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Evaluating monthly volatility forecasts using proxies at different frequencies
Ñíguez, Trino-Manuel - In: Finance research letters 17 (2016), pp. 41-47
Persistent link: https://www.econbiz.de/10011596208
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Biases in long-horizon predictive regressions
Boudoukh, Jacob; Israel, Ronen; Richardson, Matthew - In: Journal of financial economics 145 (2022) 3, pp. 937-969
Persistent link: https://www.econbiz.de/10013475444
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Unexpected opportunities in misspecified predictive regressions
Coqueret, Guillaume; Deguest, Romain - In: European journal of operational research : EJOR 318 (2024) 2, pp. 686-700
Persistent link: https://www.econbiz.de/10015048042
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Nearly unbiased estimation of sample skewness
Li, Yifan - In: Economics letters 192 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012508586
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling asset returns
Kapetanios, George; Pesaran, M. Hashem - In: The refinement of econometric estimation and test …, (pp. 239-281). 2007
Persistent link: https://www.econbiz.de/10003461881
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Estimating a hedge fund return model based on a small number of samples
Levchenkov, Dmitriy; Coleman, Thomas F.; Li, Yuying - In: INFOR : information systems and operational research 47 (2009) 1, pp. 43-58
Persistent link: https://www.econbiz.de/10003959539
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On the spurious correlation between sample betas and mean returns
Levy, Moshe - In: Applied mathematical finance 19 (2012) 3/4, pp. 341-360
Persistent link: https://www.econbiz.de/10009710969
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Optimally sampled realized range-based volatility estimators
Vortelinos, Dimitrios I. - In: Research in international business and finance 30 (2014), pp. 34-50
Persistent link: https://www.econbiz.de/10010390353
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808264
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Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808714