Narrow search
Showing 1 - 10 of 80
Cover Image
A robust test for predictability with unknown persistence
Liu, Guannan; Yao, Shuang - In: Economics letters 189 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228019
Cover Image
GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David; Hoogerheide, Lennart F. - In: Economics letters 123 (2014) 2, pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Cover Image
Fat tails in leading indicators
Kiss, Tamás; Österholm, Pär - In: Economics letters 193 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012509103
Cover Image
A new test of asset return predictability with an unstable predictor
Chang, Seong Yeon - In: Economics letters 196 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012510680
Cover Image
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui; Li, Chen; Li, Luyang - In: Economics letters 224 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Cover Image
Long-term dependence in stock returns
Barkoulas, John T. - In: Economics letters 53 (1996) 3, pp. 253-259
Persistent link: https://www.econbiz.de/10001216270
Cover Image
A switching model with flexible threshold variable : with an application to nonlinear dynamics in stock returns
Massacci, Daniele - In: Economics letters 119 (2013) 2, pp. 199-203
Persistent link: https://www.econbiz.de/10009745760
Cover Image
A mixed frequency approach for stock returns and valuation ratios
Dergiades, Theologos; Milas, Costas; Panagiōtidēs, … - In: Economics letters 187 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012504317
Cover Image
A refined asymptotic framework for dividend yield in predictive regressions
Deng, Kaihua - In: Economics letters 138 (2016), pp. 60-63
Persistent link: https://www.econbiz.de/10011615492
Cover Image
A new tight and general bound on return predictability
Potì, Valerio - In: Economics letters 162 (2018), pp. 140-145
Persistent link: https://www.econbiz.de/10011939821