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~isPartOf:"International review of economics & finance : IREF"
~person:"Brooks, Robert"
~person:"Li, Tao"
~source:"econis"
~subject:"Anlageverhalten"
~subject:"Share price"
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Anlageverhalten
Share price
Forecasting model
4
Prognoseverfahren
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Volatility
3
Volatilität
3
Capital income
2
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2
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2
Risiko
2
Risk
2
Schätzung
2
Aktienindex
1
Aktienmarkt
1
Categorical EPU index
1
Dimension reduction approach
1
EPU index
1
Economic indicator
1
Economic policy
1
Economic policy uncertainty
1
Forecast
1
Forecast combination
1
GARCH model
1
GARCH-MIDAS model
1
Geopolitical risk
1
Geopolitics
1
Geopolitik
1
Idiosyncratic risk
1
Impact assessment
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Index
1
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1
Macroeconomic variables
1
Markov chain
1
Markov-Kette
1
Oil market
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Out-of-sample statistic test
1
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Brooks, Robert
Li, Tao
Ma, Feng
4
Wang, Jiqian
3
Gao, Bin
2
Gupta, Rangan
2
Li, Zhao-Chen
2
Sousa, Ricardo M.
2
Wang, Yudong
2
Wohar, Mark E.
2
Xiao, Jihong
2
Zhu, Min
2
Atilgan, Yigit
1
Auer, Benjamin R.
1
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1
Bao, Weiwei
1
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1
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1
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1
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1
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1
Chen, Rongda
1
Chen, Rui
1
Chen, Shiu-sheng
1
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1
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1
Chen, Xin
1
Chevapatrakul, Thanaset
1
Chi, Xie
1
Chien-Lin Lu
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1
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1
Demirtas, K. Ozgur
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Dladla, Pholile
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International review of economics & finance : IREF
Finance research letters
2
Applied economics
1
Applied economics letters
1
Economic modelling
1
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ECONIS (ZBW)
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The role of categorical EPU indices in predicting stock-market returns
Chen, Juan
;
Ma, Feng
;
Qiu, Xuemei
;
Li, Tao
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 365-378
Persistent link: https://www.econbiz.de/10014472350
Saved in:
2
Forecasting Pakistan stock market volatility : evidence from economic variables and the uncertainty index
Ghani, Maria
;
Guo, Qiang
;
Ma, Feng
;
Li, Tao
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 1180-1189
Persistent link: https://www.econbiz.de/10013343226
Saved in:
3
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.
;
Brooks, Robert
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
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