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subject:"Volatility"
~isPartOf:"Journal of economic dynamics & control"
~person:"Guidolin, Massimo"
~person:"Liu, Xiaochun"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Prognoseverfahren
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Guidolin, Massimo
Liu, Xiaochun
Long, Huaigang
2
Zaremba, Adam
2
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Amir Ahmadi, Pooyan
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Journal of economic dynamics & control
International journal of forecasting
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Journal of banking & finance
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Energy economics
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Oxford bulletin of economics and statistics
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The journal of real estate finance and economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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On fiscal and monetary policy-induced macroeconomic volatility dynamics
Liu, Xiaochun
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668875
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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
A new approach to risk-return trade-off dynamics via decomposition
Frazier, David T.
;
Liu, Xiaochun
- In:
Journal of economic dynamics & control
62
(
2016
),
pp. 43-55
Persistent link: https://www.econbiz.de/10011708149
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