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subject:"Impact assessment"
~isPartOf:"China finance review international"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of forecasting"
~person:"Ai, Chunrong"
~person:"Bali, Turan G."
~person:"Bollerslev, Tim"
~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"
~subject:"Stock market"
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Impact assessment
1990-2005
Aktienindex
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Estimation
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17
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9
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9
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Ai, Chunrong
Bali, Turan G.
Bollerslev, Tim
Clark, Todd E.
Härdle, Wolfgang
O'Hare, Colin
Pierdzioch, Christian
Wright, Jonathan H.
Kim, Don H.
4
Zhou, Hao
4
Wu, Chunchi
3
Cepni, Oguzhan
2
D'Amico, Stefania
2
Durham, J. Benson
2
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2
Karathanasopoulos, Andreas
2
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2
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2
Ullah, Wali
2
Vazquez-Grande, Francisco
2
Wang, Junbo
2
Zhang, Frank X.
2
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1
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1
Anbil, Sriya
1
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1
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1
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1
Bonato, Matteo
1
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1
Brown, Jeffrey R.
1
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1
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China finance review international
Finance and economics discussion series
Journal of forecasting
Kiel working paper
9
Journal of financial economics
8
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8
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7
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3
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ECONIS (ZBW)
9
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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
Disagreement in economic forecasts and equity returns : risk or mispricing?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
China finance review international
13
(
2023
)
3
,
pp. 309-341
Persistent link: https://www.econbiz.de/10014362710
Saved in:
3
Large covariance estimation using a factor model with common and group-specific factors
Shi, Yafeng
;
Ai, Chunrong
;
Shi, Yanlong
;
Ying, Tingting
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2217-2248
Persistent link: https://www.econbiz.de/10014432877
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
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:
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.
(
contributor
);
Wright, Jonathan H.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003137207
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:
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