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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"International review of financial analysis"
~isPartOf:"NBER Working Paper"
~person:"Liu, Jia"
~person:"Pierdzioch, Christian"
~subject:"Multivariate GARCH model"
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Forecasting model
Stock market
Multivariate GARCH model
Estimation
5
Schätzung
5
Börsenkurs
4
Capital income
4
Kapitaleinkommen
4
Share price
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1994-2005
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Liu, Jia
Pierdzioch, Christian
Diebold, Francis X.
5
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3
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3
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3
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International review of financial analysis
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6
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4
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4
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3
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ECONIS (ZBW)
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1
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:
2
Expected stock returns, common idiosyncratic volatility and average idiosyncratic correlation
Ni, Xuanming
;
Qian, Long
;
Zhao, Huimin
;
Liu, Jia
- In:
International review of financial analysis
76
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012805046
Saved in:
3
Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean
;
Zha, Rui
;
Stafylas, Dimitrios
;
He, Kaijian
; …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
Saved in:
4
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
Saved in:
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