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subject:"Forecasting model"
subject:"Stock market"
~person:"Baumeister, Christiane"
~person:"Narayan, Paresh Kumar"
~person:"Wohar, Mark E."
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Forecasting model
Stock market
Estimation
263
Schätzung
263
Börsenkurs
73
Share price
73
Prognoseverfahren
58
Capital income
51
Kapitaleinkommen
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81
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Baumeister, Christiane
Narayan, Paresh Kumar
Wohar, Mark E.
Gupta, Rangan
114
Caporale, Guglielmo Maria
58
Pierdzioch, Christian
55
Marcellino, Massimiliano
53
McMillan, David G.
45
Zaremba, Adam
45
McAleer, Michael
39
Ma, Feng
35
Pesaran, M. Hashem
33
Timmermann, Allan
32
Diebold, Francis X.
31
Balcilar, Mehmet
30
Gil-Alaña, Luis A.
30
Clark, Todd E.
28
Swanson, Norman R.
27
Härdle, Wolfgang
26
Wang, Yudong
26
Schorfheide, Frank
25
Siliverstovs, Boriss
25
Döpke, Jörg
24
Herwartz, Helmut
24
Kilian, Lutz
24
Zhang, Yaojie
24
Bouri, Elie
23
Franses, Philip Hans
23
Ghysels, Eric
23
Huber, Florian
23
Bollerslev, Tim
22
Ravazzolo, Francesco
22
Tiwari, Aviral Kumar
22
Salisu, Afees A.
21
Guidolin, Massimo
20
Zhou, Guofu
20
Caporin, Massimiliano
19
Cheung, Yin-Wong
19
Engle, Robert F.
19
Fritsche, Ulrich
18
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Journal of international financial markets, institutions & money
8
Emerging markets review
5
CFS working paper series
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Discussion paper / Centre for Economic Policy Research
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CESifo working papers
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Energy economics
3
Finance research letters
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International review of economics & finance : IREF
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South Asia in the era of globalization : trade, industrialization, and welfare
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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51
Structural breaks in volatility : the case of Chinese stock returns
Ni, Jinlan
;
Wohar, Mark E.
;
Wang, Beichen
- In:
The Chinese economy
49
(
2016
)
2
,
pp. 81-93
Persistent link: https://www.econbiz.de/10011619799
Saved in:
52
Testing for predictability in panels of any time series dimension
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10011622121
Saved in:
53
Periodically collapsing bubbles in the South African stock market
Balcilar, Mehmet
;
Gupta, Rangan
;
Jooste, Charl
;
Wohar, …
- In:
Research in international business and finance
38
(
2016
),
pp. 191-201
Persistent link: https://www.econbiz.de/10011640638
Saved in:
54
Does economic policy uncertainty predict exchange rate returns and volatility? : evidence from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Kyei, Clement
;
Wohar, …
- In:
Open economies review
27
(
2016
)
2
,
pp. 229-250
Persistent link: https://www.econbiz.de/10011591762
Saved in:
55
On the estimation and testing of predictive panel regressions
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
45
(
2016
),
pp. 115-125
Persistent link: https://www.econbiz.de/10011690459
Saved in:
56
Stock return predictability and determinants of predictability and profits
Bannigidadmath, Deepa
;
Narayan, Paresh Kumar
- In:
Emerging markets review
26
(
2016
),
pp. 153-173
Persistent link: https://www.econbiz.de/10011670906
Saved in:
57
Testing for stock return predictability in a large Chinese panel
Westerlund, Joakim
;
Narayan, Paresh Kumar
;
Zheng, Xinwei
- In:
Emerging markets review
24
(
2015
),
pp. 81-100
Persistent link: https://www.econbiz.de/10011538541
Saved in:
58
Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane
;
Kilian, Lutz
;
Lee, Thomas
-
2015
Persistent link: https://www.econbiz.de/10011346927
Saved in:
59
Do high-frequency financial data help forcast oil prices? : the MIDAS touch at work
Baumeister, Christiane
;
Guérin, Pierre
;
Kilian, Lutz
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 238-252
Persistent link: https://www.econbiz.de/10011474035
Saved in:
60
An analysis of sectoral equity and CDS spreads
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011474484
Saved in:
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