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Forecasting aggregate stock market volatility using financial and macroeconomic predictors : Which models forecast best, when and why?
Nonejad, Nima - In: Journal of empirical finance 42 (2017), pp. 131-154
Persistent link: https://www.econbiz.de/10011808557
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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
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Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan; Liao, Yin; Zhou, Qing - In: Journal of empirical finance 60 (2021), pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
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Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Qiu, Yue; Wang, Zongrun; Xie, Tian; Zhang, Xinyu - In: Journal of empirical finance 62 (2021), pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
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The predictive power of Nelson-Siegel factor loadings for the real economy
Han, Yang; Jiao, Anqi; Ma, Jun - In: Journal of empirical finance 64 (2021), pp. 95-127
Persistent link: https://www.econbiz.de/10013259403
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Forecasting crude oil prices with a large set of predictors : Can LASSO select powerful predictors?
Zhang, Yaojie; Ma, Feng; Wang, Yudong - In: Journal of empirical finance 54 (2019), pp. 97-117
Persistent link: https://www.econbiz.de/10012174816
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Inflation uncertainty, disagreement and monetary policy : evidence from the ECB survey of professional forecasters
Glas, Alexander; Hartmann, Matthias - In: Journal of empirical finance 39 (2016), pp. 215-228
Persistent link: https://www.econbiz.de/10011663852
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Specification tests of asset pricing models using excess returns
Kan, Raymond; Robotti, Cesare - In: Journal of empirical finance 15 (2008) 5, pp. 816-838
Persistent link: https://www.econbiz.de/10003776354
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Unit root vector autoregression with volatility induced stationarity
Bohn Nielsen, Heino; Rahbek, Anders - In: Journal of empirical finance 29 (2014), pp. 144-167
Persistent link: https://www.econbiz.de/10011300499
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What do the Fama-French factors add to C-CAPM?
Pongrapeeporn Abhakorn; Smith, Peter N.; Wickens, Michael R. - In: Journal of empirical finance 22 (2013), pp. 113-127
Persistent link: https://www.econbiz.de/10009768417