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High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim; Wright, Jonathan H. - In: The review of economics and statistics 83 (2001) 4, pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
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Credit spreads as predictors of real-time economic activity : a Bayesian model-averaging approach
Faust, Jon; Gilchrist, Simon; Wright, Jonathan H.; … - In: The review of economics and statistics 95 (2013) 5, pp. 1501-1519
Persistent link: https://www.econbiz.de/10010350179
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Efficient prediction of excess returns
Faust, Jon; Wright, Jonathan H. - In: The review of economics and statistics 93 (2011) 2, pp. 647-659
Persistent link: https://www.econbiz.de/10009161567
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HIGH-FREQUENCY DATA, FREQUENCY DOMAIN INFERENCE, AND VOLATILITY FORECASTING
Bollerslev, Tim; Wright, Jonathan H. - In: The review of economics and statistics 83 (2001) 4, pp. 596-602
Persistent link: https://www.econbiz.de/10006377371
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Efficient Prediction of Excess Returns
Faust, Jon; Wright, Jonathan H. - In: The review of economics and statistics 93 (2011) 2, pp. 647-660
Persistent link: https://www.econbiz.de/10008996670