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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"Discussion paper in financial economics : FE"
~isPartOf:"Journal of banking & finance"
~person:"Pesaran, M. Hashem"
~person:"Wang, Yudong"
~subject:"Faktorenanalyse"
~subject:"VAR-Modell"
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Prognoseverfahren
Faktorenanalyse
VAR-Modell
Capital income
2
Estimation
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Kapitaleinkommen
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2
1954-1992
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Börsenkurs
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Dynamic model averaging
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Swanson, Norman R.
Pesaran, M. Hashem
Wang, Yudong
Guo, Hui
3
Gouriéroux, Christian
2
Huang, Tao
2
Li, Junye
2
Liu, Xiaochun
2
Maio, Paulo
2
Møller, Stig Vinther
2
Prokopczuk, Marcel
2
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Discussion paper in financial economics : FE
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ECONIS (ZBW)
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Forecasting realized volatility in a changing world : a dynamic model averaging approach
Wang, Yudong
;
Ma, Feng
;
Wei, Yu
;
Wu, Chongfeng
- In:
Journal of banking & finance
64
(
2016
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011634282
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
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