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~subject:"Prognoseverfahren"
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Price and volatility co-jumps
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Prognoseverfahren
Schätzung
131,178
Estimation
125,046
Theorie
65,682
Theory
64,391
Börsenkurs
52,661
Share price
51,137
Volatility
41,080
Volatilität
40,811
Kapitaleinkommen
39,505
Capital income
39,405
USA
30,209
United States
29,113
Aktienmarkt
20,615
Stock market
20,368
Welt
20,331
World
19,610
Deutschland
19,216
CAPM
19,064
Stochastischer Prozess
17,288
Germany
17,201
Stochastic process
16,842
Optionspreistheorie
14,842
Portfolio-Management
14,627
Portfolio selection
14,514
Option pricing theory
14,381
Risikoprämie
12,460
Risk premium
12,328
Forecasting model
12,253
Risk
10,036
Risiko
10,032
Zeitreihenanalyse
9,726
Wirtschaftswachstum
9,694
Time series analysis
9,472
Economic growth
9,356
EU-Staaten
9,151
Wirkungsanalyse
8,951
Wechselkurs
8,920
Geldpolitik
8,750
Impact assessment
8,716
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Free
5,057
Undetermined
3,831
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Article
6,843
Book / Working Paper
5,648
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Article in journal
6,517
Aufsatz in Zeitschrift
6,517
Working Paper
2,427
Graue Literatur
2,373
Non-commercial literature
2,373
Arbeitspapier
2,209
Hochschulschrift
344
Aufsatz im Buch
297
Book section
297
Thesis
264
Collection of articles written by one author
76
Sammlung
76
Collection of articles of several authors
60
Sammelwerk
60
Conference paper
39
Konferenzbeitrag
39
Aufsatzsammlung
35
Bibliografie enthalten
26
Bibliography included
26
Systematic review
12
Übersichtsarbeit
12
Konferenzschrift
11
Reprint
8
Article
6
Case study
6
Fallstudie
6
Lehrbuch
6
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5
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5
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Amtsdruckschrift
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Handbook
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Handbuch
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Elektronischer Datenträger
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English
12,229
German
240
French
10
Spanish
7
Polish
4
Italian
3
Romanian
3
Dutch
1
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Author
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Gupta, Rangan
191
Ma, Feng
101
Pierdzioch, Christian
90
McMillan, David G.
81
Diebold, Francis X.
71
McAleer, Michael
68
Marcellino, Massimiliano
67
Zhang, Yaojie
56
Timmermann, Allan
55
Wang, Yudong
55
Bollerslev, Tim
52
Clark, Todd E.
49
Guidolin, Massimo
48
Zhou, Guofu
46
Salisu, Afees A.
42
Wohar, Mark E.
42
Zaremba, Adam
42
Bouri, Elie
41
Ghysels, Eric
41
Koopman, Siem Jan
39
Liang, Chao
39
Pesaran, M. Hashem
39
Lux, Thomas
38
Swanson, Norman R.
37
Narayan, Paresh Kumar
36
Schorfheide, Frank
34
Franses, Philip Hans
33
Ravazzolo, Francesco
32
Herwartz, Helmut
31
Medeiros, Marcelo C.
31
Wei, Yu
31
Döpke, Jörg
30
Gallo, Giampiero M.
30
Caporin, Massimiliano
29
Huber, Florian
29
Härdle, Wolfgang
28
Siliverstovs, Boriss
28
Carriero, Andrea
27
Christoffersen, Peter F.
27
Clements, Adam
26
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National Bureau of Economic Research
102
Federal Reserve Bank of St. Louis
12
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Federal Reserve System / Division of Research and Statistics
5
Centre for Quantitative Economics & Computing
4
Christian-Albrechts-Universität zu Kiel
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Institut für Weltwirtschaft
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Birkbeck College / Department of Economics
3
European University Institute / Department of Law
3
Federal Reserve Bank of Cleveland
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
Springer Fachmedien Wiesbaden
3
University of Exeter / Department of Economics
3
Verlag Dr. Kovač
3
Brown University / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Erasmus Research Institute of Management
2
European University Institute / Department of Economics
2
Institut für Höhere Studien
2
Institute of Finance and Accounting <London>
2
Narodna Banka na Republika Makedonija
2
National Institute of Economic and Social Research
2
OECD
2
Queen Mary College / Department of Economics
2
Rheinische Friedrich-Wilhelms-Universität Bonn
2
Rodney L. White Center for Financial Research
2
School of Economics, Mathematics and Statistics <London>
2
Springer International Publishing
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
Türkiye Cumhuriyet Merkez Bankası
2
University of Canterbury / Dept. of Economics and Finance
2
University of Chicago / Center for Research in Security Prices
2
Agricultural Land Markets - Efficiency and Regulation
1
Alaska / Dept. of Labor / Research and Analysis Section
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
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Published in...
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International journal of forecasting
296
Finance research letters
252
Journal of forecasting
252
Energy economics
165
International review of financial analysis
158
Journal of empirical finance
148
Journal of banking & finance
145
Applied economics
134
Economic modelling
117
International review of economics & finance : IREF
116
Journal of econometrics
116
Journal of financial economics
109
The North American journal of economics and finance : a journal of financial economics studies
104
NBER working paper series
98
Applied economics letters
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
88
Working paper
85
Working paper / National Bureau of Economic Research, Inc.
85
Economics letters
84
NBER Working Paper
83
Pacific-Basin finance journal
80
The European journal of finance
78
Discussion paper / Tinbergen Institute
73
Discussion paper / Centre for Economic Policy Research
70
Applied financial economics
68
Quantitative finance
63
The journal of futures markets
61
Journal of international financial markets, institutions & money
59
The review of financial studies
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
Journal of international money and finance
56
Research in international business and finance
56
Management science : journal of the Institute for Operations Research and the Management Sciences
53
Computational economics
52
Finance and economics discussion series
52
International journal of finance & economics : IJFE
51
Journal of applied econometrics
51
Journal of risk and financial management : JRFM
50
Department of Economics working paper series
49
Journal of financial econometrics : official journal of the Society for Financial Econometrics
47
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ECONIS (ZBW)
12,259
EconStor
225
USB Cologne (EcoSocSci)
6
RePEc
1
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1
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
2
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:
3
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
4
The skewness risk premium in equilibrium and stock return predictability
Sasaki, Hiroshi
- In:
Annals of finance
12
(
2016
)
1
,
pp. 95-133
Persistent link: https://www.econbiz.de/10011555439
Saved in:
5
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:
6
Examining the sources of excess return predictability : stochastic
volatility
or market inefficiency?
Lansing, Kevin J.
;
LeRoy, Stephen F.
;
Ma, Jun
-
2018
Persistent link: https://www.econbiz.de/10011977460
Saved in:
7
Examining the sources of excess return predictability : stochastic
volatility
or market inefficiency?
Lansing, Kevin J.
;
LeRoy, Stephen F.
;
Ma, Jun
- In:
Journal of economic behavior & organization : JEBO
197
(
2022
),
pp. 50-72
Persistent link: https://www.econbiz.de/10013383142
Saved in:
8
Forecasting realized
volatility
: new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
9
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
10
A global factor in variance risk premia and local bond pricing
Kaminska, Iryna
;
Roberts-Sklar, Matt
-
2015
Persistent link: https://www.econbiz.de/10011443308
Saved in:
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