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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International journal of forecasting"
~person:"Kapetanios, George"
~person:"Ma, Feng"
~subject:"Ölpreis"
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Forecasting model
Stock market
Ölpreis
Estimation
5
Prognoseverfahren
5
Schätzung
5
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Autocorrelation
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Autokorrelation
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Börsenkurs
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Commodity derivative
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Estimation theory
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Oil price
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Rohstoffderivat
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Schätztheorie
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ARMA model
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Comparison
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Estimation window
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Factor augmented regression
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Forecast
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Markov chain
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Kapetanios, George
Ma, Feng
Gupta, Rangan
5
Koopman, Siem Jan
5
Athanasopoulos, George
3
Huber, Florian
3
McMillan, David G.
3
Blasques, Francisco
2
Bredin, Donal
2
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2
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2
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2
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2
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2
Lahiri, Kajal
2
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2
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2
Mumtaz, Haroon
2
Nitzsche, Dirk
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2
Wei, Yu
2
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2
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2
Zhao, Yongchen
2
Adams, Patrick A.
1
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1
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International journal of finance & economics : IJFE
International journal of forecasting
Energy economics
8
International review of financial analysis
5
Applied economics
4
Finance research letters
4
Working paper
4
CAMA working paper series
3
Applied economics letters
2
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Bank of Italy Temi di Discussione (Working Paper)
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Discussion papers / National Institute of Economic and Social Research
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial innovation : FIN
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International review of economics & finance : IREF
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Journal of banking & finance
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Journal of economic dynamics & control
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Journal of international financial markets, institutions & money
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of futures markets
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ECONIS (ZBW)
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1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
3
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
4
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
5
Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard
;
Chaleampong Kongcharoen
;
Kapetanios, …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
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