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Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities
Perez-Quiros, Gabriel; Timmermann, Allan - In: Journal of econometrics 103 (2001) 1, pp. 259-306
Persistent link: https://www.econbiz.de/10006774208
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Forecasting with nonstationary dynamic factor models
Peña, Daniel; Poncela, Pilar - In: Journal of econometrics 119 (2004) 2, pp. 291-321
Persistent link: https://www.econbiz.de/10001956221
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Forecasting with nonstationary dynamic factor models
Peña, Daniel; Poncela, Pilar - In: Journal of econometrics 119 (2004) 2, pp. 291-322
Persistent link: https://www.econbiz.de/10006757705