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~person:"Guidolin, Massimo"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~subject:"VAR model"
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57
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17
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Guidolin, Massimo
Gupta, Rangan
123
Marcellino, Massimiliano
46
Diebold, Francis X.
43
Ravazzolo, Francesco
40
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37
Castelnuovo, Efrem
37
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35
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32
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Kilian, Lutz
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Wohar, Mark E.
29
Pierdzioch, Christian
28
Rossi, Barbara
28
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28
Balcilar, Mehmet
26
Guo, Hui
26
McAleer, Michael
26
Caporale, Guglielmo Maria
25
Ludvigson, Sydney C.
25
Swanson, Norman R.
25
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25
Ang, Andrew
24
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24
Huber, Florian
23
Lanne, Markku
23
Mumtaz, Haroon
23
Stock, James H.
23
Watson, Mark W.
23
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22
Pesaran, M. Hashem
22
Titman, Sheridan
22
Koopman, Siem Jan
21
Lettau, Martin
21
Curcuru, Stephanie E.
20
Lakonishok, Josef
20
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19
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ECONIS (ZBW)
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1
Myths and facts about the alleged over-pricing of US real estate : evidence from multi-factor asset pricing models of REIT returns
Guidolin, Massimo
;
Ravazzolo, Francesco
;
Tortora, …
- In:
The journal of real estate finance and economics
49
(
2014
)
4
,
pp. 477-523
Persistent link: https://www.econbiz.de/10010422266
Saved in:
2
Myths and facts about the alleged over-pricing of U.S. real estate evidence from multi-factor asset pricing models of REIT returns
Guidolin, Massimo
;
Ravazzolo, Francesco
;
Tortora, …
-
2011
Persistent link: https://www.econbiz.de/10011337372
Saved in:
3
How did the financial crisis alter the correlations of US yield spreads?
Contessi, Silvio
;
De Pace, Pierangelo
;
Guidolin, Massimo
- In:
Journal of empirical finance
28
(
2014
),
pp. 362-385
Persistent link: https://www.econbiz.de/10011285619
Saved in:
4
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
-
2015
-
This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
Saved in:
5
Forecasting and trading monetary policy effects on the riskless Yield curve with regime switching Nelson‐Siegel models
Guidolin, Massimo
;
Pedio, Manuela
-
2019
-
This version: January, 2019
Persistent link: https://www.econbiz.de/10011961129
Saved in:
6
How good can heuristic-based forecasts be? : a comparative performance of econometric and heuristic models for UK and US asset returns
Guidolin, Massimo
;
Orlov, Alexei G.
;
Pedio, Manuela
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 139-169
Persistent link: https://www.econbiz.de/10011905849
Saved in:
7
Detecting and exploiting regime switching ARCH dynamics in US stock and bond returns
Guidolin, Massimo
- In:
Stock market volatility
,
(pp. 91-133)
.
2009
Persistent link: https://www.econbiz.de/10003830408
Saved in:
8
Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 297-311
Persistent link: https://www.econbiz.de/10003858910
Saved in:
9
Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo
;
Timmermann, Allan
-
2007
Persistent link: https://www.econbiz.de/10003443836
Saved in:
10
Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo
;
McMillan, David G.
;
Wohar, Mark E.
- In:
Finance research letters
10
(
2013
)
1
,
pp. 34-40
Persistent link: https://www.econbiz.de/10009728606
Saved in:
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