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~language:"eng"
~person:"Scaillet, Olivier"
~subject:"Nonlinear regression"
~subject:"Risk premium"
~type_genre:"Aufsatz in Zeitschrift"
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Nonlinear regression
Risk premium
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Scaillet, Olivier
Gupta, Rangan
20
Chang, Tsangyao
18
Su, Chi-Wei
16
Bahmani-Oskooee, Mohsen
15
Jawadi, Fredj
15
Gil-Alaña, Luis A.
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11
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Omay, Tolga
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8
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Journal of econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
2
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
3
Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.
;
Scaillet, Olivier
;
Veredas, David
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
Saved in:
4
Nonlinear Financial Econometrics
Rombouts, Jeroen V. K.
(
ed.
);
Scaillet, Olivier
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012482822
Saved in:
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