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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~isPartOf:"Theoretical economics letters"
~person:"Ahlgren, Niklas"
~person:"Balasubramanian, G."
~person:"Yu, Deshui"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~subject:"Regression analysis"
~subject:"Zeitreihenanalyse"
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Ahlgren, Niklas
Balasubramanian, G.
Yu, Deshui
Cui, Guowei
3
Hassler, Uwe
3
Tu, Yundong
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Wang, Shaoping
3
Agiakloglou, Christos N.
2
Anatolyev, Stanislav
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Jeong, Minsoo
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Moura, Guilherme Valle
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Oh, Dong-Yop
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Ullah, Aman
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Wang, Taining
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Westerlund, Joakim
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Wooldridge, Jeffrey M.
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Zhang, Xinyu
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Zhao, Shangwei
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Abdulmuhyi, M. A.
1
Ando, Michihito
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Andrle, Michal
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Annaert, Jan
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Antell, Jan
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Aradillas-López, Andrés
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economics letters
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Technical working paper / National Bureau of Economic Research
Theoretical economics letters
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Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
2
Nonparametric modeling for the time-varying persistence of inflation
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
225
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014308465
Saved in:
3
A test for joint market efficiency from an investor’s perspective
Viswanathan, Lakshmi
;
Maheswaran, S.
;
Balasubramanian, G.
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1518-1533
Persistent link: https://www.econbiz.de/10012104496
Saved in:
4
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
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