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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~language:"eng"
~person:"Dai, Zhifeng"
~subject:"Asset allocation"
~subject:"Börsenkurs"
~subject:"Forecasting model"
~subject:"Lot size"
~subject:"Warehouse management"
~type_genre:"Aufsatz in Zeitschrift"
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Asset allocation
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Arbeitspapier
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Dai, Zhifeng
Timmermann, Allan
82
Franses, Philip Hans
81
Marcellino, Massimiliano
75
Diebold, Francis X.
73
Clark, Todd E.
62
Gupta, Rangan
61
Hyndman, Rob J.
56
Härdle, Wolfgang
55
Clements, Michael P.
54
Pesaran, M. Hashem
52
Swanson, Norman R.
46
Hautsch, Nikolaus
43
Dijk, Herman K. van
39
Lux, Thomas
39
Ravazzolo, Francesco
39
Koop, Gary
38
Koopman, Siem Jan
38
McCracken, Michael W.
37
Dijk, Dick van
36
Kilian, Lutz
36
Bollerslev, Tim
35
Hendry, David F.
34
Heuvel, Wilco van den
33
Athanasopoulos, George
32
Pierdzioch, Christian
32
Caporale, Guglielmo Maria
30
Wagelmans, Albert P. M.
30
Giannone, Domenico
29
Petropoulos, Fotios
29
Jans, Raf
28
Foucault, Thierry
27
Rossi, Barbara
27
Carriero, Andrea
26
Granger, C. W. J.
26
McAleer, Michael
26
Babai, M. Zied
25
Giacomini, Raffaella
25
Korobilis, Dimitris
25
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25
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25
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The North American journal of economics and finance : a journal of financial economics studies
4
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of forecasting
1
Pacific-Basin finance journal
1
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ECONIS (ZBW)
8
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1
Forecasting equity risk premium : a new method based on wavelet de-noising
Dai, Zhifeng
;
Kang, Jie
;
Yin, Hua
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014429334
Saved in:
2
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
3
Forecasting stock return volatility : the role of shrinkage approaches in a data-rich environment
Dai, Zhifeng
;
Li, Tingyu
;
Yang, Mi
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 980-996
Persistent link: https://www.econbiz.de/10013287893
Saved in:
4
Predicting stock returns : a risk measurement perspective
Dai, Zhifeng
;
Kang, Jie
;
Wen, Fenghua
- In:
International review of financial analysis
74
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012803806
Saved in:
5
Forecasting stock market volatility : can the risk aversion measure exert an important role?
Dai, Zhifeng
;
Chang, Xiaoming
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188175
Saved in:
6
Stock return predictability from a mixed model perspective
Dai, Zhifeng
;
Zhu, Huan
- In:
Pacific-Basin finance journal
60
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012232659
Saved in:
7
Forecasting stock market returns : new technical indicators and two-step economic constraint method
Dai, Zhifeng
;
Dong, Xiaodi
;
Kang, Jie
;
Hong, Lianying
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012642438
Saved in:
8
Efficient predictability of stock return volatility : the role of stock market implied volatility
Dai, Zhifeng
;
Zhou, Huiting
;
Wen, Fenghua
;
He, Shaoyi
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012654913
Saved in:
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