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~person:"Kim, Hyun Hak"
~person:"Zhang, Yaojie"
~subject:"Prognoseverfahren"
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Search: "Principal component analysis"
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Prognoseverfahren
Forecasting model
8
Factor analysis
3
Faktorenanalyse
3
Scaled principal component analysis
3
South Korea
3
Südkorea
3
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2
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Kim, Hyun Hak
Zhang, Yaojie
Kim, Hyeongwoo
15
Shang, Han Lin
7
Fernald, John G.
6
Hsu, Eric
6
Beber, Alessandro
5
Behera, Sarthak
5
Brandt, Michael W.
5
Kim, Soohyon
5
Luisi, Maurizio
5
Spiegel, Mark
5
Vanella, Patrizio
5
Eickmeier, Sandra
4
Ng, Tim
4
Shi, Wen
4
Deschermeier, Philipp
3
Haberman, Steven
3
Ko, Kyunghwan
3
Lux, Thomas
3
Schumacher, Christian
3
Yanovski, Boyan
3
Chang, Yoosoon
2
Choi, Yongok
2
Fuleky, Peter
2
Gonzalez, Miguel Rodriguez
2
Herwartz, Helmut
2
Hindrayanto, Irma
2
Kim, Chang Sik
2
Koopman, Siem Jan
2
Luu, Duc Thi
2
Miller, J. Isaac
2
Park, Joon Y.
2
Porshakov, Alexey
2
Sinyakov, Andrey
2
Tong, Zhenyuan
2
Wang, Yudong
2
Wilke, Christina Benita
2
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2
Yi, Yongsheng
2
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International journal of forecasting
2
Economic modelling
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of the Asia Pacific economy
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working paper series / Department of Economics, Auburn University
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ECONIS (ZBW)
8
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1
Forecasting crude oil futures market returns : a
principal
component
analysis
combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
2
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
3
Forecasting the chinese stock market volatility with G7 stock market volatilities : a scaled PCA approach
Yi, Yongsheng
;
Zhang, Yaojie
;
Xiao, Jihong
;
Wang, Xunxiao
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
13
,
pp. 3639-3650
Persistent link: https://www.econbiz.de/10013462322
Saved in:
4
Out-of-sample prediction of Bitcoin realized volatility : do other cryptocurrencies help?
Yi, Yongsheng
;
He, Mengxi
;
Zhang, Yaojie
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013534118
Saved in:
5
Forecasting financial stress indices in Korea : a factor model approach
Kim, Hyeongwoo
;
Shi, Wen
;
Kim, Hyun Hak
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2859-2898
Persistent link: https://www.econbiz.de/10012500846
Saved in:
6
Forecasting financial stress indices in Korea : a factor model approach
Kim, Hyeongwoo
;
Shi, Wen
;
Kim, Hyun Hak
-
2016
Persistent link: https://www.econbiz.de/10011570705
Saved in:
7
Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
International journal of forecasting
34
(
2018
)
2
,
pp. 339-354
Persistent link: https://www.econbiz.de/10012030940
Saved in:
8
Looking into the black box of the Korean economy : the sparse factor model approach
Kim, Hyun Hak
- In:
Journal of the Asia Pacific economy
23
(
2018
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011959151
Saved in:
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