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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of banking & finance"
~person:"Ahmed, Shamim"
~person:"Guo, Hui"
~source:"econis"
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Estimation
Zeitreihenanalyse
Forecasting model
4
Prognoseverfahren
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Schätzung
4
CAPM
3
Capital income
3
Kapitaleinkommen
3
Aktienmarkt
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Risikoprämie
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Risk premium
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1952-2002
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Analysis of variance
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Capital market returns
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Commodity derivative
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Commodity exchange
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Commodity market
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Commodity markets
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Econometric models
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Economic value
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Futures pricing
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ICAPM
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Implied variance
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Insolvency
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Out-of-sample predictability
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Risiko
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Risk
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Rohstoffmarkt
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Stock return predictability
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Theorie
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Ahmed, Shamim
Guo, Hui
Prokopczuk, Marcel
7
Wese Simen, Chardin
4
Zaremba, Adam
4
Ammann, Manuel
3
Belke, Ansgar
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Berkman, Henk
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Cakici, Nusret
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Dungey, Mardi H.
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Füss, Roland
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Li, Junye
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Chen, Jie
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Chiang, Raymond
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Chou, Pin-huang
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Cici, Gjergji
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Clare, Andrew D.
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Elton, Edwin J.
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Feng, Guohua
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Gruber, Martin Jay
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Harris, Richard D. F.
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Hautsch, Nikolaus
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Journal of banking & finance
Working paper
5
Journal of money, credit and banking : JMCB
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Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international money and finance
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Pacific-Basin finance journal
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Review / Federal Reserve Bank of St. Louis
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The Bangladesh development studies : the journal of the Bangladesh Institute of Development Studies
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ECONIS (ZBW)
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1
Aggregate distress risk and equity returns
Guo, Hui
;
Jiang, Xiaowen
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257367
Saved in:
2
The predictive performance of commodity futures risk factors
Ahmed, Shamim
;
Tsvetanov, Daniel
- In:
Journal of banking & finance
71
(
2016
),
pp. 20-36
Persistent link: https://www.econbiz.de/10011635309
Saved in:
3
Options-implied variance and future stock returns
Guo, Hui
;
Qiu, Buhui
- In:
Journal of banking & finance
44
(
2014
),
pp. 93-113
Persistent link: https://www.econbiz.de/10010410375
Saved in:
4
Time-varying risk premia and the cross section of stock returns
Guo, Hui
- In:
Journal of banking & finance
30
(
2006
)
7
,
pp. 2087-2107
Persistent link: https://www.econbiz.de/10003339524
Saved in:
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