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subject:"Share price"
type_genre:"Article in journal"
~person:"Brooks, Robert"
~person:"Gungor, Sermin"
~subject:"Portfolio selection"
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Brooks, Robert
Gungor, Sermin
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9
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7
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1
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
2
Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects
Gungor, Sermin
;
Luger, Richard
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 750-770
Persistent link: https://www.econbiz.de/10012483180
Saved in:
3
Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
Gungor, Sermin
;
Luger, Richard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10011691256
Saved in:
4
An examination of the effects of major political change on stock market volatility : the South African experience
Brooks, Robert
- In:
Journal of international financial markets, …
7
(
1997
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10001238418
Saved in:
5
Average inter-security correlation coefficients : implications for the timing of hedging decisions
Brooks, Robert
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 129-155
Persistent link: https://www.econbiz.de/10001226763
Saved in:
6
Further evidence on the relationship between beta stability and the length of the estimation period
Faff, Robert W.
- In:
Advances in investment analysis and portfolio …
4
(
1997
),
pp. 95-111
Persistent link: https://www.econbiz.de/10001229799
Saved in:
7
Beta stability and portfolio formation
Brooks, Robert
- In:
Pacific-Basin finance journal
2
(
1994
)
4
,
pp. 463-479
Persistent link: https://www.econbiz.de/10001178922
Saved in:
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