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Beta Forecasting at Long Horiz...
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International journal of forecasting
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30th Australasian Finance and Banking Conference 2017
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Beta forecasting at long horizons
Cenesizoglu, Tolga
;
Ribeiro, Fabio de Oliveira Ferrazoli
; …
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 936-957
Persistent link: https://www.econbiz.de/10011746930
Saved in:
2
Bootstrap prediction intervals for ARCH models
Reeves, Jonathan J.
- In:
International journal of forecasting
21
(
2005
)
2
,
pp. 237-248
Persistent link: https://www.econbiz.de/10002687767
Saved in:
3
Quarterly beta forecasting : an evaluation
Hooper, Vincent J.
;
Ng, Kevin
;
Reeves, Jonathan J.
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 480-489
Persistent link: https://www.econbiz.de/10003764128
Saved in:
4
Betas and the myth of market neutrality
Papageorgiou, Nicolas A.
;
Reeves, Jonathan J.
;
Xie, Xuan
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 548-558
Persistent link: https://www.econbiz.de/10011597207
Saved in:
5
Forecasting (aggregate) demand for US commercial air travel
Carson, Richard T.
;
Cenesizoglu, Tolga
;
Parker, Roger
- In:
International journal of forecasting
27
(
2011
)
3
,
pp. 923-942
Persistent link: https://www.econbiz.de/10009030450
Saved in:
6
Forecasting (aggregate) demand for US commercial air travel
Carson, Richard T.
;
Cenesizoglu, Tolga
;
Parker, Roger
- In:
International journal of forecasting
27
(
2011
)
3
,
pp. 923-941
Persistent link: https://www.econbiz.de/10009248062
Saved in:
7
Quarterly beta forecasting: An evaluation
Hooper, Vincent J.
;
Ng, Kevin
;
Reeves, Jonathan J.
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 480-489
Persistent link: https://www.econbiz.de/10008092997
Saved in:
8
Quarterly beta forecasting: An evaluation
Hooper, Vincent J.
;
Ng, Kevin
;
Reeves, Jonathan J.
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 480-490
Persistent link: https://www.econbiz.de/10008899544
Saved in:
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