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~person:"Guidolin, Massimo"
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Leading indicator"
~type_genre:"Aufsatz in Zeitschrift"
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Kapitaleinkommen
Leading indicator
Forecasting model
23
Prognoseverfahren
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12
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9
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9
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8
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Guidolin, Massimo
Gupta, Rangan
76
McMillan, David G.
37
Ma, Feng
36
Pierdzioch, Christian
35
Zaremba, Adam
35
Wohar, Mark E.
33
Wang, Yudong
32
Narayan, Paresh Kumar
31
Michelsen, Claus
30
Zhang, Yaojie
25
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22
Baldi, Guido
21
Junker, Simon
20
Stekler, Herman O.
18
Cholodilin, Konstantin Arkadʹevič
17
Dany-Knedlik, Geraldine
17
Marcellino, Massimiliano
17
Clemens, Marius
16
Zhou, Guofu
16
Döpke, Jörg
15
Schlaak, Thore
15
Bouri, Elie
14
Gebauer, Stefan
14
Lahiri, Kajal
14
Li, Yan
14
Nierhaus, Wolfgang
14
Rieth, Malte
14
Timmermann, Allan
14
Balcilar, Mehmet
13
Liang, Chao
13
Nonejad, Nima
13
Siliverstovs, Boriss
13
Yin, Libo
13
Clements, Michael P.
12
Hanisch, Max
12
Kumar, Dilip
12
Long, Huaigang
12
Salisu, Afees A.
12
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Quantitative finance
2
The journal of real estate finance and economics
2
Annals of finance
1
Applied economics letters
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
International journal of forecasting
1
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ECONIS (ZBW)
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1
The dynamics of returns predictability in cryptocurrency markets
Bianchi, Daniele
;
Guidolin, Massimo
;
Pedio, Manuela
- In:
The European journal of finance
29
(
2023
)
6
,
pp. 583-611
Persistent link: https://www.econbiz.de/10014322544
Saved in:
2
The predictability of real estate excess returns : an out-of-sample economic value analysis
Guidolin, Massimo
;
Pedio, Manuela
;
Petrova, Milena
- In:
The journal of real estate finance and economics
67
(
2023
)
1
,
pp. 108-149
Persistent link: https://www.econbiz.de/10014322191
Saved in:
3
How good can heuristic-based forecasts be? : a comparative performance of econometric and heuristic models for UK and US asset returns
Guidolin, Massimo
;
Orlov, Alexei G.
;
Pedio, Manuela
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 139-169
Persistent link: https://www.econbiz.de/10011905849
Saved in:
4
Regime shifts in excess stock return predictability : an out-of-sample portfolio analysis
Dal Pra, Giulia
;
Guidolin, Massimo
;
Pedio, Manuela
; …
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
3
,
pp. 10-24
Persistent link: https://www.econbiz.de/10011877594
Saved in:
5
Portfolio performance of linear SDF models : an out-of-sample assessment
Guidolin, Massimo
;
Hansen, Erwin
;
Lozano-Banda, Martín
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1425-1436
Persistent link: https://www.econbiz.de/10011911550
Saved in:
6
Forecasting yield spreads under crisis-induced multiple breakpoints
Grazzini, Caterina Forti
;
Guidolin, Massimo
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1656-1664
Persistent link: https://www.econbiz.de/10010222827
Saved in:
7
Equally weighted vs. long-run optimal portfolios
Fugazza, Carolina
;
Guidolin, Massimo
;
Nicodano, Giovanna
- In:
European financial management : the journal of the …
21
(
2015
)
4
,
pp. 742-789
Persistent link: https://www.econbiz.de/10011408525
Saved in:
8
Can linear predictability models time bull and bear real estate markets? : out-of-sample evidence from REIT portfolios
Bianchi, Daniele
;
Guidolin, Massimo
- In:
The journal of real estate finance and economics
49
(
2014
)
1
,
pp. 116-164
Persistent link: https://www.econbiz.de/10010422318
Saved in:
9
Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo
;
Hyde, Stuart
;
McMillan, David G.
; …
- In:
Oxford bulletin of economics and statistics
76
(
2014
)
4
,
pp. 510-535
Persistent link: https://www.econbiz.de/10010474888
Saved in:
10
Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo
;
McMillan, David G.
;
Wohar, Mark E.
- In:
Finance research letters
10
(
2013
)
1
,
pp. 34-40
Persistent link: https://www.econbiz.de/10009728606
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