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subject:"Forecasting model"
person:"Guo, Hui"
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Forecasting model
Estimation
17
Schätzung
17
Capital income
15
Kapitaleinkommen
15
CAPM
12
USA
10
United States
10
Aktienmarkt
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1952-2002
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conditional equity premium
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1953-1998
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1983-1995
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Analysis of variance
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English
8
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Guo, Hui
Gupta, Rangan
84
Marcellino, Massimiliano
52
Pierdzioch, Christian
46
McMillan, David G.
40
McAleer, Michael
38
Ma, Feng
31
Pesaran, M. Hashem
29
Clark, Todd E.
28
Diebold, Francis X.
28
Timmermann, Allan
28
Swanson, Norman R.
27
Zaremba, Adam
27
Schorfheide, Frank
25
Kilian, Lutz
24
Siliverstovs, Boriss
24
Franses, Philip Hans
23
Wang, Yudong
23
Bollerslev, Tim
22
Döpke, Jörg
22
Ghysels, Eric
22
Herwartz, Helmut
22
Huber, Florian
22
Baumeister, Christiane
21
Härdle, Wolfgang
21
Ravazzolo, Francesco
21
Guidolin, Massimo
20
Narayan, Paresh Kumar
20
Zhang, Yaojie
19
Rossi, Barbara
18
Schumacher, Christian
18
Zhou, Guofu
18
Balcilar, Mehmet
17
Cheung, Yin-Wong
17
Fritsche, Ulrich
17
Koop, Gary
17
Koopman, Siem Jan
17
Wolters, Maik H.
17
Kim, Hyeongwoo
16
McCracken, Michael W.
16
Paccagnini, Alessia
16
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Federal Reserve Bank of St. Louis
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Journal of banking & finance
3
Working paper
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Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Journal of money, credit and banking : JMCB
1
Review / Federal Reserve Bank of St. Louis
1
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ECONIS (ZBW)
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1
Aggregate distress risk and equity returns
Guo, Hui
;
Jiang, Xiaowen
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257367
Saved in:
2
Options-implied variance and future stock returns
Guo, Hui
;
Qiu, Buhui
- In:
Journal of banking & finance
44
(
2014
),
pp. 93-113
Persistent link: https://www.econbiz.de/10010410375
Saved in:
3
Time-varying risk-returm trade-off in the stock market
Guo, Hui
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
4
,
pp. 623-650
Persistent link: https://www.econbiz.de/10009759991
Saved in:
4
Understanding stock return predictability
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2006
-
Rev.
Persistent link: https://www.econbiz.de/10003739712
Saved in:
5
Time-varying risk premia and the cross section of stock returns
Guo, Hui
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973914
Saved in:
6
Understanding stock return predictability
Guo, Hui
;
Savickas, Robert
-
2007
Persistent link: https://www.econbiz.de/10003617807
Saved in:
7
Time-varying risk premia and the cross section of stock returns
Guo, Hui
- In:
Journal of banking & finance
30
(
2006
)
7
,
pp. 2087-2107
Persistent link: https://www.econbiz.de/10003339524
Saved in:
8
A rational pricing explanation for failure of the CAPM
Guo, Hui
- In:
Review / Federal Reserve Bank of St. Louis
86
(
2004
)
3
,
pp. 23-33
Persistent link: https://www.econbiz.de/10002156472
Saved in:
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