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Description, modelling and forecasting of data with optimal wavelets

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Combining multivariate volatility forecasts: an economic-based approach

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Modeling and forecasting the volatility of returns in the infrastructure sector in emerging markets

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Forecasting stock market volatility under parameter and model uncertainty

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A Model of Momentum

Liu, Laura Xiaolei - 2011

Optimal investment of firms implies that expected stock returns are tied with the expected marginal benefit of investment divided by the marginal cost of investment. Winners have higher expected growth and expected marginal productivity (two major components of the marginal benefit of...

Persistent link: https://www.econbiz.de/10012461911