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~language:"eng"
~person:"Chang, Chia-Lin"
~person:"Pettenuzzo, Davide"
~subject:"Forecasting model"
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Forecasting model
Volatility
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Chang, Chia-Lin
Pettenuzzo, Davide
Gupta, Rangan
43
McAleer, Michael
32
Rossi, Barbara
22
Croux, Christophe
18
Pierdzioch, Christian
18
Franses, Philip Hans
17
Giannone, Domenico
17
Timmermann, Allan
16
Marcellino, Massimiliano
15
Huber, Florian
13
Lahiri, Kajal
12
Cepni, Oguzhan
11
Döpke, Jörg
11
Reichlin, Lucrezia
11
Siliverstovs, Boriss
11
Song, Haiyan
11
Clark, Todd E.
10
Sekhposyan, Tatevik
10
Dijk, Dick van
9
Dovern, Jonas
9
Gelper, Sarah
9
Härdle, Wolfgang
9
Mitchell, James
9
Ravazzolo, Francesco
9
Balcilar, Mehmet
8
Clements, Michael P.
8
Fritsche, Ulrich
8
Koop, Gary
8
McCracken, Michael W.
8
Schumacher, Christian
8
Stekler, Herman O.
8
Wolfers, Justin
8
Österholm, Pär
8
Ҫepni, Oğuzhan
8
Bratu, Mihaela
7
Garratt, Anthony
7
Guidolin, Massimo
7
Layton, Allan P.
7
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Working papers / Brandeis University, Department of Economics and International Business School
9
Working paper
5
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1
Econometric Institute research papers
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
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ECONIS (ZBW)
18
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1
Evaluating individual and mean non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012026
Saved in:
2
Machine learning econometrics : Bayesian algorithms and methods
Korobilis, Dimitris
;
Pettenuzzo, Davide
-
2020
Persistent link: https://www.econbiz.de/10012243263
Saved in:
3
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
4
High-frequency cash flow dynamics
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
-
2018
Persistent link: https://www.econbiz.de/10011813356
Saved in:
5
Forecasting stock returns : a predictorconstrained approach
Pettenuzzo, Davide
;
Pan, Zhiyuan
;
Wang, Yudong
-
2017
Persistent link: https://www.econbiz.de/10011813299
Saved in:
6
Adaptive hierarchical priors for high-dimensional vector
Pettenuzzo, Davide
;
Korobilis, Dimitris
-
2017
Persistent link: https://www.econbiz.de/10011813298
Saved in:
7
Analyzing fixed-event forecast revisions
Franses, Philip Hans
;
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413661
Saved in:
8
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
9
Option-implied equity premium predictions via entropic tilting
Pettenuzzo, Davide
;
Metaxoglou, Konstantinos
;
Smith, …
-
2016
Persistent link: https://www.econbiz.de/10011448979
Saved in:
10
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
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