Buchumschlag

‘Déjà vol’ revisited: survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios

Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: Conrad, Christian (VerfasserIn) , Glas, Alexander (VerfasserIn)
Dokumenttyp: Book/Monograph Arbeitspapier
Sprache:Englisch
Veröffentlicht: Heidelberg Universitätsbibliothek Heidelberg September 11, 2018
Schriftenreihe:Discussion Paper Series / University of Heidelberg, Department of Economics 655
In: Discussion paper series (655)

DOI:10.11588/heidok.00025357
Schlagworte:
Prognose
Wirtschaftsentwicklung
Online-Zugang:Resolving-System, kostenfrei, Volltext: http://dx.doi.org/10.11588/heidok.00025357
Resolving-System, kostenfrei, Volltext: http://nbn-resolving.de/urn:nbn:de:bsz:16-heidok-253575
Volltext
Verfasserangaben:Christian Conrad and Alexander Glas

MARC

LEADER 00000cam a2200000 c 4500
001 1656909030
003 DE-627
005 20181117100404.0
007 cr uuu---uuuuu
008 181031s2018 xx |||||o 00| ||eng c
024 7 |a urn:nbn:de:bsz:16-heidok-253575  |2 urn 
024 7 |a 10.11588/heidok.00025357  |2 doi 
035 |a (DE-627)1656909030 
035 |a (DE-576)512455295 
035 |a (DE-599)BSZ512455295 
035 |a (OCoLC)1060751057 
040 |a DE-627  |b ger  |c DE-627  |e rda 
041 |a eng 
082 0 4 |a 330 
084 |a 17  |2 sdnb 
100 1 |a Conrad, Christian  |d 1977-  |e VerfasserIn  |0 (DE-588)132066513  |0 (DE-627)517463725  |0 (DE-576)256818541  |4 aut 
245 1 0 |a ‘Déjà vol’ revisited  |b survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios  |c Christian Conrad and Alexander Glas 
264 1 |a Heidelberg  |b Universitätsbibliothek Heidelberg  |c September 11, 2018 
300 |a 1 Online-Ressource (57 Seiten) 
336 |a Text  |b txt  |2 rdacontent 
337 |a Computermedien  |b c  |2 rdamedia 
338 |a Online-Ressource  |b cr  |2 rdacarrier 
490 1 |a Discussion Paper Series / University of Heidelberg, Department of Economics  |v 655 
500 |a JEL classification: E17, E37, G11, G17; Keywords: Realized volatility, Survey of Professional Forecasters, forecast evaluation, predictive regressions 
689 0 0 |d s  |0 (DE-588)4066438-7  |0 (DE-627)106113526  |0 (DE-576)20916459X  |a Wirtschaftsentwicklung  |2 gnd 
689 0 1 |d s  |0 (DE-588)4047390-9  |0 (DE-627)106194712  |0 (DE-576)209073446  |a Prognose  |2 gnd 
689 0 |5 (DE-627) 
700 1 |a Glas, Alexander  |d 1986-  |e VerfasserIn  |0 (DE-588)1035326566  |0 (DE-627)747297940  |0 (DE-576)382935314  |4 aut 
810 2 |a Universität Heidelberg  |b Wirtschaftswissenschaftliche Fakultät  |t Discussion paper series  |v 655  |9 655  |w (DE-627)505754274  |w (DE-576)281296995  |w (DE-600)2217357-2  |7 am 
856 4 0 |u http://dx.doi.org/10.11588/heidok.00025357  |x Resolving-System  |z kostenfrei  |3 Volltext 
856 4 0 |u http://nbn-resolving.de/urn:nbn:de:bsz:16-heidok-253575  |q application/pdf  |x Resolving-System  |z kostenfrei  |3 Volltext 
951 |a BO 
990 |a Prognose 
990 |a Wirtschaftsentwicklung 
992 |a 20181031 
993 |a WorkingPaper 
994 |a 2018 
998 |g 1035326566  |a Glas, Alexander  |m 1035326566:Glas, Alexander  |d 180000  |d 181000  |e 180000PG1035326566  |e 181000PG1035326566  |k 0/180000/  |k 1/180000/181000/  |p 2  |y j 
998 |g 132066513  |a Conrad, Christian  |m 132066513:Conrad, Christian  |d 180000  |d 181000  |e 180000PC132066513  |e 181000PC132066513  |k 0/180000/  |k 1/180000/181000/  |p 1  |x j 
999 |a KXP-PPN1656909030  |e 3390252800 
BIB |a Y 
JSO |a {"physDesc":[{"extent":"1 Online-Ressource (57 Seiten)"}],"person":[{"display":"Conrad, Christian","role":"aut","family":"Conrad","given":"Christian"},{"family":"Glas","given":"Alexander","role":"aut","display":"Glas, Alexander"}],"title":[{"title_sort":"‘Déjà vol’ revisited","title":"‘Déjà vol’ revisited","subtitle":"survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios"}],"relMultPart":[{"physDesc":[{"extent":"Online-Ressource"}],"origin":[{"publisher":"[Verlag nicht ermittelbar]","dateIssuedDisp":"2000-2020","publisherPlace":"Heidelberg","dateIssuedKey":"2000"}],"note":["Frühere Jahrgänge online nicht mehr verfügbar","Gesehen am 01.12.2020"],"id":{"eki":["505754274"],"hdl":["10419/127204"],"zdb":["2217357-2"]},"pubHistory":["Nr. 326.2000-no. 691 (2020)"],"recId":"505754274","corporate":[{"role":"aut","display":"Universität Heidelberg"},{"role":"isb","display":"Alfred-Weber-Institut für Wirtschaftswissenschaften"}],"dispAlt":"Universität Heidelberg / Wirtschaftswissenschaftliche Fakultät: Discussion paper series","part":{"number":["655"],"number_sort":["655"]},"title":[{"title":"Discussion paper series / University of Heidelberg, Department of Economics","title_sort":"Discussion paper series / University of Heidelberg, Department of Economics"}],"disp":"Discussion Paper Series / University of Heidelberg, Department of Economics","type":{"media":"Online-Ressource","bibl":"serial"},"language":["ger","eng"],"titleAlt":[{"title":"AWI discussion paper series"},{"title":"Discussion papers online"}]}],"origin":[{"dateIssuedKey":"2018","publisherPlace":"Heidelberg","publisher":"Universitätsbibliothek Heidelberg","dateIssuedDisp":"September 11, 2018"}],"note":["JEL classification: E17, E37, G11, G17; Keywords: Realized volatility, Survey of Professional Forecasters, forecast evaluation, predictive regressions"],"id":{"eki":["1656909030"],"doi":["10.11588/heidok.00025357"],"uri":["urn:nbn:de:bsz:16-heidok-253575"]},"type":{"bibl":"book","media":"Online-Ressource"},"name":{"displayForm":["Christian Conrad and Alexander Glas"]},"language":["eng"],"recId":"1656909030"} 
SRT |a CONRADCHRIDEJAVOLREV1120 

Ähnliche Einträge