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USA
Theorie
134
Theory
132
Prognoseverfahren
87
Forecasting model
86
Estimation
78
Schätzung
78
Time series analysis
65
Zeitreihenanalyse
65
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58
Volatilität
56
United States
52
Capital income
50
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50
Estimation theory
43
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43
Börsenkurs
33
Share price
33
CAPM
30
Monetary policy
25
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25
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24
Saisonale Schwankungen
24
Seasonal variations
24
Geldpolitik
23
Regression analysis
21
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21
Capital market returns
18
ECONOMETRICS
18
Kapitalmarktrendite
18
Risiko
18
Risk
17
Econometrics
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English
53
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Ghysels, Eric
44
Valkanov, Rossen I.
10
Santa-Clara, Pedro
7
Torous, Walter N.
5
Andreou, Elena
4
Chabot, Benjamin
4
Engle, Robert F.
4
Jagannathan, Ravi
4
Plazzi, Alberto
4
Fleming, Michael J.
3
Valkanov, Rossen
3
Ball, Ryan
2
Brandt, Michael W.
2
Brownlees, Christian
2
Chabot, Ben
2
Gagliardini, Patrick
2
Kurz, Christopher J.
2
Nguyen, Giang H.
2
Ozkan, Nazire
2
Rubin, Mirco
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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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Discussion paper / Centre for Economic Policy Research
8
The review of financial studies
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Working paper / National Bureau of Economic Research, Inc.
4
Journal of financial economics
3
The review of economics and statistics
3
Journal of econometrics
2
Research paper series / Swiss Finance Institute
2
The journal of finance : the journal of the American Finance Association
2
Working papers / Federal Reserve Bank of Chicago
2
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1
Econometric Society monographs
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance and economics discussion series
1
Handbook of economic forecasting ; Volume 2A
1
International journal of forecasting
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Southern economic journal
1
Special issue on new developments in time series econometrics
1
Staff reports / Federal Reserve Bank of New York
1
Swiss Finance Institute Research Paper
1
The journal of business : B
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
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EconStor
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Forecasting real estate prices
Ghysels, Eric
;
Plazzi, Alberto
;
Valkanov, Rossen I.
; …
-
2013
Persistent link: https://www.econbiz.de/10011507020
Saved in:
2
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
Saved in:
3
There is a risk-return trade-off after all
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of financial economics
76
(
2005
)
3
,
pp. 509-548
Persistent link: https://www.econbiz.de/10002878247
Saved in:
4
The cross-sectional dispersion of commercial real estate returns and rent growth : time variation and economic fluctuations
Plazzi, Alberto
;
Torous, Walter N.
;
Valkanov, Rossen I.
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 403-439
Persistent link: https://www.econbiz.de/10003764884
Saved in:
5
Expected returns and expected growth in rents of commercial real estate
Plazzi, Alberto
;
Torous, Walter N.
;
Valkanov, Rossen I.
- In:
The review of financial studies
23
(
2010
)
9
,
pp. 3469-3519
Persistent link: https://www.econbiz.de/10008664106
Saved in:
6
Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3411-3447
Persistent link: https://www.econbiz.de/10003885704
Saved in:
7
Do industries lead stock markets?
Hong, Harrison G.
;
Torous, Walter N.
;
Valkanov, Rossen I.
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 367-396
Persistent link: https://www.econbiz.de/10003425449
Saved in:
8
A Bayesian midas approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2014
Persistent link: https://www.econbiz.de/10010416812
Saved in:
9
Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
-
2004
Persistent link: https://www.econbiz.de/10002499370
Saved in:
10
On predicting stock returns with nearly integrated explanatory variables
Torous, Walter N.
;
Valkanov, Rossen I.
;
Yan, Shu
- In:
The journal of business : B
77
(
2004
)
4
,
pp. 937-966
Persistent link: https://www.econbiz.de/10002618433
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