Narrow search
Showing 1 - 10 of 178
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Stochastic trends and short-run relationships between financial variables and real activity
Konishi, Toru - 1993
Persistent link: https://www.econbiz.de/10000856442
Cover Image
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998
Persistent link: https://www.econbiz.de/10000682409
Cover Image
Evaluating density forecasts of inflation : the survey of professional forecasters
Diebold, Francis X.; Tay, Anthony S. A.; Wallis, … - 1997
Persistent link: https://www.econbiz.de/10000642829
Cover Image
Special issue on high frequency data in finance ; Pt. 1
Baillie, Richard (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10001224723
Cover Image
Special issue on the predictability of asset returns
Bekaert, Geert (contributor) - 2001
Persistent link: https://www.econbiz.de/10001655349