2
H index
0
i10 index
9
Citations
Örebro Universitet | 2 H index 0 i10 index 9 Citations RESEARCH PRODUCTION: 11 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tamas Kiss. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Finance Research Letters | 3 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / rebro University, School of Business | 9 |
Year | Title of citing document |
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2024 | Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions. (2024). Shi, Zhentao ; Mei, Ziwei ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2410.09825. Full description at Econpapers || Download paper |
2024 | Heterogeneous Responses of Energy and Non-Energy Assets to Crises in Commodity Markets. (2024). VORTELINOS, DIMITRIOS ; Viskadouros, Georgios ; Garefalakis, Alexandros ; Menegaki, Angeliki ; Passas, Ioannis. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:21:p:5438-:d:1511233. Full description at Econpapers || Download paper |
2024 | Properties of risk aversion estimated from portfolio weights. (2024). Satchell, Steve ; Kwon, Oh Kang ; Grant, Andrew. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:5:d:10.1057_s41260-024-00375-y. Full description at Econpapers || Download paper |
2024 | An Analysis of UK Households’ Directional Forecasts of Interest Rates. (2024). Österholm, Pär ; Kladvko, Kamil. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-024-00103-w. Full description at Econpapers || Download paper |
2024 | Evaluating ensemble learning techniques for stock index trend prediction: a case of China. (2024). Tian, Yubo ; Wei, Xiaolu ; Li, NA ; Peng, Huanxin. In: Portuguese Economic Journal. RePEc:spr:portec:v:23:y:2024:i:3:d:10.1007_s10258-023-00246-1. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Fat tails in leading indicators In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2022 | Predicting returns and dividend growth — The role of non-Gaussian innovations In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2021 | Predicting returns and dividend growth - the role of non-Gaussian innovations.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2022 | The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2023 | Market participants or the random walk – who forecasts better? Evidence from micro-level survey data In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2023 | Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2021 | Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails In: JRFM. [Full Text][Citation analysis] | article | 0 |
2020 | Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2019 | Testing Return Predictability with the Dividend-Growth Equation: An Anatomy of the Dog In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | Corona, Crisis and Conditional Heteroscedasticity In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Corona, crisis and conditional heteroscedasticity.(2021) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2021 | Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations.(2023) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2022 | Modelling Okun’s Law – Does non-Gaussianity Matter? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Modelling Okun’s law: Does non-Gaussianity matter?.(2023) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2022 | Varför har arbetstagar- och arbetsgivarorganisationer olika förväntningar om lönetillväxt? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | US Interest Rates: Are Relations Stable? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | VAR Models with Fat Tails and Dynamic Asymmetry In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Developments in public debt in Hungary between 1998 and 2012: trends, reasons and effects In: MNB Bulletin (discontinued). [Full Text][Citation analysis] | article | 2 |
2022 | Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2022 | Long‐run predictability tests are even worse than you thought In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
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