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Panel data tests of return models with applications to global stock returns
Hjalmarsson, Erik, (2005)
Does a financial accelerator improve forecasts during financial crises? : evidence from Japan with prediction-pooling methods
Hasumi, Ryo, (2019)
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S., (2022)
Does the black-scholes formula work for electricity markets? : A nonparametric approach
Hjalmarsson, Erik, (2003)
Predictive regressions with panel data
Hjalmarsson, Erik, (2004)
On the predictability of global stock returns