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source:"econis"
subject:"Estimation"
~accessRights:"restricted"
~person:"Engel, Charles"
~person:"Liu, Xiaochun"
~person:"Pierdzioch, Christian"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Theory"
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Estimation
Prognoseverfahren
Theorie
42
Theory
42
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18
Forecasting model
17
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10
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10
Exchange rate
7
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7
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6
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English
27
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Engel, Charles
Liu, Xiaochun
Pierdzioch, Christian
Gupta, Rangan
38
Marcellino, Massimiliano
35
Petropoulos, Fotios
23
Timmermann, Allan
23
Wang, Yudong
20
Serletis, Apostolos
17
Makridakis, Spyros G.
16
Assimakopoulos, V.
15
Hyndman, Rob J.
15
Spiliotis, Evangelos
15
Giannone, Domenico
14
Gil-Alaña, Luis A.
14
Koopman, Siem Jan
13
Rossi, Barbara
13
Babai, M. Zied
12
Carriero, Andrea
12
Ghysels, Eric
12
Kourentzes, Nikolaos
12
Bekiros, Stelios
11
Chan, Joshua
11
Clements, Michael P.
11
Diebold, Francis X.
11
Fabozzi, Frank J.
11
Huber, Florian
11
Jawadi, Fredj
11
Kang, Yanfei
11
Kelly, Bryan T.
11
Kilian, Lutz
11
Kumbhakar, Subal
11
Lawrence, Kenneth D.
11
Ma, Feng
11
Ravazzolo, Francesco
11
Schorfheide, Frank
11
Zhang, Yaojie
11
Bahmani-Oskooee, Mohsen
10
Baumeister, Christiane
10
Clark, Todd E.
10
Franses, Philip Hans
10
Jiang, Cuixia
10
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Finance research letters
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3
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1
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1
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1
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1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of economic studies : RES
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ECONIS (ZBW)
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1
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
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2
Liquidity and exchange rates : an empirical investigation
Engel, Charles
;
Wu, Steve Pak Yeung
- In:
The review of economic studies : RES
90
(
2023
)
5
,
pp. 2395-2438
Persistent link: https://www.econbiz.de/10014392021
Saved in:
3
Encompassing tests for value at risk and expected shortfall multistep forecasts based on inference on the boundary
Dimitriadis, Timo
;
Liu, Xiaochun
;
Schnaitmann, Julie
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 412-444
Persistent link: https://www.econbiz.de/10014314753
Saved in:
4
Risk aversion and the predictability of crude oil market volatility : a forecasting experiment with random forests
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1755-1767
Persistent link: https://www.econbiz.de/10013373057
Saved in:
5
Forecasting power of infectious diseases-related uncertainty for gold realized variance
Bouri, Elie
;
Gkillas, Konstantinos
;
Gupta, Rangan
; …
- In:
Finance research letters
42
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014581420
Saved in:
6
Time-varying risk aversion and the predictability of bond premia
Çepni, Oğguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436600
Saved in:
7
Quantile-based asymmetric dynamics of real GDP growth
Liu, Xiaochun
- In:
Macroeconomic dynamics
24
(
2020
)
8
,
pp. 1960-1988
Persistent link: https://www.econbiz.de/10012404222
Saved in:
8
Forecasting short-run exchange rate volatility with monetary fundamentals : a GARCH-MIDAS approach
You, Yu
;
Liu, Xiaochun
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012489245
Saved in:
9
The uncovered interest parity puzzle, exchange rate forecasting, and Taylor rules
Engel, Charles
;
Lee, Dohyeon
;
Liu, Chang
;
Liu, Chenxin
; …
- In:
Journal of international money and finance
95
(
2019
),
pp. 317-331
Persistent link: https://www.econbiz.de/10012137579
Saved in:
10
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
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