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Forecasting the term structure of government bond yields

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The affine arbitrage-free class of Nelson-Siegel term structure models

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Analysts' conflicts of interest and biases in earnings forecasts

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The affine arbitrage-free class of Nelson-Siegel term structure models

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A no-arbitrage approach to range-based estimation of return covariances and correlations

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What drives the quotes of earnigns forecasters?

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On the correlation structure of microstructure noise : a financial economic approach

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How informative are the unpredictable components of earnings forecasts?

Bruijn, Bert de; Franses, Philip Hans - 2015

An analysis of about 300000 earnings forecasts, created by 18000 individual forecasters for earnings of over 300 S&P listed firms, shows that these forecasts are predictable to a large extent using a statistical model that includes publicly available information. When we focus on the...

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The affine arbitrage-free class of Nelson-Siegel term structure models

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