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subject:"Welt"
~person:"Schuermann, Til"
~person:"Wang, Shouyang"
~person:"Zaremba, Adam"
~subject:"Portfolio-Management"
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Search: subject_exact:"Prognosetechnik"
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Welt
Portfolio-Management
Forecasting model
113
Prognoseverfahren
113
Capital income
45
Kapitaleinkommen
45
World
37
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33
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33
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30
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Schuermann, Til
Wang, Shouyang
Zaremba, Adam
Gupta, Rangan
56
Ma, Feng
34
McAleer, Michael
32
Baumeister, Christiane
28
Wang, Yudong
26
Guidolin, Massimo
22
Kilian, Lutz
22
Pierdzioch, Christian
22
Zhang, Yaojie
22
Pesaran, M. Hashem
21
Lawrence, Kenneth D.
16
Timmermann, Allan
16
Bouri, Elie
15
Liang, Chao
15
Salisu, Afees A.
15
Satchell, Stephen
15
Wei, Yu
15
Nonejad, Nima
14
Smith, L. Vanessa
14
Hamilton, James D.
13
Loungani, Prakash
13
Pérez Amaral, Teodosio
13
Koopman, Siem Jan
12
Marcellino, Massimiliano
12
Ravazzolo, Francesco
12
He, Mengxi
11
Hoogerheide, Lennart
11
Huber, Florian
11
Molodtsova, Tanya
11
Wang, Jiqian
11
Zhou, Guofu
11
Ślepaczuk, Robert
11
Allen, David E.
10
Eickmeier, Sandra
10
Engerer, Hella
10
Liu, Li
10
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International journal of forecasting
10
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5
Applied economics
3
International review of financial analysis
3
Journal of economic dynamics & control
3
Finance research letters
2
Journal of empirical finance
2
Quantitative finance
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Computers & operations research : and their applications to problems of world concern ; an international journal
1
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ECONIS (ZBW)
50
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21
The long-run reversal in the long run : Insights from two centuries of international equity returns
Zaremba, Adam
;
Kizys, Renatas
;
Raza, Muhammad Wajid
- In:
Journal of empirical finance
55
(
2020
),
pp. 177-199
Persistent link: https://www.econbiz.de/10012175753
Saved in:
22
A multi-granularity heterogeneous combination approach to crude oil price forecasting
Wang, Jue
;
Zhou, Hao
;
Tao, Hong
;
Li, Xiang
;
Wang, Shouyang
- In:
Energy economics
91
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012517886
Saved in:
23
Opposites attract : combining alpha momentum and alpha reversal in international equity markets
Zaremba, Adam
;
Umutlu, Mehmet
;
Karathanasopoulos, Andreas
- In:
The journal of investing : JOI
29
(
2020
)
3
,
pp. 38-62
Persistent link: https://www.econbiz.de/10013177472
Saved in:
24
Idiosyncratic volatility and the cross-section of anomaly returns : is risk your ally?
Zaremba, Adam
;
Maydybura, Alina
- In:
Applied economics
51
(
2019
)
49
,
pp. 5388-5397
Persistent link: https://www.econbiz.de/10012197236
Saved in:
25
Picking winners to pick your winners : The momentum effect in commodity risk factors
Zaremba, Adam
;
Mikutowski, Mateusz
;
Karathanasopoulos, …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203145
Saved in:
26
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:
27
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:
28
Predicting the performance of equity anomalies in frontier emerging markets : a Markov switching model approach
Czapkiewicz, Anna
;
Zaremba, Adam
;
Szczygielski, Jan Jakub
- In:
Economic research
32
(
2019
)
1,4
,
pp. 3083-3099
Persistent link: https://www.econbiz.de/10012395129
Saved in:
29
Text-based crude oil price forecasting : a deep learning approach
Li, Xuerong
;
Shang, Wei
;
Wang, Shouyang
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1548-1560
Persistent link: https://www.econbiz.de/10012305388
Saved in:
30
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:
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