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Monthly beta forecasting with low-, medium- and high-frequency stock returns
Cenesizoglu, Tolga; Liu, Qianqiu; Reeves, Jonathan J.; … - In: Journal of forecasting 35 (2016) 6, pp. 528-541
Persistent link: https://www.econbiz.de/10011595959
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Constant versus time-varying beta models : further forecast evaluation
Reeves, Jonathan J.; Wu, Haifeng - In: Journal of forecasting 32 (2013) 3, pp. 256-266
Persistent link: https://www.econbiz.de/10009758646
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Reducing transaction costs using intraday forecasts of limit order book slopes
Ahabchane, Chahid; Cenesizoglu, Tolga; Grass, Gunnar; … - In: Journal of forecasting 43 (2024) 8, pp. 2982-3008
Persistent link: https://www.econbiz.de/10015110592
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Constant versus Time‐Varying Beta Models: Further Forecast Evaluation
Reeves, Jonathan J.; Wu, Haifeng - In: Journal of forecasting 32 (2013) 3, pp. 256-266
Persistent link: https://www.econbiz.de/10010095339