Search Results - subject:"Predictive ability tests"

Noureldin, Diaa - In: Journal of financial econometrics 20 (2022) 1, pp. 76-104

Persistent link: https://www.econbiz.de/10012878187

Castro, Luciano I. de; Galvão Júnior, Antônio Fialho; … - In: Journal of behavioral and experimental economics 97 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013398010

Chauvet, Marcelle; Senyuz, Zeynep; Yoldas, Emre - In: Journal of economic dynamics & control 52 (2015), pp. 340-360

Persistent link: https://www.econbiz.de/10011474221

Chauvet, Marcelle; Senyuz, Zeynep; Yoldas, Emre - In: Journal of Economic Dynamics and Control 52 (2015) C, pp. 340-360

-sample predictive ability tests, we find that the stock volatility measures and the common factor significantly improve macroeconomic …

Persistent link: https://www.econbiz.de/10011209218