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~accessRights:"free"
~isPartOf:"Working paper"
~language:"eng"
~person:"Neely, Christopher J."
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
~type:"book"
~type_genre:"Graue Literatur"
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Neely, Christopher J.
Guidolin, Massimo
22
McCracken, Michael W.
19
McAleer, Michael
17
Clark, Todd E.
13
Bastianin, Andrea
8
Guo, Hui
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Manera, Matteo
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Sherris, Michael
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Escribano, Álvaro
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Nicodano, Giovanna
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Hyde, Stuart
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Binner, Jane M.
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Blazsek, Szabolcs
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Chang, Chia-Lin
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Dobbelaere, Ludovic
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Fugazza, Carolina
4
Lebrun, Igor
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Pérez Amaral, Teodosio
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Schneider, Martin
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Valente, Giorgio
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Villegas, Andrés M.
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Österholm, Pär
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Allen, David E.
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Doz, Catherine
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Mazur, Stepan
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1
Out-of-sample equity premium prediction : economic fundamentals vs. moving-average rules
Neely, Christopher J.
;
Rapach, David E.
;
Tu, Jun
;
Zhou, …
-
2010
Persistent link: https://www.econbiz.de/10008651185
Saved in:
2
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964834
Saved in:
3
Forecasting foreign exchange volatility : is implied volatility the best we can do?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974118
Saved in:
4
How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971215
Saved in:
5
Predicting exchange rate volatility : genetic programming vs. GARCH and RiskMetrics
Neely, Christopher J.
(
contributor
); …
-
2001
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001941461
Saved in:
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