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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Working paper"
~person:"Anagnostopoulos, Alexios"
~person:"Asai, Manabu"
~person:"Zhou, Yuxin"
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Forecasting model
Stock market
Estimation
6
Schätzung
6
Mortality
3
Prognoseverfahren
3
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3
Capital income
2
Correlation
2
Kapitaleinkommen
2
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2
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USA
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United States
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1999-2007
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2000-2010
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ARCH model
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Affine
1
Affine mortality models
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Age group
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Age-dependent
1
Aktienmarkt
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Altersgruppe
1
Auslandsinvestition
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Anagnostopoulos, Alexios
Asai, Manabu
Zhou, Yuxin
McAleer, Michael
9
McCracken, Michael W.
5
Chang, Chia-Lin
3
Guo, Hui
3
Kapetanios, George
3
Neely, Christopher J.
3
Allen, David E.
2
Amburgey, Aaron
2
Clark, Todd E.
2
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2
Franses, Philip Hans
2
Guidolin, Massimo
2
Nyholm, Ken
2
Raunig, Burkhard
2
Savickas, Robert
2
Scharth, Marcel
2
Sherris, Michael
2
Skiadopoulos, George
2
Thornton, Daniel L.
2
Ungolo, Francesco
2
Österholm, Pär
2
Ajevskis, Viktors
1
Andonova, Danica Unevska
1
Asai, Manuabu
1
Atesagaoglu, Orhan Erem
1
Attanasio, Orazio P.
1
Barrio Castro, Tomás del
1
Białkowski, Je̜drzej
1
Blazsek, Szabolcs
1
Caporin, Massimiliano
1
Carriero, Andrea
1
Chan, Felix
1
Cheema, Muhammad A.
1
Cipollini, Andrea
1
Craig, Ben R.
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International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of econometrics
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ECONIS (ZBW)
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Estimation, comparison and projection of multi-factor age-cohort affine mortality models
Ungolo, Francesco
;
Garces, Len Patrick Dominic M.
; …
-
2023
-
[Revision]
Persistent link: https://www.econbiz.de/10014458542
Saved in:
2
Multi-factor, age-cohort, affine mortality models : a multi-country comparison
Ungolo, Francesco
;
Sherris, Michael
;
Zhou, Yuxin
-
2021
Persistent link: https://www.econbiz.de/10012628986
Saved in:
3
Foreign direct investment as a determinant of cross-country stock market comovement
Anagnostopoulos, Alexios
;
Atesagaoglu, Orhan Erem
; …
-
2019
-
This draft: July 22, 2019
Persistent link: https://www.econbiz.de/10012203966
Saved in:
4
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
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