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Cumulative waveletgram test for randomness
Orszag, Jonathan Michael - 1995
Persistent link: https://www.econbiz.de/10000924235
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Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos - 1996
Persistent link: https://www.econbiz.de/10000953935
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Why do dividend yields forecast stock returns?
Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924239
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Why do regime switching models forecast so badly?
Dacco, Roberto; Satchell, Stephen - 1995
Persistent link: https://www.econbiz.de/10000924258
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924261
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Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
Penttinen, Aku (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566472
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On the predictive ability of several common models of volatility : an empirical test on the FOX index
Maukonen, Marko S. (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536537
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Managing meaning : the use of expert forecasts in forest industry companies
Eerola, Annele - 1997
Persistent link: https://www.econbiz.de/10000975017
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Expected asset returns and financial risks : some empirical evidence on Swedish data
Nummelin, Kim - 1994
Persistent link: https://www.econbiz.de/10000883272