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The scale of predictability
Bandi, Federico M.; Perron, Benoit; Tamoni, Andrea; … - 2015
Persistent link: https://www.econbiz.de/10011411337
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Long-run risk-return trade-offs
Bandi, Federico M.; Perron, Benoit - In: Journal of econometrics 143 (2008) 2, pp. 349-374
Persistent link: https://www.econbiz.de/10003722606
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Semi-parametric weak instrument regressions with an application to the risk-return trade-off
Perron, Benoit - 1999
Persistent link: https://www.econbiz.de/10001614510
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Jumps in the volatility of financial markets
Perron, Benoit - 1999
Persistent link: https://www.econbiz.de/10001504842
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Semiparametric weak-instrument regressions with an application to rhe risk-return tradeoff
Perron, Benoit - In: The review of economics and statistics 85 (2003) 2, pp. 424-443
Persistent link: https://www.econbiz.de/10001762827
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Détection non paramétrique de sauts dans la volatilité des marchés financiers
Perron, Benoit - In: L' Actualité économique : revue trimest. 80 (2004) 2/3, pp. 229-251
Persistent link: https://www.econbiz.de/10003086172
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Bootstrap inference in regressions with estimated factors and serial correlation
Djogbenou, Antoine; Gonçalves, Sílvia; Perron, Benoit - 2015
Persistent link: https://www.econbiz.de/10011411330
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Bootstrap prediction intervals for factor models
Gonçalves, Sílvia; Perron, Benoit; Djogbenou, Antoine - 2016
Persistent link: https://www.econbiz.de/10011453628
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The scale of predictability
Bandi, F. M.; Perron, Benoit; Tamoni, A.; Tebaldi, C. - In: Journal of econometrics 208 (2019) 1, pp. 120-140
Persistent link: https://www.econbiz.de/10012139815
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Bootstrap prediction intervals for factor models
Gonçalves, Sílvia; Perron, Benoit; Djogbenou, Antoine - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 53-69
Persistent link: https://www.econbiz.de/10011704104