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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
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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
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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
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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
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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
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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