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accessRights:"restricted"
~person:"Bollerslev, Tim"
~person:"Liang, Chao"
~subject:"Prognoseverfahren"
~type:"article"
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Prognoseverfahren
Estimation
22
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22
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19
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19
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16
Kapitaleinkommen
16
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Bollerslev, Tim
Liang, Chao
Gupta, Rangan
57
Ma, Feng
30
Zaremba, Adam
24
Wang, Yudong
21
Pierdzioch, Christian
20
Zhang, Yaojie
20
Nonejad, Nima
15
Narayan, Paresh Kumar
14
Salisu, Afees A.
14
Wei, Yu
12
Balcilar, Mehmet
11
Wohar, Mark E.
10
Long, Huaigang
9
McMillan, David G.
9
Wu, Xinyu
9
Demirer, Rıza
8
Kumar, Dilip
8
Liu, Li
8
Lu, Xinjie
8
Moosa, Imad A.
8
Bouri, Elie
7
Dai, Zhifeng
7
Jawadi, Fredj
7
Li, Bin
7
Pan, Zhiyuan
7
Yin, Libo
7
Ghysels, Eric
6
He, Mengxi
6
Huang, Dengshi
6
Huber, Florian
6
Majumdar, Anandamayee
6
Marcellino, Massimiliano
6
Tamoni, Andrea
6
Todorov, Viktor
6
Wang, Jiqian
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Wang, Shouyang
6
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Applied economics
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Handbook of economic forecasting ; 1
1
International journal of finance & economics : IJFE
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Journal of economic behavior & organization
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ECONIS (ZBW)
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1
More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?
Liang, Chao
;
Wang, Lu
;
Duy Duong
- In:
Journal of economic behavior & organization
218
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014552793
Saved in:
2
Financial stress and returns predictability : fresh evidence from China
Xu, Yongan
;
Liang, Chao
;
Wang, Jianqiong
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463762
Saved in:
3
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
4
Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
Saved in:
5
Forecasting US stock market returns by the aggressive stock-selection opportunity
Li, Yan
;
Liang, Chao
;
Toan Luu Duc Huynh
- In:
Finance research letters
50
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014245366
Saved in:
6
News sentiment and stock return : evidence from managers' news coverages
Xu, Yongan
;
Liang, Chao
;
Li, Yan
;
Toan Luu Duc Huynh
- In:
Finance research letters
48
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013463167
Saved in:
7
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
8
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
9
Uncertainty and crude oil market volatility : new evidence
Liang, Chao
;
Wei, Yu
;
Li, Xiafei
;
Zhang, Xuhui
;
Zhang, …
- In:
Applied economics
52
(
2020
)
27
,
pp. 2945-2959
Persistent link: https://www.econbiz.de/10012221463
Saved in:
10
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
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