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Special issue on density forecasting in economics and finance
Timmermann, Allan (contributor) - 2000
Persistent link: https://www.econbiz.de/10001504591
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Revisions in analysts' earnings forecasts : evidence of non-linear adaptive expectations
Mest, David P.; Plummer, Elizabeth - In: Journal of forecasting 19 (2000) 6, pp. 467-484
Persistent link: https://www.econbiz.de/10001531936
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Forecasting for the generation of trading signals in financial markets
Lam, Kin; Lam, King Chung - In: Journal of forecasting 19 (2000) 1, pp. 39-52
Persistent link: https://www.econbiz.de/10001441478
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The Marsh-Merton model of manager's smoothing of dividends stock market prices
Shiller, Robert J. - In: The American economic review 76 (1986) 3, pp. 499-503
Persistent link: https://www.econbiz.de/10001009875
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Validation of volatility models
Magdon-Ismail, Malik; Abu-Mostafa, Yaser S. - In: Journal of forecasting 17 (1998) 5/6, pp. 349-368
Persistent link: https://www.econbiz.de/10001363172
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Classification Cramer-Rao bounds on stock price prediction
Shin, Frances B.; Kil, David H. - In: Journal of forecasting 17 (1998) 5/6, pp. 389-399
Persistent link: https://www.econbiz.de/10001363192
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Time series multistep-ahead predictability estimation and ranking
Hong, X.; Billings, S. A. - In: Journal of forecasting 18 (1999) 2, pp. 139-149
Persistent link: https://www.econbiz.de/10001368237
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Multidimensional uncertainty and herd behavior in financial markets
Avery, Christopher - In: The American economic review 88 (1998) 4, pp. 724-748
Persistent link: https://www.econbiz.de/10001251115
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Testing cumulative prediction errors in event study methodology
Coutts, J. Andrew - In: Journal of forecasting 14 (1995) 2, pp. 107-115
Persistent link: https://www.econbiz.de/10001176717
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Efficiency and the role of default when security markets are incomplete
Zame, William R. - In: The American economic review 83 (1993) 5, pp. 1142-1164
Persistent link: https://www.econbiz.de/10001154996