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person:"McAleer, Michael"
~isPartOf:"International journal of forecasting"
~person:"Gupta, Rangan"
~person:"Poon, Aubrey"
~person:"Wu, Chongfeng"
~subject:"Capital market returns"
~subject:"Forecasting model"
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Search: subject_exact:"Volatility"
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Capital market returns
Forecasting model
Volatility
7
Volatilität
7
Prognoseverfahren
6
ARCH model
4
ARCH-Modell
4
Theorie
4
Theory
4
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3
Zeitreihenanalyse
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McAleer, Michael
Gupta, Rangan
Poon, Aubrey
Wu, Chongfeng
Clements, Adam
4
Wang, Yudong
4
Zhang, Yaojie
4
Demetrescu, Matei
3
Gallo, Giampiero M.
3
Ma, Feng
3
Taylor, James W.
3
Taylor, Nicholas
3
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2
Catania, Leopoldo
2
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2
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2
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Hou, Chenghan
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Izzeldin, Marwan
2
Klein, Tony
2
Liao, Yin
2
Lucas, André
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Luo, Jiawen
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LyĂłcsa, Ĺ tefan
2
Otranto, Edoardo
2
Rice, Gregory
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Ruiz, Esther
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1
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International journal of forecasting
Department of Economics working paper series
36
Econometric Institute research papers
27
Discussion paper / Tinbergen Institute
21
Working paper
14
Energy economics
8
The North American journal of economics and finance : a journal of financial economics studies
6
Finance research letters
5
International review of economics & finance : IREF
5
Journal of forecasting
5
Journal of econometrics
4
Annals of financial economics
3
Economics letters
3
Finmap working paper
3
Journal of risk and financial management : JRFM
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
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2
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The European journal of finance
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Defence and peace economics
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ECONIS (ZBW)
6
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1
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
2
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
3
Macroeconomic forecasting with large Bayesian VARs : global-local priors and the illusion of sparsity
Cross, Jamie
;
Hou, Chenghan
;
Poon, Aubrey
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 899-915
Persistent link: https://www.econbiz.de/10012497058
Saved in:
4
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
5
Forecasting crude oil market volatility : a Markov switching multifractal volatility approach
Wang, Yudong
;
Wu, Chongfeng
;
Li, Yang
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011596312
Saved in:
6
Volatility forecasting : the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao
;
Wu, Chongfeng
;
Xu, Weidong
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 609-619
Persistent link: https://www.econbiz.de/10011474428
Saved in:
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