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subject:"Schätzung"
type:"article"
~isPartOf:"International review of economics & finance : IREF"
~person:"Brooks, Robert"
~person:"Chao, Shih-Wei"
~subject:"Forecast performance decomposition"
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Schätzung
Forecast performance decomposition
Capital income
3
Estimation
3
Kapitaleinkommen
3
Theorie
3
Theory
3
Volatility
3
Volatilität
3
ARCH model
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Aktienmarkt
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Anleihe
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Bond
1
Bond return volatility
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Börsenkurs
1
Devisenmarkt
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Exchange rate
1
Forecast combination
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Foreign exchange market
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Fractionally integrated VAR
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GARCH model
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Higher moments
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Idiosyncratic risk
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Intraday data
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Japan
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Quantile regression
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Regression analysis
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Regressionsanalyse
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Spillover-Effekt
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Brooks, Robert
Chao, Shih-Wei
Chen, Shyh-Wei
2
Junttila, Juha
2
Kim, Hyeongwoo
2
Kim, Sŏng-hyŏn
2
Korhonen, Marko
2
Narayan, Paresh Kumar
2
Rubio, Gonzalo
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Xie, Zixiong
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Ōgaki, Masao
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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
Aumeboonsuke, Vesarach
1
Aziz, Nusrate
1
Baldi, Lucia
1
Bohl, Martin T.
1
Boratyński, Jakub
1
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1
Bouaddi, Mohammed
1
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Bu, Jinfeng
1
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1
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International review of economics & finance : IREF
Advances in futures and options research : a research annual
1
Advances in investment analysis and portfolio management : a research annual
1
Applied economics letters
1
Applied financial economics
1
Australian economic papers
1
International review of financial analysis
1
Journal of quantitative economics : official journal of the Indian Econometric Society
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Pacific-Basin finance journal
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ECONIS (ZBW)
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Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
2
Do economic variables improve bond return volatility forecasts?
Chao, Shih-Wei
- In:
International review of economics & finance : IREF
46
(
2016
),
pp. 10-26
Persistent link: https://www.econbiz.de/10011626615
Saved in:
3
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.
;
Brooks, Robert
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
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