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~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"Working paper"
~person:"Gonzalo, Jesús"
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Gonzalo, Jesús
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Journal of risk and financial management : JRFM
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Estimation of characteristics-based quantile factor models
Chen, Liang
;
Dolado, Juan J.
;
Gonzalo, Jesús
;
Pan, Haozi
-
2023
Persistent link: https://www.econbiz.de/10014252757
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Uncovering regimes in out of sample forecast errors from predictive regressions
Silva Neto, Aníbal Emiliano da
;
Gonzalo, Jesús
; …
-
2020
Persistent link: https://www.econbiz.de/10012501495
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3
Out of sample predictability in predictive regressions with many predictor candidates
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2020
Persistent link: https://www.econbiz.de/10012501524
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