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subject:"Forecasting model"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of empirical finance"
~person:"Chronopoulos, Dimitris K."
~person:"Tzavalis, Elias"
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Forecasting model
Zeitreihenanalyse
Estimation
4
Schätzung
4
Börsenkurs
2
Capital income
2
Kapitaleinkommen
2
Prognoseverfahren
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Risikoprämie
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Risk premium
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Share price
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Theorie
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Theory
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Aktienmarkt
1
Aktienrückkauf
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CAPM
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Consumption forecasts
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Dividend
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Dividend–price ratio
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Economic value
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Erwartungsbildung
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European call prices
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Expectation formation
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Expected returns
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Gaussian affine term structure models
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Large shocks
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Markov chain
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Markov regime switching model
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Markov-Kette
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Occupation time
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Option pricing theory
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Out-of-sample tests
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Price of risk
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Chronopoulos, Dimitris K.
Tzavalis, Elias
Wang, Yudong
3
Caporin, Massimiliano
2
Cipollini, Andrea
2
Kapetanios, George
2
Kim, Chang-Jin
2
Maio, Paulo
2
Min, Byoung-Kyu
2
Nelson, Charles R.
2
Pan, Zhiyuan
2
Wu, Chongfeng
2
Zaremba, Adam
2
Abergel, Frédéric
1
Ahmed, Jameel
1
Anatolyev, Stanislav
1
Andriosopoulos, Dimitris
1
Annaert, Jan
1
Arakelian, V.
1
Argyropoulos, Efthymios
1
Bai, Lu
1
Bai, Qing
1
Bao Doan
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Bee, Marco
1
BenSaïda, Ahmed
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Bonato, Matteo
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Brennan, Michael J.
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Journal of empirical finance
Discussion paper / Centre for Economic Forecasting
1
Discussion papers in economics
1
Journal of economic dynamics & control
1
Journal of international money and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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Real term structure forecasts of consumption growth
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
Journal of empirical finance
33
(
2015
),
pp. 208-222
Persistent link: https://www.econbiz.de/10011556880
Saved in:
2
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
3
Can the information content of share repurchases improve the accuracy of equity premium predictions?
Andriosopoulos, Dimitris
;
Chronopoulos, Dimitris K.
; …
- In:
Journal of empirical finance
26
(
2014
),
pp. 96-111
Persistent link: https://www.econbiz.de/10010472003
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