion papers / CEPR
822
Pacific-Basin finance journal
819
Technological forecasting & social change : an international journal
792
Applied financial economics
782
Journal of international financial markets, institutions & money
781
The review of financial studies
746
Discussion paper series / IZA
734
IMF working paper
731
Journal of financial and quantitative analysis : JFQA
731
The North American journal of economics and finance : a journal of financial economics studies
689
World Bank E-Library Archive
679
International Journal of Energy Economics and Policy : IJEEP
676
Journal of empirical finance
674
Intereconomics : review of European economic policy
673
CESifo Working Paper
634
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
606
more ...
less ...
Source
All
ECONIS (ZBW)
917
Showing
1
-
10
of
917
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting stock returns : do commodity prices help?
Black, Angela J.
;
Klinkowska, Olga
;
McMillan, David G.
; …
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
Saved in:
2
Forecasting international equity market volatility : a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
Saved in:
3
International equity flows and the predictability of US stock returns
Hartmann, Daniel
;
Pierdzioch, Christian
- In:
Journal of forecasting
26
(
2007
)
8
,
pp. 583-599
Persistent link: https://www.econbiz.de/10003608154
Saved in:
4
Forecasting performance of nonlinear models for intraday stock returns
Matías, José M.
;
Reboredo, Juan Carlos
- In:
Journal of forecasting
31
(
2012
)
2
,
pp. 172-188
Persistent link: https://www.econbiz.de/10009503688
Saved in:
5
How predictable are equity covariance matrices? : evidence from high-frequency data for four markets
Buckle, Michael J.
;
Chen, Jing
;
Williams, Julian
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 542-557
Persistent link: https://www.econbiz.de/10011282861
Saved in:
6
Forecasting daily variations of stock index returns with a multifractal model of realized volatility
Lux, Thomas
;
Morales-Arias, Leonardo
;
Sattarhoff, Cristina
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 532-541
Persistent link: https://www.econbiz.de/10011282864
Saved in:
7
Predicting the distribution of stock returns : model formulation, statistical evaluation, VaR analysis and economic significance
Massacci, Daniele
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 191-208
Persistent link: https://www.econbiz.de/10011305266
Saved in:
8
Cross-section stock return and implied covariance between jump and diffusive volatility
Ze-To, Samuel Yau Man
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 379-390
Persistent link: https://www.econbiz.de/10011318319
Saved in:
9
The importance of the macroeconomic variables in forecasting stock return variance : a GARCH-MIDAS approach
Asgharian, Hossein
;
Hou, Ai Jun
;
Javed, Farrukh
- In:
Journal of forecasting
32
(
2013
)
7
,
pp. 600-612
Persistent link: https://www.econbiz.de/10010202170
Saved in:
10
A neuro-walvet model for the short-term forecasting of high-frequency time series of stock returns
Ortega, Luis F.
;
Khashanah, Khaldoun
- In:
Journal of forecasting
33
(
2014
)
2
,
pp. 134-146
Persistent link: https://www.econbiz.de/10010424852
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->