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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of forecasting"
~isPartOf:"The Manchester School of Economic and Social Studies"
~language:"eng"
~person:"Black, Angela J."
~person:"Bryson, Alex"
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Fletcher, Jonathan"
~person:"McMillan, David G."
~person:"Mills, Terence C."
~person:"Walker, Ian"
~person:"Wang, Yudong"
~person:"Zhang, Wei"
~subject:"Capital income"
~subject:"Financial investment"
~subject:"Großbritannien"
~subject:"Income tax"
~subject:"Money demand"
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Einführung"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Statistik"
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35
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Black, Angela J.
Bryson, Alex
Creedy, John
Cuthbertson, Keith
Fletcher, Jonathan
McMillan, David G.
Mills, Terence C.
Walker, Ian
Wang, Yudong
Zhang, Wei
Gupta, Rangan
20
Franses, Philip Hans
14
Ma, Feng
11
Gil-Alaña, Luis A.
10
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9
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8
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8
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8
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7
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7
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7
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6
García-Ferrer, Antonio
6
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6
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5
Chan, Ngai Hang
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Chan, Wai-Sum
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4
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4
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International journal of finance & economics : IJFE
Journal of forecasting
The Manchester School of Economic and Social Studies
Economic modelling
18
Energy economics
16
Applied economics
15
Applied financial economics
15
International review of financial analysis
15
Scottish journal of political economy : the journal of the Scottish Economic Society
15
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14
International review of economics & finance : IREF
11
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10
Oxford bulletin of economics and statistics
10
The Manchester School
10
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9
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9
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9
New Zealand economic papers
9
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9
International journal of forecasting
8
Research in international business and finance
8
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7
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7
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6
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6
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Journal of international financial markets, institutions & money
6
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6
The Australian economic review
6
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National Institute economic review
5
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4
Explorations in economic history : EEH
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Industrial relations journal
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ECONIS (ZBW)
35
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35
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1
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
2
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
3
Forecasting the stock risk premium : a new statistical constraint
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1805-1822
Persistent link: https://www.econbiz.de/10014432771
Saved in:
4
Liquidity risk and expected cryptocurrency returns
Zhang, Wei
;
Li, Yi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 472-492
Persistent link: https://www.econbiz.de/10014253217
Saved in:
5
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
6
Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach
Wen, Danyan
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 230-251
Persistent link: https://www.econbiz.de/10012817722
Saved in:
7
Uncertainty and the predictability of stock returns
Cai, Wensheng
;
Pan, Zhiyuan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 765-792
Persistent link: https://www.econbiz.de/10013287857
Saved in:
8
Time‐varying parameter realized volatility models
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 566-580
Persistent link: https://www.econbiz.de/10011860698
Saved in:
9
What does rebalancing really achieve?
Cuthbertson, Keith
;
Hayley, Simon
;
Motson, Nick
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
3
,
pp. 224-240
Persistent link: https://www.econbiz.de/10011560500
Saved in:
10
Time-varying predictability for stock returns, dividend growth and consumption growth
McMillan, David G.
- In:
International journal of finance & economics : IJFE
20
(
2015
)
4
,
pp. 362-373
Persistent link: https://www.econbiz.de/10011495564
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