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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Journal of empirical finance"
~person:"Bekaert, Geert"
~person:"Hyndman, Rob J."
~person:"Startz, Richard"
~source:"econis"
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Prognoseverfahren
USA
Capital income
2
Estimation theory
2
Kapitaleinkommen
2
Schätztheorie
2
Theorie
2
Theory
2
1926-1986
1
Börsenkurs
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Estimation
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Forecasting model
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Markov chain
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Markov-Kette
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Schätzung
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Share price
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Time series analysis
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Bekaert, Geert
Hyndman, Rob J.
Startz, Richard
Baillie, Richard
3
Dacorogna, Michel M.
2
Kim, Chang-Jin
2
Nelson, Charles R.
2
Amihud, Yakov
1
Bauwens, Luc
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Berens, Tobias
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Chiang, I-Hsuan Ethan
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Daníelsson, Jón
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Dark, Jonathan
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De Backer, Bruno
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Dufays, Arnaud
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Granger, C. W. J.
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Hyung, Namwon
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Kapetanios, George
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Li, Chen
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Power, David M.
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Journal of empirical finance
Working paper / Department of Econometrics and Business Statistics, Monash University
9
International journal of forecasting
3
Working paper / National Bureau of Economic Research, Inc.
3
The review of economics and statistics
2
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of monetary economics
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The review of financial studies
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Working paper series / Research Department, Federal Reserve Bank of Chicago
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ECONIS (ZBW)
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Special issue on the predictability of asset returns
Bekaert, Geert
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001655349
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2
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
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