Similar Search Results

Does portfolio emulation outperform its target funds?

Chen, Zhe; Foster, F. Douglas; Gallagher, David R.; … - In: Australian journal of management 38 (2013) 2, pp. 401-427

Persistent link: https://www.econbiz.de/10009786610

Can speculative trading explain the volume-volatility relation?

Foster, F. Douglas - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 4, pp. 379-396

Persistent link: https://www.econbiz.de/10001190310

CFDs, forwards, futures and the cost-of-carry

Foster, F. Douglas; Lee, Adrian D.; Liu, Wai-man - In: Pacific-Basin finance journal 54 (2019), pp. 183-198

Persistent link: https://www.econbiz.de/10012133649

Empirical Bayesian density forecasting in lowa and shrinkage for the Monte Carlo era

Lewis, Kurt F. (contributor); … - 2006

The track record of a sixteen-year history of density forecasts of state tax revenue in Iowa is studied, and potential improvements sought through a search for better performing priorsʺ similar to that conducted two decades ago for point forecasts by Doan, Litterman, and Sims (Econometric...

Persistent link: https://www.econbiz.de/10003363860

Risk aversion versus intertemporal substitution: a case study of identification failure in the intertemporal consumption capital asset pricing model

Neely, Christopher J.; Roy, Amlan; Whiteman, Charles H. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 395-403

Persistent link: https://www.econbiz.de/10001646350

Supplanting the "Minnesota" prior : forecasting macroeconomic time series using real business cycle model priors

Ingram, Beth Fisher - In: Journal of monetary economics 34 (1994) 3, pp. 497-510

Persistent link: https://www.econbiz.de/10001175077

Identification failure in the intertemporal consumption CAPM

Neely, Christopher J.; Roy, Amlan; Whiteman, Charles H. - 1995

Persistent link: https://www.econbiz.de/10000930227