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Are higher levels of inflation less predictable? : A state-dependent conditional heteroscedasticity approach

Brunner, Allan D. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 187-197

Persistent link: https://www.econbiz.de/10001142127

Price risk in supply equations : an application of GARCH time-series models to the US broiler market

Holt, Matthew T. - In: Southern economic journal 57 (1990) 1, pp. 230-242

Persistent link: https://www.econbiz.de/10001091759

Survey vs ARCH measures of inflation uncertainty

Dua, Pami - In: Oxford bulletin of economics and statistics 55 (1993) 3, pp. 341-353

Persistent link: https://www.econbiz.de/10001147189

The effects of income uncertainty on personal saving rate : an intervention and transfer function analysis

Falatoon, Hamid - In: Journal of business and economic perspectives 22 (1996) 2, pp. 79-89

Persistent link: https://www.econbiz.de/10001222687

A time series model of self-employment under uncertainty

Parker, Simon C. - In: Economica 63 (1996) 251, pp. 459-475

Persistent link: https://www.econbiz.de/10001207837

Exchange risk in the EMS : some evidence based on a GARCH model

Hassapis, Christis - In: Bulletin of economic research 47 (1995) 4, pp. 295-303

Persistent link: https://www.econbiz.de/10001187231

Epistemology in economics : three notes

Blankmeyer, Eric - 1994

Persistent link: https://www.econbiz.de/10000891600

Risk diversification : a study of persistence with a filtered correlation-network approach

Musmeci, Nicoló; Aste, Tomaso; Di Matteo, Tiziana - In: The journal of network theory in finance 1 (2015) 1, pp. 77-98

Persistent link: https://www.econbiz.de/10011374578

Risk assessment with wavelet feature engineering for high-frequency portfolio trading

Chen, Yi-Ting; Sun, Edward W.; Yu, Min-Teh - In: Computational economics 52 (2018) 2, pp. 653-684

Persistent link: https://www.econbiz.de/10012053020

Too good to be true? : fallacies in evaluating risk factor models

Gospodinov, Nikolaj; Kan, Raymond; Robotti, Cesare - 2017

This paper is concerned with statistical inference and model evaluation in possibly misspecified and unidentified linear asset-pricing models estimated by maximum likelihood and one-step generalized method of moments. Strikingly, when spurious factors (that is, factors that are uncorrelated with...

Persistent link: https://www.econbiz.de/10011757568

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