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person:"Andersen, Torben G."
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Bali, Turan G."
~person:"Bollerslev, Tim"
~person:"Kelly, Bryan T."
~person:"Salisu, Afees A."
~subject:"Forecasting model"
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Forecasting model
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Andersen, Torben G.
Bali, Turan G.
Bollerslev, Tim
Kelly, Bryan T.
Salisu, Afees A.
Jiang, George J.
2
Zhou, Hao
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Journal of financial and quantitative analysis : JFQA
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
2
Aggregate earnings, firm-level earnings, and expected stock returns
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Tehranian, Hassan
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
3
,
pp. 657-684
Persistent link: https://www.econbiz.de/10003757790
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