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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~person:"Liu, Li"
~person:"Zhou, Guofu"
~source:"econis"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Estimation
38
Schätzung
38
Forecasting model
27
Capital income
17
Kapitaleinkommen
17
Theorie
16
Theory
16
Time series analysis
15
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USA
12
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Swanson, Norman R.
Liu, Li
Zhou, Guofu
Gupta, Rangan
62
Ma, Feng
29
Pierdzioch, Christian
28
Zaremba, Adam
26
McMillan, David G.
24
Wang, Yudong
22
Zhang, Yaojie
21
Narayan, Paresh Kumar
19
Nonejad, Nima
15
Wohar, Mark E.
15
Balcilar, Mehmet
14
Salisu, Afees A.
13
Wei, Yu
13
Moosa, Imad A.
12
Kumar, Dilip
11
Marcellino, Massimiliano
11
Westerlund, Joakim
10
Bollerslev, Tim
9
Demirer, Rıza
9
Long, Huaigang
9
Siliverstovs, Boriss
9
Wu, Xinyu
9
Lu, Xinjie
8
McAleer, Michael
8
Dai, Zhifeng
7
Döpke, Jörg
7
Ghysels, Eric
7
Guidolin, Massimo
7
Herwartz, Helmut
7
Jawadi, Fredj
7
Kim, Jae H.
7
Li, Bin
7
Maio, Paulo
7
Pan, Zhiyuan
7
Timmermann, Allan
7
Yin, Libo
7
Andersen, Torben
6
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Energy economics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Economic modelling
2
International journal of forecasting
2
Journal of econometrics
2
Journal of empirical finance
2
Journal of financial economics
2
Applied financial economics
1
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1
Economic inquiry : journal of the Western Economic Association International
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
2
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
3
Mixing mixed frequency and diffusion indices in good times and in bad : an assessment based on historical data around the great recession of 2008
Kim, Kihwan
;
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1421-1469
Persistent link: https://www.econbiz.de/10014226366
Saved in:
4
Unspanned global macro risks in bond returns
Zhao, Feng
;
Zhou, Guofu
;
Zhum, Xiaoneng
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7825-7843
Persistent link: https://www.econbiz.de/10012815767
Saved in:
5
Further evidence on the usefulness of real-time datasets for economic forecasting
Fernández, Andrés
;
Swanson, Norman R.
- In:
Quantitative finance and economics
1
(
2017
)
1
,
pp. 2-25
Persistent link: https://www.econbiz.de/10012137708
Saved in:
6
Time series momentum : is it there?
Huang, Dashan
;
Li, Jiangyuan
;
Wang, Liyao
;
Zhou, Guofu
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 774-794
Persistent link: https://www.econbiz.de/10012543228
Saved in:
7
Forecasting stock market volatility : the role of technical variables
Liu, Li
;
Pan, Zhiyuan
- In:
Economic modelling
84
(
2020
),
pp. 55-65
Persistent link: https://www.econbiz.de/10012210290
Saved in:
8
Are financial returns really predictable out-of-sample? : evidence from a new bootstrap test
Liu, Li
;
Bu, Ruijun
;
Pan, Zhiyuan
;
Xu, Yuhua
- In:
Economic modelling
81
(
2019
),
pp. 124-135
Persistent link: https://www.econbiz.de/10012201494
Saved in:
9
It's not that important : the negligible effect of oil market uncertainty
Yin, Libo
;
Feng, Jiabao
;
Liu, Li
;
Wang, Yudong
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 62-84
Persistent link: https://www.econbiz.de/10012203810
Saved in:
10
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes
Cepni, Oguzhan
;
Güney, Ethem
;
Swanson, Norman R.
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 555-572
Persistent link: https://www.econbiz.de/10012300700
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