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Search: person:"Yin, Anwen"
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9
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Yin, Anwen
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Procasky, William J.
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International review of financial analysis
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ECONIS (ZBW)
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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
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:
4
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:
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
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:
9
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:
10
Does the <scp>kitchen‐sink</scp> model work forecasting the equity premium?
Yin, Anwen
- In:
International Review of Finance
22
(
2021
)
1
,
pp. 223-247
Persistent link: https://www.econbiz.de/10012537650
Saved in:
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