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The labor market effects of immigrants
Peri, Giovanni - In: NBER reporter online (2011) 3, pp. 13-16
Persistent link: https://www.econbiz.de/10011367068
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Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; Dijk, Dick van; Pooter, Michiel de - In: International journal of forecasting 25 (2009) 2, pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
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Comparing and evaluating Bayesian predictive distributions of asset returns
Geweke, John; Amisano, Gianni - In: International journal of forecasting 26 (2010) 2, pp. 216-230
Persistent link: https://www.econbiz.de/10003980280
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Asymmetric loss functions and the rationality of expected stock returns
Aretz, Kevin; Bartram, Söhnke M.; Pope, Peter F. - In: International journal of forecasting 27 (2011) 2, pp. 413-437
Persistent link: https://www.econbiz.de/10009247478
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Forecasting return volatility : level shifts with varying jump probability and mean reversion
Xu, Jiawen; Perron, Pierre - In: International journal of forecasting 30 (2014) 3, pp. 449-463
Persistent link: https://www.econbiz.de/10010511565
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Predicting rare events evaluating systemic and idiosyncratic risk
González-Rivera, Gloria (contributor) - In: International journal of forecasting 30 (2014) 3, pp. 688-690
Persistent link: https://www.econbiz.de/10010515595
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Correlation dynamics and international diversification benefits
Christoffersen, Peter F.; Errunza, Vihang R.; Jacobs, Kris - In: International journal of forecasting 30 (2014) 3, pp. 807-824
Persistent link: https://www.econbiz.de/10010516049
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Forecasting daily return densities from intraday data : a multifractal approach
Hallam, Mark; Olmo, Jose - In: International journal of forecasting 30 (2014) 4, pp. 863-881
Persistent link: https://www.econbiz.de/10010517781
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Exploring asset pricing anomalies
Zhang, Lu - In: NBER reporter online (2014) 1, pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
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Testing the value of directional forecasts in the presence of serial correlation
Blaskowitz, Oliver Jim; Herwartz, Helmut - In: International journal of forecasting 30 (2013) 1, pp. 30-42
Persistent link: https://www.econbiz.de/10010243646