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Stock return prediction under GARCH : an empirical assessment

Herwartz, Helmut - In: International journal of forecasting 33 (2017) 3, pp. 569-580

Persistent link: https://www.econbiz.de/10011746190

Local trends in price-to-dividend ratios : assessment, predictive value, and determinants

Herwartz, Helmut; Rengel, Malte; Fang, Xu - In: Journal of money, credit and banking : JMCB 48 (2016) 8, pp. 1655-1690

Persistent link: https://www.econbiz.de/10011707949

A slowly evolving mean of the price-to-dividend ratio, its economic influences and predictive power for stock returns

Herwartz, Helmut; Rengel, Malte; Fang, Xu - In: An analysis of long-term influences on financial …, (pp. 7-41). 2014

Persistent link: https://www.econbiz.de/10010480408

Market timing and return prediciton under model instability

Pesaran, M. Hashem; Timmermann, Allan - In: Journal of empirical finance 9 (2002) 5, pp. 495-510

Persistent link: https://www.econbiz.de/10001712014

Market timing and return prediction under model instability

Pesaran, M. Hashem; Timmermann, Allan - 2002

Persistent link: https://www.econbiz.de/10001662209

Model instability and choice of observation window

Pesaran, M. Hashem; Timmermann, Allan - 1999

Persistent link: https://www.econbiz.de/10001412208

Forecast uncertainties in macroeconometric modelling : an application to the UK economy

Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem - 2000

This paper argues that probability forecasts convey information on the uncertainties that surround macroeconomic forecasts in a manner which is straightforward and which is preferable to other alternatives, including the use of confidence intervals. Probability forecasts relating to UK output...

Persistent link: https://www.econbiz.de/10001539419

Forecasting sectoral trade growth under flexible exchange rates

Herwartz, Helmut (contributor); Weber, Henning (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001918993

Forecast uncertainties in macroeconomic modeling : an application to the UK economy

Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem; … - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 829-838

Persistent link: https://www.econbiz.de/10001971275

Variable selection and inference for multi-period forecasting problems

Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009

Persistent link: https://www.econbiz.de/10003814581