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ECONIS (ZBW)
770
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1
Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
;
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001639874
Saved in:
2
Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.
;
Diebold, Francis X.
;
Mariano, …
-
2007
Persistent link: https://www.econbiz.de/10003729191
Saved in:
3
Diffusion index models and index proxies : recent results and new directions
Armah, Nii Ayi
;
Swanson, Norman R.
-
2011
adequately "proxy" for estimated factors. -- diffusion index ; factor ; forecast ; macroeconometrics ; parameter
estimation
error …
Persistent link: https://www.econbiz.de/10009130556
Saved in:
4
Is the risk of bankruptcy a systematic risk?
Dichev, Ilia D.
-
2009
Persistent link: https://www.econbiz.de/10003851666
Saved in:
5
Book-to-market equity, distress risk, and stock returns
Griffin, John M.
;
Lemmon, Michael L.
-
2009
Persistent link: https://www.econbiz.de/10003851668
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6
Judgemental methods and forecasting competition
Fildes, Robert
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009162057
Saved in:
7
Traditional time-series and computer-intensive methods
Fildes, Robert
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009162061
Saved in:
8
Spectral analysis, seasonality, nonlinearity, methodology, and forecasting
Ghysels, Eric
(
contributor
);
Granger, C. W. J.
(
honouree
)
-
2001
Persistent link: https://www.econbiz.de/10001621177
Saved in:
9
Stochastic
volatility
in interest rates and nonlinearity in velocity
Barnett, William A.
;
Xu, Haiyang
- In:
The theory of monetary aggregation
,
(pp. 274-295)
.
2000
Persistent link: https://www.econbiz.de/10001508715
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10
Econometric forecasting of common stock investment returns : a new methodology using fundamentals operating data
MacKibben, Walt
-
2009
Persistent link: https://www.econbiz.de/10003851786
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