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subject:"Prognoseverfahren"
~accessRights:"restricted"
~person:"Guidolin, Massimo"
~person:"Hautsch, Nikolaus"
~subject:"Aktienmarkt"
~subject:"Zeitreihenanalyse"
~subject:"Zinsstruktur"
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Prognoseverfahren
Aktienmarkt
Zeitreihenanalyse
Zinsstruktur
Estimation
12
Schätzung
12
Volatility
5
Volatilität
5
Risikoprämie
4
Risk premium
4
Time series analysis
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Yield curve
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Bayesian inference
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EU countries
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EU-Staaten
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Stochastischer Prozess
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Guidolin, Massimo
Hautsch, Nikolaus
Gupta, Rangan
95
Gil-Alaña, Luis A.
48
Zaremba, Adam
37
Ma, Feng
32
Balcilar, Mehmet
26
Marcellino, Massimiliano
25
Pierdzioch, Christian
25
Zhang, Yaojie
25
Wang, Yudong
24
Wohar, Mark E.
24
Salisu, Afees A.
23
Tiwari, Aviral Kumar
23
Narayan, Paresh Kumar
18
Chang, Tsangyao
17
Nonejad, Nima
17
Bouri, Elie
15
Caporale, Guglielmo Maria
15
Demirer, Rıza
15
Jawadi, Fredj
14
McMillan, David G.
14
Xuan Vinh Vo
14
Yoon, Seong-min
14
Ghysels, Eric
13
Sehgal, Sanjay
13
Todorov, Viktor
13
Wei, Yu
13
Chiang, Thomas C.
12
Bekiros, Stelios
11
Hammoudeh, Shawkat
11
Long, Huaigang
11
Mensi, Walid
11
Moosa, Imad A.
11
Ranjbar, Omid
11
Shahzad, Syed Jawad Hussain
11
Umar, Zaghum
11
Bollerslev, Tim
10
Jalles, João Tovar
10
Ji, Qiang
10
Kang, Sang Hoon
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Lee, Chien-chiang
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Applied quantitative finance
1
Finance research letters
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
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Journal of financial markets
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ECONIS (ZBW)
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1
Time-varying price discovery in sovereign credit markets
Guidolin, Massimo
;
Pedio, Manuela
;
Tosi, Alessandra
- In:
Finance research letters
38
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012485013
Saved in:
2
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models
Guidolin, Massimo
;
Pedio, Manuela
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012312634
Saved in:
3
Predictions of short-term rates and the expectations hypothesis
Guidolin, Massimo
;
Thornton, Daniel L.
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 636-664
Persistent link: https://www.econbiz.de/10012031076
Saved in:
4
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
5
The impact of monetary policy on corporate bonds under regime shifts
Guidolin, Massimo
;
Orlov, Alexei G.
;
Pedio, Manuela
- In:
Journal of banking & finance
80
(
2017
),
pp. 176-202
Persistent link: https://www.econbiz.de/10011816268
Saved in:
6
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, U.
- In:
Applied quantitative finance
,
(pp. 279-294)
.
2017
Persistent link: https://www.econbiz.de/10011794967
Saved in:
7
Learning to smile : can rational learning explain predictable dynamics in the implied volatility surface?
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of financial markets
26
(
2015
),
pp. 1-37
Persistent link: https://www.econbiz.de/10011477269
Saved in:
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