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subject:"Impact assessment"
~isPartOf:"Journal of forecasting"
~person:"Ai, Chunrong"
~person:"Bali, Turan G."
~person:"Black, Angela J."
~person:"Bollerslev, Tim"
~person:"Cai, Wensheng"
~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
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8
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Börsenkurs
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forecasting
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Ai, Chunrong
Bali, Turan G.
Black, Angela J.
Bollerslev, Tim
Cai, Wensheng
Clark, Todd E.
Härdle, Wolfgang
O'Hare, Colin
Pierdzioch, Christian
Wright, Jonathan H.
Cepni, Oguzhan
2
Gupta, Rangan
2
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2
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1
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1
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1
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1
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1
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1
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1
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Ciarreta, Aitor
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Fei, Tianlun
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Ge, Desheng
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Journal of forecasting
Journal of financial economics
8
Kiel working paper
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SFB 649 discussion paper
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Department of Economics working paper series
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Finance and economics discussion series
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Journal of econometrics
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Kieler Arbeitspapiere
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International review of financial analysis
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Economic Research Initiatives at Duke (ERID) Working Paper
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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
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2
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:
3
Uncertainty and the predictability of stock returns
Cai, Wensheng
;
Pan, Zhiyuan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 765-792
Persistent link: https://www.econbiz.de/10013287857
Saved in:
4
Forecasting stock returns : do commodity prices help?
Black, Angela J.
;
Klinkowska, Olga
;
McMillan, David G.
; …
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
Saved in:
5
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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