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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:"Bollerslev, Tim"
~person:"Clark, Todd E."
~person:"O'Hare, Colin"
~person:"Pierdzioch, Christian"
~person:"Zhou, Hao"
~subject:"Aktienindex"
~subject:"Estimation theory"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Impact assessment
Aktienindex
Estimation theory
Kapitaleinkommen
Prognoseverfahren
Estimation
15
Schätzung
15
USA
11
United States
11
Forecasting model
7
Capital income
6
Theorie
6
Theory
6
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4
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3
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2
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Bali, Turan G.
Bollerslev, Tim
Clark, Todd E.
O'Hare, Colin
Pierdzioch, Christian
Zhou, Hao
Kim, Don H.
5
Chan, Ngai Hang
3
Gupta, Rangan
3
Herbst, Edward P.
3
Wu, Chunchi
3
Berge, Travis J.
2
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2
Cepni, Oguzhan
2
D'Amico, Stefania
2
Demiralp, Selva
2
Durham, J. Benson
2
Härdle, Wolfgang
2
Karathanasopoulos, Andreas
2
King, Thomas B.
2
Luciani, Matteo
2
Nalewaik, Jeremy
2
Orphanides, Athanasios
2
Schumacher, Christian
2
Taylor, James W.
2
Tetlow, Robert
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Ullah, Wali
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Vazquez-Grande, Francisco
2
Wang, Junbo
2
Wang, Yudong
2
Wei, Min
2
Winkler, Fabian
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Wright, Jonathan H.
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Zhang, Frank X.
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Zhang, Yaojie
2
Zhong, Molin
2
Abdullah, Mat Yusoff
1
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1
Ahn, Hie Joo
1
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1
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CREATES Research Paper
Finance and economics discussion series
Journal of forecasting
Journal of financial economics
9
Kiel working paper
9
Journal of econometrics
7
Department of Economics working paper series
5
Finance research letters
5
Journal of applied econometrics
5
Kieler Arbeitspapiere
5
CREATES research paper
4
Federal Reserve Bank of Cleveland working paper series
4
Applied economics letters
3
Discussion papers / CEPR
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial and quantitative analysis : JFQA
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Discussion paper / Deutsche Bundesbank
2
ERID working paper
2
Finmap working paper
2
International review of financial analysis
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Research working papers / Federal Reserve Bank of Kansas City
2
Research working papers / Research Division, Federal Reserve Bank of Kansas City
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working paper
2
Working paper / National Bureau of Economic Research, Inc.
2
American Economic Review papers and proceedings
1
Annals of financial economics
1
Annual review of financial economics
1
Applied economics quarterly
1
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CFS working paper series
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Cahier / Départment de Sciences Économiques, Université de Montréal
1
China finance review international
1
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
1
Discussion paper / Centre for Economic Policy Research
1
Economics letters
1
European journal of political economy
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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
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:
3
Risk, uncertainty, and expected returns
Bali, Turan G.
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406481
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
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003826928
Saved in:
7
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
;
McCracken, Michael W.
-
2007
Persistent link: https://www.econbiz.de/10003827262
Saved in:
8
Regime-shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi
;
Tauchen, George Eugene
;
Zhou, Hao
-
2003
Persistent link: https://www.econbiz.de/10001764084
Saved in:
9
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:
10
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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