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~subject:"Forecasting model"
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Forecasting model
Theorie
49
Theory
49
Volatility
32
Volatilität
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ARCH-Modell
21
Bayes-Statistik
21
Bayesian inference
21
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Markov chain
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Markov-Kette
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Aktienmarkt
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9
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8
Kanada
8
Dirichlet process mixture
7
Risikoprämie
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7
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7
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English
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Maheu, John M.
19
McCurdy, Thomas H.
9
Song, Yong
4
Jin, Xin
3
Yang, Qiao
3
Gordon, Stephen F.
2
Frazier, David T.
1
Huber, Florian
1
Koop, Gary
1
Liu, Chun
1
Liu, Jia
1
Loiza-Maya, Ruben
1
Maneesoonthorn, Worapree
1
Martin, Gael M.
1
Nibbering, Didier
1
Panagiotelis, Anastasios
1
Reeves, Jonathan J.
1
Shamsi, Azam
1
Xie, Xuan
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Journal of econometrics
3
International journal of forecasting
2
Journal of applied econometrics
2
22-327
1
Cahier / Université Laval, Département d'Économique
1
Cahier de recherche ... du Groupe de Recherche en Politique Economique
1
Finance research letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
ShanghaiTech SEM Working Paper
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The journal of finance : the journal of the American Finance Association
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
How long in the firm's forecast horizon?
Gordon, Stephen F.
- In:
Journal of economic dynamics & control
20
(
1996
)
6
,
pp. 1145-1176
Persistent link: https://www.econbiz.de/10001200762
Saved in:
2
How long is the firm's forecast horizon?
Gordon, Stephen F.
-
1993
Persistent link: https://www.econbiz.de/10000917123
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3
News arrival, jump dynamics, and volatility components for individual stock returns
Maheu, John M.
;
McCurdy, Thomas H.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 755-793
Persistent link: https://www.econbiz.de/10002013824
Saved in:
4
Identification and forecasting of bull and bear markets using multivariate returns
Liu, Jia
;
Maheu, John M.
;
Song, Yong
- In:
Journal of applied econometrics
39
(
2024
)
5
,
pp. 723-745
Persistent link: https://www.econbiz.de/10015156772
Saved in:
5
Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Saved in:
6
Do high-frequency measures of volatility improve forecasts of return distributions?
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 69-76
Persistent link: https://www.econbiz.de/10009242544
Saved in:
7
A new structural break model, with an application to Canadian inflation forecasting
Maheu, John M.
;
Song, Yong
- In:
International journal of forecasting
30
(
2013
)
1
,
pp. 144-160
Persistent link: https://www.econbiz.de/10010246985
Saved in:
8
How useful are historical data for forecasting the long-run equity return distribution?
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10003805430
Saved in:
9
Components of market risk and return
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 560-590
Persistent link: https://www.econbiz.de/10003570729
Saved in:
10
Bayesian semiparametric modeling of realized covariance matrices
Jin, Xin
;
Maheu, John M.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10011610652
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