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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Großbritannien"
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Search: subject_exact:"Estimation"
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Forecasting model
Stock market
Großbritannien
Estimation
612
Schätzung
612
Theorie
181
Theory
181
USA
120
United States
120
Volatility
92
Volatilität
92
Welt
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Estimation theory
46
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EU countries
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VAR model
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Narayan, Paresh Kumar
7
Clark, Todd E.
4
Sharma, Susan Sunila
3
Blundell, Richard W.
2
Bouri, Elie
2
Carriero, Andrea
2
Devpura, Neluka
2
Dinh Hoang Bach Phan
2
Filis, George
2
Floros, Christos
2
Kenourgios, Dimitris
2
Lima, Luiz Renato
2
MacDonald, Ronald
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
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2
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2
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2
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1
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1
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1
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1
Aloui, Chaker
1
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1
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1
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1
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1
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1
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Journal of applied econometrics
Journal of international financial markets, institutions & money
Applied economics
249
Discussion paper series / IZA
234
Finance research letters
177
Discussion paper / Centre for Economic Policy Research
174
Working paper / National Bureau of Economic Research, Inc.
162
Economic modelling
161
International journal of forecasting
160
NBER working paper series
153
Applied economics letters
152
International review of financial analysis
144
NBER Working Paper
143
International review of economics & finance : IREF
138
Applied financial economics
121
Journal of banking & finance
113
CESifo working papers
112
Journal of forecasting
111
Journal of empirical finance
103
The North American journal of economics and finance : a journal of financial economics studies
103
Working paper
96
Energy economics
91
IZA Discussion Paper
91
Research in international business and finance
89
The European journal of finance
86
Journal of international money and finance
85
Discussion paper
84
Economics letters
80
Journal of financial economics
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Journal of econometrics
76
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
73
International journal of finance & economics : IJFE
69
Pacific-Basin finance journal
65
Journal of risk and financial management : JRFM
57
Discussion papers in economics
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
Oxford bulletin of economics and statistics
50
International journal of economics and finance
46
The journal of futures markets
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ECONIS (ZBW)
143
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1
Macroeconomic momentum and cross-sectional equity market indices
Zhang, Yu
;
Kappou, Konstantina
;
Urquhart, Andrew
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014535728
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2
The Federal Reserve's output gap : the unreliability of real-time reliability tests
Quast, Josefine
;
Wolters, Maik H.
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1101-1111
Persistent link: https://www.econbiz.de/10014474421
Saved in:
3
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
4
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
5
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
6
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
7
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
8
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
9
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
10
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
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