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Predictive regression with order-p autoregressive predictors
Amihud, Yakov; Hurvich, Clifford M.; Wang, Yi - In: Journal of empirical finance 17 (2010) 3, pp. 513-525
Persistent link: https://www.econbiz.de/10009267284
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Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.; Wang, You-Gan; Zhu, Min - In: Journal of empirical finance 62 (2021), pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
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Testing for monotonicity in expected asset returns
Romano, Joseph P.; Wolf, Michael - In: Journal of empirical finance 23 (2013), pp. 93-116
Persistent link: https://www.econbiz.de/10010221769
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Return predictability and intertemporal asset allocation : evidence from a bias-adjusted VAR model
Engsted, Tom; Pedersen, Thomas Q. - In: Journal of empirical finance 19 (2012) 2, pp. 241-253
Persistent link: https://www.econbiz.de/10009615710
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Biased information weight processing in stock markets
Mohrschladt, Hannes; Langer, Thomas - In: Journal of empirical finance 57 (2020), pp. 89-106
Persistent link: https://www.econbiz.de/10012430443
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Special issue on high frequency data in finance ; Pt. 1
Baillie, Richard (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10001224723
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Cumulated prediction errors of multivariate time series models
Klein, André; Gooijer, Jan G. de - 1996
Persistent link: https://www.econbiz.de/10000929738
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Predictive performance of the binary logit model in unbalanced samples
Cramer, Jan S. - 1998
Persistent link: https://www.econbiz.de/10000991205
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Special issue on the predictability of asset returns
Bekaert, Geert (contributor) - 2001
Persistent link: https://www.econbiz.de/10001655349
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Strong consistency of the least-squares estimator in simple regression models with stochastic regressors
Christopeit, Norbert; Massmann, Michael - 2012
Persistent link: https://www.econbiz.de/10009722952