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person:"Moosa, Imad A."
subject:"Japan"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Narayan, Paresh Kumar"
~subject:"Capital mobility"
~subject:"Fidschi"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
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Japan
Capital mobility
Fidschi
Prognoseverfahren
Schätzung
Börsenkurs
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Capital income
2
Estimation
2
Forecasting model
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Kapitaleinkommen
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Share price
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FQGLS
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Heteroscedasticity
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Heteroskedastizität
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Panel
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Panel study
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Regression analysis
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Regressionsanalyse
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Time series analysis
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Zeitreihenanalyse
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conditional heteroskedasticity
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panel data
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predictability
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stock return predictability
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stock returns
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Moosa, Imad A.
Narayan, Paresh Kumar
Garcia, René
5
Almeida, Caio
3
Ardison, Kym
3
Olmo, Jose
3
Trojani, Fabio
3
Vicente, Jose
3
Audrino, Francesco
2
Dobrev, Dobrislav
2
Ghysels, Eric
2
Jacquier, Eric
2
Koopman, Siem Jan
2
Lanne, Markku
2
Lunde, Asger
2
Okou, Cédric
2
Rodrigues, Paulo M. M.
2
Schaumburg, Ernst
2
Voev, Valeri
2
Westerlund, Joakim
2
Abbritti, Mirko
1
Aguilar, Mike
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Ahlgren, Niklas
1
Ahoniemi, Katja
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Aiolfi, Marco
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Altavilla, Carlo
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Amisano, Gianni
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Antell, Jan
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Antoine, Bertille
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Asai, Manabu
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Asgharian, Hossein
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Badescu, Alexandru
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Bali, Turan G.
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Balter, Janine
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Bannouh, Karim
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Barndorff-Nielsen, Ole E.
1
Barunik, Jozef
1
Bengtsson, Christoffer
1
Bos, Charles S.
1
Breitung, Jörg
1
Bu, Ruijun
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics
20
Journal of international financial markets, institutions & money
9
Economic modelling
7
School working papers / Economics series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
7
Applied economics letters
6
Emerging markets review
6
International review of financial analysis
5
Department of Economics discussion papers / Monash University
4
Australian economic papers
3
Economia internazionale
3
Energy economics
3
Pacific-Basin finance journal
3
Applied financial economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
2
International review of economics & finance : IREF
2
Journal of Asian economics
2
Journal of banking & finance
2
Journal of post-Keynesian economics : JPKE
2
The journal of futures markets
2
Accounting research journal
1
Applied financial economics letters
1
Asian economic journal : journal of the East Asian Economic Association
1
China economic review : an international journal
1
Deakin University Of Australia Working Paper
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Discussion paper / Monash University, Department of Economics
1
Discussion papers / A / School of Business, La Trobe University
1
ERF working papers series
1
Econometric reviews
1
Economic analysis and policy
1
Economic issues
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy policy
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
International Journal of Financial Studies : open access journal
1
International economic journal
1
International journal of forecasting
1
Journal / The Capco Institute : journal of financial transformation
1
Journal of Post Keynesian economics
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A random coefficient approach to the predictability of stock returns in panels
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 605-664
Persistent link: https://www.econbiz.de/10011339261
Saved in:
2
Testing for predictability in conditionally heteroskedastic stock returns
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 342-375
Persistent link: https://www.econbiz.de/10011339304
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