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Predicting the equity premium...
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Campbell, John Y.
100
Viceira, Luis M.
15
Calvet, Laurent E.
8
Thompson, Samuel B.
8
Vuolteenaho, Tuomo
8
Lo, Andrew W.
7
Campbell, J.
6
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6
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5
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4
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3
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3
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Ludvigson, Sydney
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Working paper / National Bureau of Economic Research, Inc
45
The review of financial studies
8
The journal of finance : the journal of the American Finance Association
7
The American economic review
5
Journal of financial economics
4
Journal of monetary economics
4
The quarterly journal of economics
4
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3
Journal of political economy
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Allgemeine Vermessungs-Nachrichten : AVN ; Zeitschrift für alle Bereiche der Geodäsie und Geoinformation
1
Business economics : the journal of the National Association of Business Economists
1
Financial analysts' journal : FAJ
1
Human resources abstracts : an international information service
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IEEE transactions on reliability : R ; IEEE T R
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International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
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Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
Campbell, John Y.
;
Thompson, Samuel B.
- In:
The review of financial studies
21
(
2013
)
4
,
pp. 1509-1508
Persistent link: https://www.econbiz.de/10010113750
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2
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
Campbell, John Y.
;
Thompson, Samuel B.
- In:
The review of financial studies
21
(
2008
)
4
,
pp. 1509-1532
Persistent link: https://www.econbiz.de/10008086285
Saved in:
3
PREDICTING THE EQUITY PREMIUM OUT OF SAMPLE: CAN ANYTHING BEAT THE HISTORICAL AVERAGE?
Campbell, John Y.
;
Thompson, Samuel B.
-
2005
Persistent link: https://www.econbiz.de/10006958706
Saved in:
4
Identifying Term Structure Volatility from the LIBOR-Swap Curve
Thompson, Samuel
- In:
The review of financial studies
21
(
2013
)
2
,
pp. 819-818
Persistent link: https://www.econbiz.de/10010113665
Saved in:
5
Identifying Term Structure Volatility from the LIBOR-Swap Curve
Thompson, Samuel
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 819-854
Persistent link: https://www.econbiz.de/10007984221
Saved in:
6
NEW FORECASTS OF THE EOUITY PREMIUM
Polk, Christopher
;
Thompson, Samuel
;
Vuolteenaho, Tuomo
-
2004
Persistent link: https://www.econbiz.de/10006964151
Saved in:
7
Volatility comovement: a multifrequency approach
Calvet, Laurent E.
;
Fisher, Adlai J.
;
Thompson, Samuel B.
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 179-216
Persistent link: https://www.econbiz.de/10006747794
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8
VOLATILITY COMOVEMENT: A MULTIFREQUENCY APPROACH
Calvet, Laurent E.
;
Fisher, Adlal J.
;
Thompson, Samuel B.
-
2004
Persistent link: https://www.econbiz.de/10005925274
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9
ROBUST TESTS OF THE UNIT ROOT HYPOTHESIS SHOULD NOT BE "MODIFIED"
Thompson, Samuel B.
- In:
Econometric theory
20
(
2004
)
2
,
pp. 360-381
Persistent link: https://www.econbiz.de/10006965145
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10
OPTIMAL VERSUS ROBUST INFERENCE IN NEARLY INTEGRATED NON-GAUSSIAN MODELS
Thompson, Samuel B.
- In:
Econometric theory
20
(
2004
)
1
,
pp. 23-55
Persistent link: https://www.econbiz.de/10006965157
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