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Forecasting model
Theorie
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151
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Journal of empirical finance
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ECONIS (ZBW)
126
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1
"Optimal" probabilistic and directional predictions of financial returns
Thomakos, Dimitrios D.
;
Wang, T'ao
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 102-119
Persistent link: https://www.econbiz.de/10003943949
Saved in:
2
Predicting systematic risk : implications from growth options
Jacquier, Eric
;
Titman, Sheridan
;
Yalçın, Atakan
- In:
Journal of empirical finance
17
(
2010
)
5
,
pp. 991-1005
Persistent link: https://www.econbiz.de/10009267228
Saved in:
3
A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information : a binary quantile regression approach
Li, Ming-yuan Leon
;
Miu, Peter
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 818-833
Persistent link: https://www.econbiz.de/10009267241
Saved in:
4
Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias
Hsu, Po-hsuan
;
Hsu, Yu-Chin
;
Kuan, Chung-ming
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 471-484
Persistent link: https://www.econbiz.de/10009267287
Saved in:
5
Modeling and forecasting expected shortfall with the generalized asymmetric student-t and asymmetric exponential power distributions
Zhu, Dongming
;
Galbraith, John W.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 765-778
Persistent link: https://www.econbiz.de/10009306526
Saved in:
6
In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili
;
Swanson, Norman R.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
Saved in:
7
House prices, expectations, and time-varying fundamentals
Gelain, Paolo
;
Lansing, Kevin J.
- In:
Journal of empirical finance
29
(
2014
),
pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
Saved in:
8
Multi-period credit default prediction with time-varying covariates
Orth, Walter
- In:
Journal of empirical finance
21
(
2013
),
pp. 214-222
Persistent link: https://www.econbiz.de/10009745256
Saved in:
9
The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
Varneskov, Rasmus Tangsgaard
;
Voev, Valeri
- In:
Journal of empirical finance
20
(
2013
),
pp. 83-95
Persistent link: https://www.econbiz.de/10009717873
Saved in:
10
Risk spillovers in international equity portfolios
Bonato, Matteo
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
Journal of empirical finance
24
(
2013
),
pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
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