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subject:"Forecasting model"
subject:"Stock market"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~subject:"ARCH-Modell"
~subject:"Prognoseverfahren"
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Forecasting model
Stock market
ARCH-Modell
Prognoseverfahren
Estimation
15
Schätzung
15
Volatility
9
Volatilität
9
Capital income
7
Kapitaleinkommen
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Börsenkurs
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Deutschland
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Germany
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Return Predictability
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Risk
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McAleer, Michael
4
Prokopczuk, Marcel
3
Chang, Chia-Lin
2
Dierkes, Maik
2
Roengchai Tansuchat
2
Asai, Manabu
1
Becker, Janis
1
Bätje, Fabian
1
Caporin, Massimiliano
1
Chen, Chi-chung
1
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1
Lan Fen Chu
1
Menkhoff, Lukas
1
Meyer, Steffen
1
Nguyen, Duc Binh Benno
1
Sibbertsen, Philipp
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Gottfried Wilhelm Leibniz Universität Hannover
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
92
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Federal Reserve Bank of St. Louis
5
Institut für Weltwirtschaft
5
Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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Federal Reserve System / Division of Research and Statistics
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Centre for Analytical Finance <Århus>
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Chambre de commerce et d'industrie de Paris
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Federal Reserve Bank of Cleveland
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Queen Mary College / Department of Economics
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University of Exeter / Department of Economics
3
Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Ekonomiska forskningsinstitutet <Stockholm>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Federal Reserve Bank of San Francisco
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Narodna Banka na Republika Makedonija
2
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OECD
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Rheinische Friedrich-Wilhelms-Universität Bonn
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Center for Economic Research <Tilburg>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Columbia University / Graduate School of Business
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Volatility and systematic risks in financial markets
Würsig, Christoph Matthias
-
2022
Persistent link: https://www.econbiz.de/10013256100
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2
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
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3
Empirical essays on stock return predictability using macroeconomic variables and technical indicators
Bätje, Fabian
-
2017
Persistent link: https://www.econbiz.de/10012123337
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4
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
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5
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
6
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
7
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
8
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
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