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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"McMillan, David G."
~person:"Narayan, Paresh Kumar"
~person:"Schumacher, Christian"
~person:"Timmermann, Allan"
~subject:"Faktorenanalyse"
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Prognoseverfahren
Faktorenanalyse
Estimation
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Capital income
2
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conditional heteroskedasticity
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Swanson, Norman R.
McMillan, David G.
Narayan, Paresh Kumar
Schumacher, Christian
Timmermann, Allan
Garcia, René
4
Almeida, Caio
3
Ardison, Kym
3
Trojani, Fabio
3
Vicente, Jose
3
Dobrev, Dobrislav
2
Okou, Cédric
2
Schaumburg, Ernst
2
Westerlund, Joakim
2
Aguilar, Mike
1
Ahoniemi, Katja
1
Asai, Manabu
1
Audrino, Francesco
1
Bali, Turan G.
1
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1
Caldeira, João F.
1
Camponovo, Lorenzo
1
Chiu, Ching Wai Jeremy
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Dufour, Jean-Marie
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Eraker, Bjørn
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Feunou, Bruno
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Gagliardini, Patrick
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Jahan-Parvar, Mohammad R.
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Kim, Tae Bong
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Li, Jiahan
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McAleer, Michael
1
Medeiros, Marcelo C.
1
Miao, Hong
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of international financial markets, institutions & money
7
Working papers / Rutgers University, Department of Economics
6
International journal of forecasting
5
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Deutsche Bundesbank
4
Emerging markets review
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HWWA discussion paper
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International journal of finance & economics : IJFE
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Journal of econometrics
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Journal of forecasting
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Working papers / Brandeis University, Department of Economics and International Business School
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Discussion paper / Department of Economics, University of California San Diego
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Finance research letters
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International review of applied economics
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International review of financial analysis
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Jahrbücher für Nationalökonomie und Statistik
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Journal of empirical finance
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Pacific-Basin finance journal
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Recent advances in estimating nonlinear models : with applications in economics and finance
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The Manchester School
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Bundesbank Series 1 Discussion Paper
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Economic inquiry : journal of the Western Economic Association International
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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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
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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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