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subject:"Welt"
~person:"Lux, Thomas"
~person:"Schuermann, Til"
~person:"Wang, Shouyang"
~person:"Zaremba, Adam"
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Welt
Forecasting model
156
Prognoseverfahren
156
Capital income
61
Kapitaleinkommen
61
Börsenkurs
47
Share price
47
World
47
Estimation
46
Schätzung
46
Volatility
38
Volatilität
38
Theorie
36
Theory
36
Time series analysis
33
Zeitreihenanalyse
33
Prognose
31
CAPM
30
Forecast
29
Return predictability
27
Aktienmarkt
26
Stock market
26
Asset pricing
18
Oil price
17
Portfolio selection
17
Portfolio-Management
17
Ölpreis
17
Economic forecast
16
Financial market
16
Finanzmarkt
16
Wirtschaftsprognose
16
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14
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14
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13
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Kapitalmarktrendite
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Lux, Thomas
Schuermann, Til
Wang, Shouyang
Zaremba, Adam
Gupta, Rangan
56
Baumeister, Christiane
28
Ma, Feng
28
McAleer, Michael
25
Kilian, Lutz
22
Pierdzioch, Christian
22
Wang, Yudong
20
Pesaran, M. Hashem
19
Zhang, Yaojie
17
Salisu, Afees A.
16
Bouri, Elie
15
Liang, Chao
15
Lawrence, Kenneth D.
14
Smith, L. Vanessa
14
Hamilton, James D.
13
Marcellino, Massimiliano
12
Nonejad, Nima
12
Wei, Yu
12
Huber, Florian
11
Loungani, Prakash
11
Molodtsova, Tanya
11
Timmermann, Allan
11
Wang, Jiqian
11
Allen, David E.
10
Eickmeier, Sandra
10
Engerer, Hella
10
Baldi, Guido
9
Koopman, Siem Jan
9
Del Negro, Marco
8
Gebauer, Stefan
8
He, Mengxi
8
Ji, Qiang
8
Jiménez-Martín, Juan-Ángel
8
Klimberg, Ron
8
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8
Papell, David H.
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International journal of forecasting
10
Energy economics
6
Journal of economic dynamics & control
3
International review of financial analysis
2
Journal of empirical finance
2
Kiel working paper
2
Quantitative finance
2
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Empirical applications of network and random matrix theories to economic and financial complex systems
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Essays on real-financial interactions and on the application of network and random matrix theories to economic data
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ECONIS (ZBW)
47
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21
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30
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47
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21
An analysis of systemic risk in worldwide economic sentiment indices
Thi, Luu Duc
;
Yanovski, Boyan
;
Lux, Thomas
- In:
Essays on real-financial interactions and on the …
,
(pp. 174-200)
.
2019
Persistent link: https://www.econbiz.de/10012035449
Saved in:
22
Price range and the cross-section of expected country and industry returns
Zaremba, Adam
- In:
International review of financial analysis
64
(
2019
),
pp. 174-189
Persistent link: https://www.econbiz.de/10012208379
Saved in:
23
Oil forecasting using artificial intelligence
Karathanasopoulos, Andreas
;
Zaremba, Adam
;
Osman, Mohammed
- In:
Theoretical economics letters
9
(
2019
)
7
,
pp. 2283-2290
Persistent link: https://www.econbiz.de/10012213641
Saved in:
24
The sources of momentum in international government bond returns
Zaremba, Adam
;
Kambouris, George
- In:
Applied economics
51
(
2019
)
8
,
pp. 848-857
Persistent link: https://www.econbiz.de/10012196480
Saved in:
25
Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam
;
Umutlu, Mehmet
;
Karathanasopoulos, Andreas
- In:
Journal of empirical finance
53
(
2019
),
pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
Saved in:
26
Crude oil price forecasting based on internet concern using an extreme learning machine
Wang, Jue
;
Athanasopoulos, George
;
Hyndman, Rob J.
; …
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 665-677
Persistent link: https://www.econbiz.de/10012031079
Saved in:
27
Country risk and expected returns across global equity markets
Zaremba, Adam
- In:
Finance a úvěr
68
(
2018
)
4
,
pp. 374-398
Persistent link: https://www.econbiz.de/10011919795
Saved in:
28
Interval decomposition ensemble approach for crude oil price forecasting
Sun, Shaolong
;
Sun, Yuying
;
Wang, Shouyang
;
Wei, Yunjie
- In:
Energy economics
76
(
2018
),
pp. 274-287
Persistent link: https://www.econbiz.de/10011976631
Saved in:
29
An analysis of systemic risk in worldwide economic sentiment indices
Luu, Duc Thi
;
Yanovski, Boyan
;
Lux, Thomas
- In:
Empirical applications of network and random matrix …
,
(pp. 284-305)
.
2017
Persistent link: https://www.econbiz.de/10011719135
Saved in:
30
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
Saved in:
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