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person:"Zhang, Lu"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of economic dynamics & control"
~person:"Wang, Yudong"
~subject:"Forecasting model"
~subject:"Risikoprämie"
~subject:"Theorie"
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Forecasting model
Risikoprämie
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5
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Zhang, Lu
Wang, Yudong
Zaremba, Adam
5
Zhang, Yaojie
5
Afonso, Oscar
4
Li, Kai
4
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4
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Economic modelling
Journal of economic dynamics & control
Energy economics
7
NBER working paper series
7
NBER Working Paper
6
Journal of empirical finance
5
Journal of forecasting
4
Working paper / National Bureau of Economic Research, Inc.
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Finance research letters
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International review of economics & finance : IREF
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ECONIS (ZBW)
4
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1
Equilibrium stock return dynamics under alternative rules of learning about hidden states
Brandt, Michael W.
;
Zeng, Qi
;
Zhang, Lu
- In:
Journal of economic dynamics & control
28
(
2004
)
10
,
pp. 1925-1954
Persistent link: https://www.econbiz.de/10002099538
Saved in:
2
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
3
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
4
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:
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