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~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Prokopczuk, Marcel"
~person:"Zhu, Xiaoneng"
~person:"Ñíguez, Trino-Manuel"
~subject:"Forecasting model"
~type_genre:"Article in journal"
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Prokopczuk, Marcel
Zhu, Xiaoneng
Ñíguez, Trino-Manuel
Guo, Hui
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ECONIS (ZBW)
6
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1
The memory of beta
Becker, Janis
;
Hollstein, Fabian
;
Prokopczuk, Marcel
; …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012816442
Saved in:
2
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
Saved in:
3
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
4
Multi-factor volatility and stock returns
He, Zhongzhi
;
Zhu, Jie
;
Zhu, Xiaoneng
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 132-149
Persistent link: https://www.econbiz.de/10011585515
Saved in:
5
The importance of the volatility risk premium for volatility forecasting
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
40
(
2014
),
pp. 303-320
Persistent link: https://www.econbiz.de/10010402181
Saved in:
6
Predicting stock returns : a regime-switching combination approach and economic links
Zhu, Xiaoneng
;
Zhu, Jie
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4120-4133
Persistent link: https://www.econbiz.de/10010245613
Saved in:
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