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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Dai, Zhifeng"
~person:"Paolella, Marc S."
~subject:"Multivariate analysis"
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Kapitaleinkommen
Multivariate analysis
Estimation
7
Schätzung
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Börsenkurs
6
Capital income
6
Share price
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5
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Dai, Zhifeng
Paolella, Marc S.
Todorov, Viktor
8
Gupta, Rangan
6
Bollerslev, Tim
5
Andersen, Torben
3
Hau, Liya
3
Tauchen, George Eugene
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Xiu, Dacheng
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Asai, Manabu
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Aït-Sahalia, Yacine
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Mo, Guoli
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Patton, Andrew J.
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Pierdzioch, Christian
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Xuan Vinh Vo
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Zakoïan, Jean-Michel
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
CFS working paper series
4
Applied economics
1
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Asia-Pacific financial markets
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Econometrics : open access journal
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International review of financial analysis
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
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ECONIS (ZBW)
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1
Indicator selection and stock return predictability
Dai, Zhifeng
;
Zhu, Huan
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012822124
Saved in:
2
Forecasting stock market returns : new technical indicators and two-step economic constraint method
Dai, Zhifeng
;
Dong, Xiaodi
;
Kang, Jie
;
Hong, Lianying
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012642438
Saved in:
3
Efficient predictability of stock return volatility : the role of stock market implied volatility
Dai, Zhifeng
;
Zhou, Huiting
;
Wen, Fenghua
;
He, Shaoyi
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012654913
Saved in:
4
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
5
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
6
Time-varying mixture GARCH models and asymmetric volatility
Haas, Markus
;
Krause, Jochen
;
Paolella, Marc S.
; …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
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