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subject:"Impact assessment"
~isPartOf:"CREATES Research Paper"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of forecasting"
~person:"Bali, Turan G."
~person:"Benson, David"
~person:"Bollerslev, Tim"
~person:"Clark, Todd E."
~person:"O'Hare, Colin"
~person:"Pierdzioch, Christian"
~subject:"1970-2005"
~subject:"Aktienmarkt"
~subject:"Prognoseverfahren"
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Impact assessment
1970-2005
Aktienmarkt
Prognoseverfahren
Estimation
13
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13
Forecasting model
7
Theorie
7
Theory
7
USA
7
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Bali, Turan G.
Benson, David
Bollerslev, Tim
Clark, Todd E.
O'Hare, Colin
Pierdzioch, Christian
Chan, Ngai Hang
3
Gupta, Rangan
3
Berge, Travis J.
2
Carpenter, Seth B.
2
Cepni, Oguzhan
2
Demiralp, Selva
2
Herbst, Edward P.
2
Karathanasopoulos, Andreas
2
Kim, Don H.
2
Orphanides, Athanasios
2
Schumacher, Christian
2
Tetlow, Robert
2
Ullah, Wali
2
Wang, Yudong
2
Wei, Min
2
Zhang, Yaojie
2
Zhong, Molin
2
Ahn, Hie Joo
1
An, Yang
1
Anbil, Sriya
1
Andreasen, Martin Møller
1
Andrews, Rick L.
1
Apostolakis, George N.
1
Aramonte, Sirio
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Asgharian, Hossein
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Barnett, William A.
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Basistha, Arabinda
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1
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1
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1
Bisognin, C.
1
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Blanco-Fernández, Ángela
1
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CREATES Research Paper
Finance and economics discussion series
Journal of forecasting
Kiel working paper
8
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6
Journal of financial economics
6
Kieler Arbeitspapiere
5
Applied economics letters
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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
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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
ivcrc : an instrumental variables estimator for the correlated random coefficients model
Benson, David
;
Masten, Matthew A.
;
Torgovitsky, Alexander
-
2020
Persistent link: https://www.econbiz.de/10012388671
Saved in:
3
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:
4
Two-dimensional kernel smoothing of mortality surface : an evaluation of cohort strength
Li, Han
;
O'Hare, Colin
;
Vahid, Farshid
- In:
Journal of forecasting
35
(
2016
)
6
,
pp. 553-563
Persistent link: https://www.econbiz.de/10011595980
Saved in:
5
Forecasting death rates using exogenous determinants
French, Declan
;
O'Hare, Colin
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 640-650
Persistent link: https://www.econbiz.de/10011282839
Saved in:
6
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
;
McCracken, Michael W.
-
2007
Persistent link: https://www.econbiz.de/10003827262
Saved in:
7
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:
8
Can output-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E.
- In:
Journal of forecasting
23
(
2004
)
2
,
pp. 115-139
Persistent link: https://www.econbiz.de/10001980723
Saved in:
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