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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of forecasting"
~person:"Bonato, Matteo"
~person:"Cheung, Yin-Wong"
~person:"Wang, Yudong"
~person:"Wohar, Mark E."
~person:"Zaremba, Adam"
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
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United States
Prognoseverfahren
Regressionsanalyse
Estimation
4
Forecasting model
4
Schätzung
4
Börsenkurs
3
Share price
3
Volatility
3
Volatilität
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state-level investor sentiment
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Bonato, Matteo
Cheung, Yin-Wong
Wang, Yudong
Wohar, Mark E.
Zaremba, Adam
Chan, Ngai Hang
3
Gupta, Rangan
3
Cepni, Oguzhan
2
O'Hare, Colin
2
Pierdzioch, Christian
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Schumacher, Christian
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Journal of forecasting
Finance research letters
7
International review of economics & finance : IREF
6
Journal of empirical finance
6
Applied economics
5
Energy economics
5
International journal of finance & economics : IJFE
5
International review of financial analysis
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Journal of banking & finance
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Pacific-Basin finance journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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ECONIS (ZBW)
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
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:
3
Uncertainty and the predictability of stock returns
Cai, Wensheng
;
Pan, Zhiyuan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 765-792
Persistent link: https://www.econbiz.de/10013287857
Saved in:
4
A high-low model of daily stock price ranges
Cheung, Stephen Y. L.
;
Cheung, Yin-Wong
;
Wan, Alan T. K.
- In:
Journal of forecasting
28
(
2009
)
2
,
pp. 103-119
Persistent link: https://www.econbiz.de/10003814267
Saved in:
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