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subject:"Volatility"
~accessRights:"restricted"
~person:"Guidolin, Massimo"
~subject:"EU-Staaten"
~subject:"Prognoseverfahren"
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Guidolin, Massimo
Gupta, Rangan
83
Ma, Feng
34
Pierdzioch, Christian
28
Marcellino, Massimiliano
26
Zaremba, Adam
26
Balcilar, Mehmet
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Bouri, Elie
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Wang, Yudong
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Zhang, Yaojie
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Xuan Vinh Vo
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Narayan, Paresh Kumar
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Salisu, Afees A.
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Tiwari, Aviral Kumar
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Kang, Sang Hoon
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Nonejad, Nima
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Wei, Yu
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Bollerslev, Tim
13
Gil-Alaña, Luis A.
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Jawadi, Fredj
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Li, Jia
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Zhu, Huiming
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Demirer, Rıza
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Arbitrage risk and a sentiment as causes of persistent mispricing : the European evidence
Guidolin, Massimo
;
Ricci, Andrea
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012417037
Saved in:
2
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models
Guidolin, Massimo
;
Pedio, Manuela
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012312634
Saved in:
3
Predictions of short-term rates and the expectations hypothesis
Guidolin, Massimo
;
Thornton, Daniel L.
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 636-664
Persistent link: https://www.econbiz.de/10012031076
Saved in:
4
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
5
Identifying and measuring the contagion channels at work in the European financial crises
Guidolin, Massimo
;
Pedio, Manuela
- In:
Journal of international financial markets, …
48
(
2017
),
pp. 117-134
Persistent link: https://www.econbiz.de/10011892337
Saved in:
6
Learning to smile : can rational learning explain predictable dynamics in the implied volatility surface?
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of financial markets
26
(
2015
),
pp. 1-37
Persistent link: https://www.econbiz.de/10011477269
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