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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Journal of empirical finance"
~person:"Hyung, Namwon"
~person:"Zhu, Min"
~subject:"United States"
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Prognoseverfahren
USA
United States
Autocorrelation
2
Autokorrelation
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Capital income
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Estimation theory
2
Kapitaleinkommen
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Schätztheorie
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1928-2002
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Augmented regression
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Predictive regressions
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Regression analysis
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Regressionsanalyse
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Return predictability
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Structural break
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Hyung, Namwon
Zhu, Min
Baillie, Richard
3
Dacorogna, Michel M.
2
Kim, Chang-Jin
2
Nelson, Charles R.
2
Amihud, Yakov
1
Bauwens, Luc
1
Bekaert, Geert
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Berens, Tobias
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Chiang, I-Hsuan Ethan
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Daníelsson, Jón
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Dark, Jonathan
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De Backer, Bruno
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Dufays, Arnaud
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Granger, C. W. J.
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Hurvich, Clifford M.
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Jayetileke, Harshanie L.
1
Kapetanios, George
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Li, Chen
1
Liao, Yin
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MacDonald, Ronald
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Papailias, Fotis
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Power, David M.
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Ren, Yu
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Sizova, Natalia
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Startz, Richard
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Sun, Licheng
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Wang, Yi
1
Wang, You-Gan
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Weiß, Gregor
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Wied, Dominik
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Journal of empirical finance
Discussion paper / Department of Economics, University of California San Diego
2
Annals of economics and finance
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
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Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
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2
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002050373
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