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~subject:"Forecasting model"
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Forecasting model
Börsenkurs
52,283
Share price
50,758
Theorie
15,443
Theory
15,090
Kapitaleinkommen
13,827
Aktienmarkt
13,814
Capital income
13,808
Stock market
13,642
Auktionstheorie
11,057
Auction theory
10,756
Volatilität
9,742
Volatility
9,616
Schätzung
9,096
Estimation
8,901
USA
7,855
United States
7,675
Ankündigungseffekt
5,532
Announcement effect
5,487
Anlageverhalten
4,804
Behavioural finance
4,753
CAPM
3,760
Prognoseverfahren
3,591
Market microstructure
3,221
Auction
3,217
Auktion
3,202
Welt
3,194
World
3,136
Marktmikrostruktur
3,054
Finanzmarkt
3,022
Financial market
2,981
Finanzkrise
2,757
Financial crisis
2,749
Wertpapierhandel
2,690
Portfolio-Management
2,655
Portfolio selection
2,641
Securities trading
2,623
Deutschland
2,416
Effizienzmarkthypothese
2,386
Efficient market hypothesis
2,379
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Bibliography included
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English
3,475
German
63
French
2
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Gupta, Rangan
80
Ma, Feng
43
McMillan, David G.
43
Pierdzioch, Christian
39
Narayan, Paresh Kumar
25
Salisu, Afees A.
24
Zhang, Yaojie
23
Bollerslev, Tim
21
Lux, Thomas
21
Zaremba, Adam
20
Bekaert, Geert
19
Timmermann, Allan
19
Wang, Jiqian
18
Wang, Yudong
16
Liang, Chao
15
Zhou, Hao
15
Bouri, Elie
14
Li, Yan
14
Dai, Zhifeng
13
Wohar, Mark E.
13
Cakici, Nusret
12
Jiang, Fuwei
12
Medeiros, Marcelo C.
12
Molnár, Peter
11
Zhou, Guofu
11
Ziemba, William T.
11
Balcilar, Mehmet
10
Caporin, Massimiliano
10
Demirer, Rıza
10
Guidolin, Massimo
10
Herwartz, Helmut
10
Londono, Juan M.
10
McAleer, Michael
10
Ravazzolo, Francesco
10
Hanaki, Nobuyuki
9
Li, Bin
9
Pesaran, M. Hashem
9
Pettenuzzo, Davide
9
Sharma, Susan Sunila
9
Xu, Lai
9
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National Bureau of Economic Research
26
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve System / Division of Research and Statistics
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Birkbeck College / Department of Economics
2
Institut für Höhere Studien
2
Brown University / Department of Economics
1
Christian-Albrechts-Universität zu Kiel
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of St. Louis
1
Institut für Industriebetriebsforschung <Hamburg>
1
Internationaler Währungsfonds / European Department <2>
1
Robert Schuman Centre for Advanced Studies
1
Sonderforschungsgruppe Institutionenanalyse
1
Springer Fachmedien Wiesbaden
1
The Wharton Financial Institutions Center
1
University of California Los Angeles
1
University of Chicago / Center for Research in Security Prices
1
University of Exeter / Department of Economics
1
Universität Bern / Institut für Wirtschaftsinformatik
1
Verlag Dr. Kovač
1
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Finance research letters
93
International review of financial analysis
67
Journal of forecasting
64
Journal of banking & finance
56
Journal of empirical finance
53
International review of economics & finance : IREF
46
Journal of financial economics
42
The North American journal of economics and finance : a journal of financial economics studies
41
International journal of forecasting
40
Applied economics
39
Pacific-Basin finance journal
33
Economic modelling
31
Energy economics
31
Journal of econometrics
29
Department of Economics working paper series
26
NBER working paper series
26
The European journal of finance
26
Journal of international financial markets, institutions & money
24
Financial innovation : FIN
23
Research in international business and finance
23
Computational economics
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Applied economics letters
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
International journal of finance & economics : IJFE
19
Journal of financial markets
19
NBER Working Paper
19
Working paper / National Bureau of Economic Research, Inc.
19
Quantitative finance
18
Discussion paper / Tinbergen Institute
17
Journal of risk and financial management : JRFM
17
Review of quantitative finance and accounting
17
Economics letters
16
The journal of futures markets
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of economic dynamics & control
15
The review of financial studies
15
Applied financial economics
14
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
14
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ECONIS (ZBW)
3,543
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1
Surveillance of complex auction markets : a market policy analytics approach
Avci, Ezgi
-
2018
Persistent link: https://www.econbiz.de/10011859813
Saved in:
2
Three essays on forecasting and information acquisition in finance
Putintseva, Maria
-
2013
Persistent link: https://www.econbiz.de/10010233956
Saved in:
3
Deep order flow imbalance : extracting alpha at multiple horizons from the limit order book
Kolm, Petter N.
;
Turiel, Jeremy
;
Westray, Nicholas
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1044-1081
Persistent link: https://www.econbiz.de/10014370626
Saved in:
4
Predictability of stock market prices
Granger, Clive William John
;
Morgenstern, Oskar
-
1970
Persistent link: https://www.econbiz.de/10000025286
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
Multifractal models, intertrade durations and return volatility
Segnon, Mawuli
-
2015
Persistent link: https://www.econbiz.de/10011299266
Saved in:
7
A review of the international literature on the short term predictability of stock prices conditional on large prior price changes : microstructure, behavioral and risk related exp...
Amini, Shima
;
Ge̜bka, Bartosz
;
Hudson, Robert
;
Keasey, …
- In:
International review of financial analysis
26
(
2013
),
pp. 1-17
Persistent link: https://www.econbiz.de/10009717232
Saved in:
8
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
9
VPIN and the flash crash
Andersen, Torben
;
Bondarenko, Oleg
;
O'Hara, Maureen
- In:
Journal of financial markets
17
(
2014
),
pp. 1-46
Persistent link: https://www.econbiz.de/10010436257
Saved in:
10
Learning to predict rationally when beliefs are heterogeneous
Wenzelburger, Jan
- In:
Journal of economic dynamics & control
28
(
2004
)
10
,
pp. 2075-2104
Persistent link: https://www.econbiz.de/10002100159
Saved in:
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