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~accessRights:"free"
~institution:"Federal Reserve Bank of St. Louis"
~subject:"CAPM"
~subject:"Prognoseverfahren"
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CAPM
Prognoseverfahren
USA
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130
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Guo, Hui
8
Neely, Christopher J.
4
Dueker, Michael
3
Guidolin, Massimo
2
Sarno, Lucio
2
Savickas, Robert
2
Thornton, Daniel L.
2
Assenmacher-Wesche, Katrin
1
Garrett, Thomas Andrew
1
Gavin, William T.
1
Gonçalves, Silva
1
Hernández-Murillo, Rubén
1
Higbee, Jason
1
Mandal, Rachel J.
1
Morley, James C.
1
Owyang, Michael T.
1
Piger, Jeremy Max
1
Timmermann, Allan
1
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1
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Federal Reserve Bank of St. Louis
National Bureau of Economic Research
82
European University Institute / Department of Law
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Christian-Albrechts-Universität zu Kiel
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve Bank of Cleveland
4
Institute of Finance and Accounting <London>
4
Federal Reserve Bank of San Francisco
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
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2
Federal Reserve Bank of New York
2
Federal Reserve Bank of Richmond
2
Narodna Banka na Republika Makedonija
2
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2
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1
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1
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1
Centre for Growth and Business Cycle Research <Manchester>
1
Deutsches Institut für Wirtschaftsforschung / Bereich Prognose und Konjunkturpolitik
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
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1
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Institutet för Internationell Ekonomi <Stockholm>
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International Center for Financial Asset Management and Engineering
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ECONIS (ZBW)
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Market timing with aggregate and idiosyncratic stock volatilities
Guo, Hui
(
contributor
);
Higbee, Jason
(
contributor
)
-
2005
-
rev.
Persistent link: https://www.econbiz.de/10003344908
Saved in:
2
Is value premium a proxy for time-varying investment opportunities : some time series evidence
Guo, Hui
(
contributor
)
-
2005
to be robust using both the realized
volatility
model and the GARCH model, confirm that the value premium cannot be …
Persistent link: https://www.econbiz.de/10002995301
Saved in:
3
Does stock market
volatility
forecast returns : the international evidence
Guo, Hui
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979873
Saved in:
4
Does idiosyncratic risk matter : another look
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984084
Saved in:
5
Forecasting foreign exchange
volatility
: is implied
volatility
the best we can do?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974118
Saved in:
6
Predicting exchange rate
volatility
: genetic programming vs. GARCH and RiskMetrics
Neely, Christopher J.
(
contributor
); …
-
2001
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001941461
Saved in:
7
Dynamic forecasts of qualitative variables : a qual VAR model of U.S. recessions
Dueker, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001962982
Saved in:
8
Forecasting output with information from business cycle turning points : a qualitative variable VAR
Dueker, Michael
(
contributor
); …
-
2001
-
[Elektronische Ressource].
Persistent link: https://www.econbiz.de/10001965117
Saved in:
9
Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates
Thornton, Daniel L.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115886
Saved in:
10
Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003344544
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