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subject:"Impact assessment"
~isPartOf:"Bundesbank Series 2 Discussion Paper"
~isPartOf:"CFS working paper series"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of forecasting"
~person:"Bali, Turan G."
~person:"Bollerslev, Tim"
~person:"Cepni, Oguzhan"
~person:"Clark, Todd E."
~person:"Härdle, Wolfgang"
~person:"O'Hare, Colin"
~person:"Pierdzioch, Christian"
~person:"Wright, Jonathan H."
~subject:"1990-2005"
~subject:"Aktienindex"
~subject:"Kapitaleinkommen"
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Impact assessment
1990-2005
Aktienindex
Kapitaleinkommen
Estimation
20
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20
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11
Prognoseverfahren
11
USA
10
United States
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Bali, Turan G.
Bollerslev, Tim
Cepni, Oguzhan
Clark, Todd E.
Härdle, Wolfgang
O'Hare, Colin
Pierdzioch, Christian
Wright, Jonathan H.
Haas, Markus
5
Mittnik, Stefan
5
Kaltenhäuser, Bernd
4
Kim, Don H.
4
Paolella, Marc S.
4
Zhou, Hao
4
Diebold, Francis X.
3
Franzke, Stefanie A.
3
Hautsch, Nikolaus
3
Wu, Chunchi
3
D'Amico, Stefania
2
Durham, J. Benson
2
Gupta, Rangan
2
Hartmann, Daniel
2
King, Thomas B.
2
Krahnen, Jan Pieter
2
Rudebusch, Glenn D.
2
Theissen, Erik
2
Ullah, Wali
2
Vazquez-Grande, Francisco
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Wang, Junbo
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Ai, Chunrong
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Anbil, Sriya
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1
Aruoba, S. Boragan
1
Aruoba, S. Borağan
1
Asgharian, Hossein
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Bundesbank Series 2 Discussion Paper
CFS working paper series
Finance and economics discussion series
Journal of forecasting
Department of Economics working paper series
9
Journal of financial economics
8
Kiel working paper
7
SFB 649 discussion paper
6
Journal of econometrics
5
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5
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4
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3
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3
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3
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3
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2
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2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International review of financial analysis
2
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2
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Economic Research Initiatives at Duke (ERID) Working Paper
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ECONIS (ZBW)
10
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Onay, Yigit
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1725-1740
Persistent link: https://www.econbiz.de/10013465745
Saved in:
3
Forecasting Stock Market Volatility with Macroeconomic Variables in Real Time
Döpke, Jörg
-
2016
Persistent link: https://www.econbiz.de/10012989311
Saved in:
4
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406434
Saved in:
5
Risk, uncertainty, and expected returns
Bali, Turan G.
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406481
Saved in:
6
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003826928
Saved in:
7
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10003350620
Saved in:
8
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
Kim, Don H.
;
Wright, Jonathan H.
-
2005
Persistent link: https://www.econbiz.de/10003087210
Saved in:
9
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
Kim, Don H.
(
contributor
);
Wright, Jonathan H.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003137207
Saved in:
10
International equity flows and the predictability of US stock returns
Hartmann, Daniel
;
Pierdzioch, Christian
- In:
Journal of forecasting
26
(
2007
)
8
,
pp. 583-599
Persistent link: https://www.econbiz.de/10003608154
Saved in:
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