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subject:"Prognoseverfahren"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo working papers"
~isPartOf:"FRB of Philadelphia Working Paper"
~isPartOf:"Journal of empirical finance"
~person:"Wu, Chongfeng"
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Prognoseverfahren
Estimation
2
Forecasting model
2
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1
ARCH-Modell
1
Börsenkurs
1
Capital income
1
Crude oil
1
Dynamic equi-correlation
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Forecasting
1
Industry portfolio
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Kapitaleinkommen
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Markov chain
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Markov-Kette
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Oil price
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Popular predictor variables
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Wu, Chongfeng
Pesaran, M. Hashem
5
Baumeister, Christiane
3
Schorfheide, Frank
3
Swanson, Norman R.
3
Wang, Yudong
3
Zadrozny, Peter A.
3
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2
Cheung, Yin-Wong
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Applied financial economics
CESifo working papers
FRB of Philadelphia Working Paper
Journal of empirical finance
Energy economics
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Journal of banking & finance
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Pacific-Basin finance journal
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ECONIS (ZBW)
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Industry equi-correlation : a powerful predictor of stock returns
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
;
Wu, Wenfeng
- In:
Journal of empirical finance
59
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012437933
Saved in:
2
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
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