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Beta Forecasting at Long Horiz...
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Cenesizoglu, Tolga
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Ng, Kevin
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International journal of forecasting
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Assurances et gestion des risques : revue trimestrielle
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ECONIS (ZBW)
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Gestion de risque : le projet de financement de la centrale électrique Shajiao B
Cenesizoglu, Tolga
;
Papageorgiou, Nicolas
- In:
Assurances et gestion des risques : revue trimestrielle
79
(
2011/12
)
3/4
,
pp. 363-380
Persistent link: https://www.econbiz.de/10010079282
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2
THE EFFECT OF MONETARY POLICY ON CREDIT SPREADS
Cenesizoglu, Tolga
;
Essid, Badye
- In:
The journal of financial research : a publ. of the …
35
(
2012
)
4
,
pp. 581-613
Persistent link: https://www.econbiz.de/10010055776
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3
Forecasting (aggregate) demand for US commercial air travel
Carson, Richard T.
;
Cenesizoglu, Tolga
;
Parker, Roger
- In:
International journal of forecasting
27
(
2011
)
3
,
pp. 923-942
Persistent link: https://www.econbiz.de/10009030450
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4
Do return prediction models add economic value?
Cenesizoglu, Tolga
;
Timmermann, Allan
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2974-2988
Persistent link: https://www.econbiz.de/10010015355
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5
Size, book-to-market ratio and macroeconomic news
Cenesizoglu, Tolga
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 248-271
Persistent link: https://www.econbiz.de/10008849039
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6
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
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7
Quarterly beta forecasting: An evaluation
Hooper, Vincent J.
;
Ng, Kevin
;
Reeves, Jonathan J.
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 480-489
Persistent link: https://www.econbiz.de/10008092997
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8
Dynamic asset beta measurement
Chen, Brandon
;
Reeves, Jonathan J.
- In:
Applied financial economics
22
(
2012
)
19
,
pp. 1655-1665
Persistent link: https://www.econbiz.de/10009966926
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9
Quarterly beta forecasting: An evaluation
Hooper, Vincent J.
;
Ng, Kevin
;
Reeves, Jonathan J.
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 480-490
Persistent link: https://www.econbiz.de/10008899544
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