{"id":"https://openalex.org/W1511056541","doi":"https://doi.org/10.1007/978-3-540-78246-9_59","title":"Predicting Stock Returns with Bayesian Vector Autoregressive Models","display_name":"Predicting Stock Returns with Bayesian Vector Autoregressive Models","publication_year":2008,"publication_date":"2008-01-01","ids":{"openalex":"https://openalex.org/W1511056541","doi":"https://doi.org/10.1007/978-3-540-78246-9_59","mag":"1511056541"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-540-78246-9_59","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-78246-9_59","pdf_url":null,"source":{"id":"https://openalex.org/S4210194094","display_name":"Studies in classification, data analysis, and knowledge organization","issn_l":"1431-8814","issn":["1431-8814","2198-3321"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Studies in Classification, Data Analysis, and Knowledge Organization","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5021069591","display_name":"Wolfgang Bessler","orcid":"https://orcid.org/0000-0002-1348-5129"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Wolfgang Bessler","raw_affiliation_strings":["Center for Finance and Banking, Licher Strasse 74, 35394, Giessen, Germany"],"affiliations":[{"raw_affiliation_string":"Center for Finance and Banking, Licher Strasse 74, 35394, Giessen, Germany","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5080215343","display_name":"Peter L\u00fcckoff","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Peter L\u00fcckoff","raw_affiliation_strings":["Center for Finance and Banking, Licher Strasse 74, 35394, Giessen, Germany"],"affiliations":[{"raw_affiliation_string":"Center for Finance and Banking, Licher Strasse 74, 35394, Giessen, Germany","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5021069591"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.06473544,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"499","last_page":"506"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9976999759674072,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10632","display_name":"Housing Market and Economics","score":0.9936000108718872,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.7246800661087036},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.7202059030532837},{"id":"https://openalex.org/keywords/bayesian-vector-autoregression","display_name":"Bayesian vector autoregression","score":0.557311475276947},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.5424026846885681},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.5282938480377197},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5111165642738342},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4914206266403198},{"id":"https://openalex.org/keywords/dividend","display_name":"Dividend","score":0.489717036485672},{"id":"https://openalex.org/keywords/vector-autoregression","display_name":"Vector autoregression","score":0.4437635540962219},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.25700223445892334},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.2233593463897705},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.16842281818389893},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.13801845908164978}],"concepts":[{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.7246800661087036},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.7202059030532837},{"id":"https://openalex.org/C137703641","wikidata":"https://www.wikidata.org/wiki/Q4874480","display_name":"Bayesian vector autoregression","level":3,"score":0.557311475276947},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.5424026846885681},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5282938480377197},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5111165642738342},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4914206266403198},{"id":"https://openalex.org/C116168712","wikidata":"https://www.wikidata.org/wiki/Q181201","display_name":"Dividend","level":2,"score":0.489717036485672},{"id":"https://openalex.org/C133029050","wikidata":"https://www.wikidata.org/wiki/Q385593","display_name":"Vector autoregression","level":2,"score":0.4437635540962219},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.25700223445892334},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.2233593463897705},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.16842281818389893},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.13801845908164978},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-540-78246-9_59","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-78246-9_59","pdf_url":null,"source":{"id":"https://openalex.org/S4210194094","display_name":"Studies in classification, data analysis, and knowledge organization","issn_l":"1431-8814","issn":["1431-8814","2198-3321"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Studies in Classification, Data Analysis, and Knowledge Organization","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.5099999904632568,"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":16,"referenced_works":["https://openalex.org/W1541694924","https://openalex.org/W1553598798","https://openalex.org/W1987791470","https://openalex.org/W2089556049","https://openalex.org/W2092270509","https://openalex.org/W2094746981","https://openalex.org/W2123518587","https://openalex.org/W2153489418","https://openalex.org/W3122206234","https://openalex.org/W3123549399","https://openalex.org/W3124485385","https://openalex.org/W3124684890","https://openalex.org/W3125017137","https://openalex.org/W3125452688","https://openalex.org/W3125593626","https://openalex.org/W4246078097"],"related_works":["https://openalex.org/W2188304641","https://openalex.org/W2732172749","https://openalex.org/W3121450882","https://openalex.org/W1976213124","https://openalex.org/W2665030876","https://openalex.org/W1589821175","https://openalex.org/W2386859196","https://openalex.org/W1667384730","https://openalex.org/W4235365035","https://openalex.org/W3196086590"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":2},{"year":2020,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
