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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of forecasting"
~person:"Zhang, Yaojie"
~subject:"EU-Staaten"
~subject:"Estimation theory"
~subject:"Estimation"
~type_genre:"Article in journal"
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Schock
Volatilität
EU-Staaten
Estimation theory
Estimation
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Capital income
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default return spread
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expanding window
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market sentiment
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model switching
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Zhang, Yaojie
Chan, Ngai Hang
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3
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2
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Journal of forecasting
Applied economics
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International review of financial analysis
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1
Emerging markets, finance and trade : EMFT
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Financial innovation : FIN
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International journal of forecasting
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Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
2
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
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