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A Bayesian Analysis of Lunar E...
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1
Can oil prices help predict US stock market returns? : evidence using a dynamic model averaging (DMA) approach
Naser, Hanan
;
Alaali, Fatema
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1757-1777
Persistent link: https://www.econbiz.de/10011950311
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Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
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Cross-sectional factor dynamics and momentum returns
Avramov, Doron
;
Hore, Satadru
- In:
Journal of financial markets
32
(
2017
),
pp. 69-96
Persistent link: https://www.econbiz.de/10011814969
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Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
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5
Bayesian model averaging and the conditional volatility process : an application to predicting aggregate equity returns by conditioning on economic variables
Nonejad, Nima
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1387-1411
Persistent link: https://www.econbiz.de/10012608655
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6
Cash flow news and stock price dynamics
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
-
2019
Persistent link: https://www.econbiz.de/10012206550
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7
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
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Stock returns and exchange rate nexus in Ghana : a Bayesian quantile regression approach
Boako, Gideon
;
Omane-Adjepong, Maurice
;
Frimpong, …
- In:
The South African journal of economics
84
(
2016
)
1
,
pp. 149-179
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Is imperfection better? : evidence from predicting stock and bond returns
Lučivjanská, Katarína
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 244-270
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Asymmetries in Volatility : an empirical study for the Peruvian stock and Forex markets
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
1
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pp. 1950003-1-1950003-18
Persistent link: https://www.econbiz.de/10012156142
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