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Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte (contributor);  … - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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Rationalizing trading frequency and returns
Bonaparte, Yosef; Cooper, Russell W. - 2010
Persistent link: https://www.econbiz.de/10003974947
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The comovement of US and UK stock markets
Engsted, Tom (contributor); Tanggaard, Carsten (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
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The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg (contributor); Lunde, Asger (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
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Path forecast evaluation
Jordà, Òscar (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003787643
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Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea; Kapetanios, George; Marcellino, … - 2009
Persistent link: https://www.econbiz.de/10003897081
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MIDAS vs. mixed-frequency VAR : nowcasting GDP in the euro area
Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - 2009
Persistent link: https://www.econbiz.de/10003897086
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Forecasting aggregated time series variables : a survey
Lütkepohl, Helmut - 2009
Persistent link: https://www.econbiz.de/10003867318
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Survey data as coincident or leading indicators
Frale, Cecilia; Macellino, Massimiliano; Mazzi, Gian Luigi - 2009
Persistent link: https://www.econbiz.de/10003867327
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Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar; Lütkepohl, Helmut - 2009
Persistent link: https://www.econbiz.de/10003867341