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source:"econis"
subject:"Theorie"
~isPartOf:"International review of financial analysis"
~person:"Attanasio, Orazio P."
~person:"Gupta, Rangan"
~person:"Lindé, Jesper"
~person:"Ma, Feng"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"Time series analysis"
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Theorie
ARCH-Modell
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Time series analysis
Estimation
7
Prognoseverfahren
7
Schätzung
7
Börsenkurs
6
Share price
6
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5
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5
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1994-2005
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Attanasio, Orazio P.
Gupta, Rangan
Lindé, Jesper
Ma, Feng
Pierdzioch, Christian
Semmler, Willi
Degiannakis, Stavros
3
Kim, Jae H.
3
Nonejad, Nima
3
Smith, Simon C.
3
Aharon, David Y.
2
Antonakakis, Nikolaos
2
Bouri, Elie
2
Brooks, Robert
2
Charles, Amélie
2
Coakley, Jerry
2
Cummins, Mark
2
Daly, Kevin Edward
2
Darné, Olivier
2
Do, Hung Xuan
2
Dowling, Michael
2
Fabozzi, Frank J.
2
Floros, Christos
2
Gong, Xue
2
Huang, Yisu
2
In, Francis Haeuck
2
Kizys, Renatas
2
Liu, Jia
2
Narayan, Paresh Kumar
2
Salisu, Afees A.
2
Xuan Vinh Vo
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Zaremba, Adam
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Abad Díaz, David
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Al-Gamrh, Bakr
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1
Arshanapalli, Bala Gangadhar
1
Avdoulas, Christos
1
Avino, Davide
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International review of financial analysis
Department of Economics working paper series
21
Finance research letters
12
Kiel working paper
10
Applied economics
9
Energy economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics letters
7
International journal of finance & economics : IJFE
7
Kieler Arbeitspapiere
7
Working paper / National Bureau of Economic Research, Inc.
7
Working papers / University of Connecticut, Department of Economics
7
Economic modelling
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Diskussionsarbeit
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International review of economics & finance : IREF
4
Journal of forecasting
4
Sveriges Riksbank working paper series
4
Cambridge working papers in economics
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Economics letters
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Essays on the effects of fiscal and monetary policy
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Finmap working paper
3
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3
The European journal of finance
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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1
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
2
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
3
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
4
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
5
A comprehensive look at stock return predictability by oil prices using economic constraint approaches
Ma, Feng
;
Wang, Ruoxin
;
Lu, Xinjie
;
Wahab, M. I. M.
- In:
International review of financial analysis
78
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013252647
Saved in:
6
Economic constraints and stock return predictability : a new approach
Zhang, Yaojie
;
Wei, Yu
;
Ma, Feng
;
Yi, Yongsheng
- In:
International review of financial analysis
63
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012207360
Saved in:
7
Real-time macroeconomic data and ex ante stock return predictability
Döpke, Jörg
;
Hartmann, Daniel
;
Pierdzioch, Christian
- In:
International review of financial analysis
17
(
2008
)
2
,
pp. 274-290
Persistent link: https://www.econbiz.de/10003765017
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