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~isPartOf:"Working papers / Brandeis University, Department of Economics and International Business School"
~person:"Pettenuzzo, Davide"
~subject:"Prognoseverfahren"
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Prognoseverfahren
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Pettenuzzo, Davide
Timmermann, Allan
4
Valkanov, Rossen I.
2
Gargano, Antonio
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Sabbatucci, Riccardo
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Working papers / Brandeis University, Department of Economics and International Business School
Discussion paper / Centre for Economic Policy Research
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Management science : journal of the Institute for Operations Research and the Management Sciences
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High-frequency cash flow dynamics
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
-
2018
Persistent link: https://www.econbiz.de/10011813356
Saved in:
2
Bond return predictability : economic value and links to the macroeconomy
Pettenuzzo, Davide
;
Gargano, Antonio
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010505306
Saved in:
3
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10010231826
Saved in:
4
Return predictability under equilibrium constraints on the equity premium
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2008
Persistent link: https://www.econbiz.de/10009782337
Saved in:
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