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In-sample and out-of-sample properties of international stock return dynamics conditional on equilibrium pricing factors
Herwartz, Helmut; Morales-Arias, Leonardo - In: The European journal of finance 15 (2009) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10008163705
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In-sample and out-of-sample properties of international stock return dynamics conditional on equilibrium pricing factors
Herwartz, Helmut; Morales-Arias, Leonardo - In: The European journal of finance 15 (2009) 1-2, pp. 1-28
Persistent link: https://www.econbiz.de/10008229789
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Adaptive forecasting of exchange rates with panel data
Morales-Arias, Leonardo; Moura, Guilherme V. - In: International journal of forecasting 29 (2013) 3, pp. 493-509
Persistent link: https://www.econbiz.de/10010137951
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A conditionally heteroskedastic global inflation model
Morales-Arias, Leonardo; Moura, Guilherme V. - In: Journal of economic studies 40 (2013) 4, pp. 572-596
Persistent link: https://www.econbiz.de/10010169529
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Relative forecasting performance of volatility models: Monte Carlo evidence
Lux, Thomas; Morales-Arias, Leonardo - In: Quantitative finance 13 (2013) 9, pp. 1375-1394
Persistent link: https://www.econbiz.de/10010186150