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Capital market returns
8
Kapitalmarktrendite
8
Capital income
6
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6
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5
Prognoseverfahren
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Chang, Chia-Lin
2
McAleer, Michael
2
Andreou, Elena
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Asai, Manabu
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Bandi, F. M.
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Fulop, Andras
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Hong, Harrison G.
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Huang, Dashan
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Kasparis, Ioannis
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Tebaldi, C.
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Wan, Runqing
1
Wu, Jianbin
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Journal of econometrics
The review of financial studies
125
Working paper / National Bureau of Economic Research, Inc.
103
NBER working paper series
95
Journal of financial and quantitative analysis : JFQA
91
NBER Working Paper
77
Discussion paper / Centre for Economic Policy Research
74
The journal of futures markets
52
The journal of finance : the journal of the American Finance Association
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Journal of financial economics
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Finance research letters
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Journal of banking & finance
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Pacific-Basin finance journal
35
SpringerLink / Bücher
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International review of finance
30
International review of financial analysis
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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
29
Applied economics
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Econometric Institute research papers
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Energy economics
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Journal of empirical finance
24
Finance India : the quarterly journal of Indian Institute of Finance
22
Financial management
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Journal of international financial markets, institutions & money
21
The journal of financial research
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
International review of economics & finance : IREF
18
Review of finance : journal of the European Finance Association
18
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
17
Review of asset pricing studies
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Springer eBook Collection
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ECONIS (ZBW)
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1
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
2
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
3
Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
4
A coupled component DCS-EGARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 176-201
Persistent link: https://www.econbiz.de/10012482745
Saved in:
5
The scale of predictability
Bandi, F. M.
;
Perron, Benoit
;
Tamoni, A.
;
Tebaldi, C.
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 120-140
Persistent link: https://www.econbiz.de/10012139815
Saved in:
6
Climate risks and market efficiency
Hong, Harrison G.
;
Li, Frank Weikai
;
Xu, Jiangmin
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 265-281
Persistent link: https://www.econbiz.de/10012144990
Saved in:
7
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
8
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
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