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~subject:"Prognoseverfahren"
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Prognoseverfahren
Forecasting model
9
Risikoprämie
6
Risk premium
6
Structural break
6
Strukturbruch
6
Time series analysis
4
Zeitreihenanalyse
4
Capital income
3
Credit derivative
3
Efficient market hypothesis
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Effizienzmarkthypothese
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Kapitaleinkommen
3
Kreditderivat
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equity premium
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forecast combination
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structural break
3
Aktienmarkt
2
CDS indices
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Derivat
2
Derivative
2
Equity premium
2
Estimation theory
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Forecast
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Forecast evaluation
2
Informational flow
2
Market efficiency
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Modellierung
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Prognose
2
Schätztheorie
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Scientific modelling
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Stock market
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Theorie
2
Theory
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model averaging
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Aktienindex
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Bagging
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Bayes-Statistik
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Bayesian inference
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CDS indexes
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English
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Yin, Anwen
9
Procasky, William J.
3
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International review of financial analysis
2
The North American journal of economics and finance : a journal of financial economics studies
2
Bulletin of economic research
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International journal of economics and finance
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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The journal of futures markets
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ECONIS (ZBW)
9
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1
Predictive model averaging with parameter instability and heteroskedasticity
Yin, Anwen
- In:
Bulletin of economic research
76
(
2024
)
2
,
pp. 418-442
Persistent link: https://www.econbiz.de/10014543814
Saved in:
2
Equity premium prediction : keep it sophisticatedly simple
Yin, Anwen
- In:
Quantitative finance and economics
5
(
2021
)
2
,
pp. 264-286
Persistent link: https://www.econbiz.de/10012591937
Saved in:
3
Identifying the true nature of price discovery and cross-market informational flow in the investment grade CDS and equity markets
Procasky, William J.
;
Yin, Anwen
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014247017
Saved in:
4
The impact of COVID-19 on the relative market efficiency and forecasting ability of credit derivative and equity markets
Procasky, William J.
;
Yin, Anwen
- In:
International review of financial analysis
90
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014470587
Saved in:
5
Does the kitchen-sink model work forecasting the equity premium?
Yin, Anwen
- In:
International review of finance : the official journal …
22
(
2022
)
1
,
pp. 223-247
Persistent link: https://www.econbiz.de/10013162508
Saved in:
6
Forecasting high-yield equity and CDS index returns : does observed cross-market informational flow have predictive power?
Procasky, William J.
;
Yin, Anwen
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1466-1490
Persistent link: https://www.econbiz.de/10013287989
Saved in:
7
Equity premium prediction and optimal portfolio decision with Bagging
Yin, Anwen
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012665108
Saved in:
8
Out-of-sample equity premium prediction in the presence of structural breaks
Yin, Anwen
- In:
International review of financial analysis
65
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012208872
Saved in:
9
Equity premium prediction with structural breaks : a two-stage forecast combination approach
Yin, Anwen
- In:
International journal of economics and finance
11
(
2019
)
12
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012197463
Saved in:
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