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isPartOf:"The journal of economics"
subject:"Forecasting model"
~isPartOf:"Applied economics letters"
~person:"Chen, Jian"
~subject:"Share price"
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Forecasting model
Share price
Börsenkurs
2
Estimation
2
Risikoprämie
2
Risk premium
2
Schätzung
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1992-2005
1
Aktienoption
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Capital income
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Kapitaleinkommen
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Volatility
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stock return predictability
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Chen, Jian
Pierdzioch, Christian
4
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Cao, Kang Hua
2
Caporale, Guglielmo Maria
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Ciner, Cetin
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Holmes, Mark J.
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The journal of economics
Applied economics letters
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International journal of finance & economics : IJFE
1
Journal of financial econometrics
1
Journal of international money and finance
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The journal of futures markets
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ECONIS (ZBW)
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The role of variance risk premium in predicting excess stock market return : out-of-sample evidences
Chen, Jian
;
Chen, Liya
;
Wang, Xiaoke
;
Zuo, Haomiao
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1382-1388
Persistent link: https://www.econbiz.de/10011380203
Saved in:
2
The model-free measures and the volatility spread
Chen, Jian
;
Liu, Xiaoquan
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1829-1833
Persistent link: https://www.econbiz.de/10009232136
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