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~person:"Ma, Feng"
~person:"Ryu, Doojin"
~person:"Timmermann, Allan"
~subject:"ARCH model"
~subject:"Capital income"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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ARCH model
Capital income
Kapitaleinkommen
99
Forecasting model
57
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57
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56
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56
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43
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Ma, Feng
Ryu, Doojin
Timmermann, Allan
Gupta, Rangan
123
Zaremba, Adam
99
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69
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Bouri, Elie
47
Faff, Robert W.
45
Cakici, Nusret
42
Bali, Turan G.
41
Tiwari, Aviral Kumar
40
Fletcher, Jonathan
36
Wang, Yudong
36
Chiang, Thomas C.
35
Demirer, Rıza
35
Brooks, Robert
34
Pierdzioch, Christian
34
Sehgal, Sanjay
34
Zhang, Wei
33
Caporale, Guglielmo Maria
32
Nguyen, Duc Khuong
32
Titman, Sheridan
32
Zhou, Guofu
30
Auer, Benjamin R.
28
Gil-Alaña, Luis A.
28
Xuan Vinh Vo
28
Zhang, Yaojie
28
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27
Hammoudeh, Shawkat
27
Lee, Bong-soo
27
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27
Shen, Dehua
27
Wei, K. C. John
27
Bollerslev, Tim
26
Hassan, M. Kabir
26
Subrahmanyam, Avanidhar
26
Balcilar, Mehmet
25
Harvey, Campbell R.
25
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International review of financial analysis
9
Finance research letters
8
International journal of forecasting
6
Applied economics
4
Energy economics
4
International review of economics & finance : IREF
4
Journal of financial economics
4
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4
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4
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3
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3
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3
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3
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3
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2
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2
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2
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1
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1
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1
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Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Bond
return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
2
Modeling covariance risk in Merton's ICAPM
Rossi, Alberto
;
Timmermann, Allan
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1428-1461
Persistent link: https://www.econbiz.de/10011338198
Saved in:
3
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
4
The Chinese equity premium predictability : evidence from a long historical data
Ma, Feng
;
Cao, Jiawei
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472501
Saved in:
5
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
6
Can ChatGPT predict Chinese equity premiums?
Ma, Feng
;
Lyu, Zhichong
;
Li, Haibo
- In:
Finance research letters
65
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014563832
Saved in:
7
Term structure of sentiment effect on investor trading behavior
Kim, Karam
;
Ryu, Doojin
- In:
Finance research letters
43
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014633474
Saved in:
8
Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
9
Mutual fund performance : evidence from the UK
Blake, David
;
Timmermann, Allan
- In:
European finance review : the official journal of the …
2
(
1998
)
1
,
pp. 57-77
Persistent link: https://www.econbiz.de/10001400427
Saved in:
10
How learning in financial markets generates excess volatility and predictability in stock prices
Timmermann, Allan
- In:
The quarterly journal of economics
108
(
1993
)
4
,
pp. 1135-1145
Persistent link: https://www.econbiz.de/10001151027
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