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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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Combination of biased forecasts : bias correction or bias based weights?
Wenzel, Thomas - 1999
the one hand we correct the individual forecasts, and on the other we calculate bias based weights. A simulation study …
Persistent link: https://www.econbiz.de/10009789914
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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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Combination of biased forecasts : bias correction or bias based weights?
Wenzel, Thomas - 1999
Persistent link: https://www.econbiz.de/10001474497
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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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A confidence interval to combined univariate economic forecasts
Hartung, Joachim; Argaç, Doğan - 2002
Research in combining of economic forecasts made by several research institutes on the same economic variable has focused on estimation, hoping that the combined forecast will be improved by taking into account the expert opinions of the institutes. We provide a confidence interval on the...
Persistent link: https://www.econbiz.de/10009772049
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A confidence interval to combined univariate economic forecasts
Hartung, Joachim; Argaç, Dog̃an - 2002
Persistent link: https://www.econbiz.de/10001742145
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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