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~person:"Vivian, Andrew"
~subject:"Kapitaleinkommen"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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Kapitaleinkommen
Forecasting model
9
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3
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Vivian, Andrew
Gupta, Rangan
63
Zaremba, Adam
38
Ma, Feng
37
McMillan, David G.
36
Wang, Yudong
32
Narayan, Paresh Kumar
31
Wohar, Mark E.
31
Pierdzioch, Christian
25
Zhang, Yaojie
25
Bouri, Elie
16
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15
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14
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14
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13
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13
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12
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12
Salisu, Afees A.
12
Timmermann, Allan
12
Westerlund, Joakim
12
Zhu, Xiaoneng
12
Balcilar, Mehmet
11
Dai, Zhifeng
11
Kumar, Dilip
11
Liu, Li
11
Sharma, Susan Sunila
11
Wei, Yu
11
Yin, Libo
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Kim, Jae H.
10
Pan, Zhiyuan
10
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10
Bali, Turan G.
9
Bollerslev, Tim
9
Guo, Hui
9
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8
He, Mengxi
8
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7
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International journal of forecasting
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2
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International review of financial analysis
1
Journal of empirical finance
1
The European journal of finance
1
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ECONIS (ZBW)
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1
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
2
Forecasting European carbon returns using dimension reduction techniques : commodity versus financial fundamentals
Tan, Xueping
;
Sirichand, Kavita
;
Vivian, Andrew
;
Wang, Xinyu
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 944-969
Persistent link: https://www.econbiz.de/10013349625
Saved in:
3
Stock returns forecasting with metals : sentiment vs. fundamentals
Jordan, Steven J.
;
Vivian, Andrew
;
Wohar, Mark E.
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 458-477
Persistent link: https://www.econbiz.de/10012244340
Saved in:
4
Forecasting market returns : bagging or combining?
Jordan, Steven J.
;
Vivian, Andrew
;
Wohar, Mark E.
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 102-120
Persistent link: https://www.econbiz.de/10011754689
Saved in:
5
Predicting asset returns in the BRICS : the role of macroeconomic and fundamental predictors
Sousa, Ricardo M.
;
Vivian, Andrew
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 122-143
Persistent link: https://www.econbiz.de/10011624662
Saved in:
6
Can commodity returns forecast Canadian sector stock returns?
Jordan, Steven J.
;
Vivian, Andrew
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 172-188
Persistent link: https://www.econbiz.de/10011624689
Saved in:
7
Location, location, location : currency effects and return predictability?
Jordan, Steven J.
;
Vivian, Andrew
;
Wohar, Mark E.
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1883-1898
Persistent link: https://www.econbiz.de/10010511946
Saved in:
8
The output gap and stock returns : do cyclical fluctuations predict portfolio returns?
Vivian, Andrew
;
Wohar, Mark E.
- In:
International review of financial analysis
26
(
2013
),
pp. 40-50
Persistent link: https://www.econbiz.de/10009717221
Saved in:
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