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~subject:"Prognoseverfahren"
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Prognoseverfahren
Forecasting model
66
Volatility
50
Volatilität
49
Oil price
47
Ölpreis
46
Capital income
43
Kapitaleinkommen
43
Estimation
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37
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30
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28
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25
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24
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24
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20
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20
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18
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17
Erdöl
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15
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15
Regression analysis
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Time series analysis
14
Zeitreihenanalyse
14
Regressionsanalyse
13
Portfolio selection
12
Portfolio-Management
12
Capital market returns
9
Kapitalmarktrendite
9
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9
Risk
9
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8
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62
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1
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1
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English
66
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Wang, Yudong
66
Zhang, Yaojie
24
Wu, Chongfeng
18
Pan, Zhiyuan
14
Liu, Li
13
He, Mengxi
12
Wen, Danyan
9
Hao, Xianfeng
8
Ma, Feng
6
Zhang, Zhikai
5
Diao, Xundi
4
Yin, Libo
4
Pettenuzzo, Davide
3
Wei, Yu
3
Xiao, Jihong
3
Feng, Jiabao
2
Geng, Qianjie
2
Li, Yang
2
Wang, Qunwei
2
Yang, Li
2
Bu, Ruijun
1
Cai, Wensheng
1
Chen, Chuang
1
Feng, Yuqing
1
Gao, Shang
1
Huang, Juan
1
Li, Anzhe
1
Li, Chenchen
1
Li, Yongshan
1
Liang, Chao
1
Liao, Cunfei
1
Liu, Yi
1
Song, Yixuan
1
Wahab, M. I. M.
1
Wang, Qing
1
Wu, Wenfeng
1
Xiong, Tiancheng
1
Yang, Menglong
1
Yu, Dan
1
Yu, Honghai
1
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Energy economics
16
Journal of forecasting
7
International journal of forecasting
6
Journal of empirical finance
6
Economic modelling
3
International review of economics & finance : IREF
3
Applied economics
2
Economics letters
2
Finance research letters
2
Journal of banking & finance
2
The journal of futures markets
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
International review of financial analysis
1
Journal of financial markets
1
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Oxford bulletin of economics and statistics
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1
Quantitative finance
1
Research in international business and finance
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ECONIS (ZBW)
66
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1
Forecasting energy market volatility using GARCH models : can multivariate models beat univariate models?
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
34
(
2012
)
6
,
pp. 2167-2181
Persistent link: https://www.econbiz.de/10009688795
Saved in:
2
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Saved in:
3
Forecasting the real prices of crude oil under economic and statistical constraints
Wang, Yudong
;
Liu, Li
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Energy economics
51
(
2015
),
pp. 599-608
Persistent link: https://www.econbiz.de/10011565055
Saved in:
4
Commodity price changes and the predictability of economic policy uncertainty
Wang, Yudong
;
Zhang, Bing
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Economics letters
127
(
2015
),
pp. 39-42
Persistent link: https://www.econbiz.de/10011382844
Saved in:
5
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:
6
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
7
Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach
Wen, Danyan
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 230-251
Persistent link: https://www.econbiz.de/10012817722
Saved in:
8
Forecasting crude oil prices : a scaled PCA approach
He, Mengxi
;
Zhang, Yaojie
;
Wen, Danyan
;
Wang, Yudong
- In:
Energy economics
97
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012820812
Saved in:
9
Forecasting the real prices of crude oil using robust regression models with regularization constraints
Hao, Xianfeng
;
Zhao, Yuyang
;
Wang, Yudong
- In:
Energy economics
86
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012512193
Saved in:
10
Forecasting stock returns : a time-dependent weighted least squares approach
Wang, Yudong
;
Hao, Xianfeng
;
Wu, Chongfeng
- In:
Journal of financial markets
53
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013271973
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