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Models with Unexpected Components: The Case for Efficient Estimation
Tufte, David; Wohar, Mark E. - In: Review of quantitative finance and accounting 13 (1999) 3, pp. 295
Persistent link: https://www.econbiz.de/10007184144
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The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior
Rapach, David E.; Wohar, Mark E. - In: International journal of forecasting 22 (2006) 2, pp. 341-362
Persistent link: https://www.econbiz.de/10007260349
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Two Puzzles in the Analysis of Foreign Exchange Market Efficiency
Newbold, Paul; Wohar, Mark E.; Rayner, Tony; Kellard, Neil - In: International review of financial analysis 7 (1998) 2, pp. 95-112
Persistent link: https://www.econbiz.de/10007188938
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In-sample vs. out-of-sample tests of stock return predictability in the context of data mining
Rapach, David E.; Wohar, Mark E. - In: Journal of empirical finance 13 (2006) 2, pp. 231
Persistent link: https://www.econbiz.de/10007225580
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Valuation ratios and long-horizon stock price predictability
Rapach, David E.; Wohar, Mark E. - In: Journal of applied econometrics 20 (2005) 3, pp. 327-344
Persistent link: https://www.econbiz.de/10006960025
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Substitutability or complementarity? Re-visiting Heyes’ IS-LM-EE model
Decker, Christopher S.; Wohar, Mark E. - In: Ecological economics : the transdisciplinary journal of … 74 (2012), pp. 3-8
Persistent link: https://www.econbiz.de/10009825269
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Commodity volatility breaks
Vivian, Andrew; Wohar, Mark E. - In: Journal of international financial markets, … 22 (2012) 2, pp. 395-423
Persistent link: https://www.econbiz.de/10009834229
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PROFIT PERSISTENCE REVISITED: THE CASE OF THE UK*
MCMILLAN, DAVID G.; WOHAR, MARK E. - In: The Manchester School 79 (2011) 3, pp. 510-528
Persistent link: https://www.econbiz.de/10008994055
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Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds: International evidence
Rapach, David E.; Wohar, Mark E. - In: Journal of international money and finance 28 (2009) 3, pp. 427-454
Persistent link: https://www.econbiz.de/10008895318
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Structural breaks in volatility: the case of UK sector returns
McMillan, David G.; Wohar, Mark E. - In: Applied financial economics 21 (2011) 15, pp. 1079-1094
Persistent link: https://www.econbiz.de/10009181351