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subject:"Forecasting model"
subject:"Stock market"
~person:"Long, Huaigang"
~person:"Wolters, Maik H."
~subject:"Statistische Methode"
~subject:"United Kingdom"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzschrift"
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Forecasting model
Stock market
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Estimation
26
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26
Prognoseverfahren
15
Capital income
14
Kapitaleinkommen
14
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Long, Huaigang
Wolters, Maik H.
Gupta, Rangan
93
Zaremba, Adam
41
Gil-Alaña, Luis A.
37
Ma, Feng
33
McMillan, David G.
33
Wohar, Mark E.
33
Pierdzioch, Christian
32
Balcilar, Mehmet
27
Narayan, Paresh Kumar
26
Zhang, Yaojie
24
Caporale, Guglielmo Maria
23
Wang, Yudong
23
Moosa, Imad A.
20
Tiwari, Aviral Kumar
18
Demirer, Rıza
17
Salisu, Afees A.
17
Sehgal, Sanjay
17
Bouri, Elie
15
Chiang, Thomas C.
15
Kumar, Dilip
15
Nonejad, Nima
15
Xuan Vinh Vo
15
Jawadi, Fredj
14
Wei, Yu
14
Yoon, Seong-min
14
Blundell, Richard W.
12
Brooks, Robert
12
Shahzad, Syed Jawad Hussain
12
Westerlund, Joakim
12
Cakici, Nusret
11
Kang, Sang Hoon
11
Marcellino, Massimiliano
11
Mensi, Walid
11
Narayan, Seema
11
Swanson, Norman R.
11
Bekiros, Stelios
10
Bollerslev, Tim
10
Döpke, Jörg
10
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Pacific-Basin finance journal
3
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2
Finance research letters
2
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2
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
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1
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1
International review of financial analysis
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ECONIS (ZBW)
17
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1
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:
2
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:
3
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
4
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
5
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
6
Reliable real-time output gap estimates based on a modified Hamilton filter
Quast, Josefine
;
Wolters, Maik H.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 152-168
Persistent link: https://www.econbiz.de/10012804095
Saved in:
7
Is geopolitical risk priced in the cross-section of cryptocurrency returns?
Long, Huaigang
;
Demir, Ender
;
Będowska-Sójka, Barbara
; …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013479434
Saved in:
8
Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang
;
Fu, Tao
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
Saved in:
9
Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Zaremba, Adam
;
Bilgin, Mehmet Huseyin
;
Long, Huaigang
; …
- In:
International review of financial analysis
78
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013253483
Saved in:
10
Business sentiment and the cross-section of global equity returns
Zaremba, Adam
;
Szyszka, Adam
;
Long, Huaigang
;
Zawadka, …
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012494421
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