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Modelling and forecasting stock returns : exploiting the futures market, regime shifts and international spillovers
Sarno, Lucio; Valente, Giorgio - In: Journal of applied econometrics 20 (2005) 3, pp. 345-376
Persistent link: https://www.econbiz.de/10002807207
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Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers
Sarno, Lucio; Valente, Giorgio - In: Journal of applied econometrics 20 (2005) 3, pp. 345-376
Persistent link: https://www.econbiz.de/10006960024
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Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 25 (2010) 1, pp. 5-30
Persistent link: https://www.econbiz.de/10008370021
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Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 25 (2010) 1, pp. 5-29
Persistent link: https://www.econbiz.de/10008666818
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Tests of equal forecast accuracy for overlapping models
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 29 (2014) 3, pp. 415-430
Persistent link: https://www.econbiz.de/10010414888
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Tests of predictive ability for vector autoregressions used for conditional forecasting
Clark, Todd E.; McCracken, Michael W. - In: Journal of applied econometrics 32 (2017) 3, pp. 533-553
Persistent link: https://www.econbiz.de/10011694662
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On the real-time predictive content of financial condition indices for growth
Amburgey, Aaron J.; McCracken, Michael W. - In: Journal of applied econometrics 38 (2023) 2, pp. 137-163
Persistent link: https://www.econbiz.de/10014287960