Narrow search
Showing 1 - 10 of 17,132
Cover Image
Hybrid tail risk and expected stock returns : when does the tail wag the dog?
Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - 2013
Persistent link: https://www.econbiz.de/10010191590
Cover Image
Hybrid tail risk and expected stock returns : when does the tail wag the dog?
Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - In: Review of asset pricing studies 4 (2014) 2, pp. 206-246
Persistent link: https://www.econbiz.de/10010476900
Cover Image
Self-fulfillment degree of economic expectations within an integrated space : the European Union case study
Dobrescu, Emilian M. - In: Romanian journal of economic forecasting 23 (2020) 4, pp. 5-32
Persistent link: https://www.econbiz.de/10012424385
Cover Image
Correlated beliefs, returns, and stock market volatility
David, Joel M.; Simonovska, Ina - In: Journal of international economics 99 (2016), pp. 58-77
Persistent link: https://www.econbiz.de/10011655068
Cover Image
Correlated Beliefs : Predicting Outcomes in 2×2 Games
Cason, Timothy N. - 2019
predictors believing that the choice of actions in the 2×2 game are correlated. The extent of correlation over action profiles …
Persistent link: https://www.econbiz.de/10012890126
Cover Image
Unrealistic expectations: the futility of precisely estimating a stock's expected return
Das, Sanjiv R.; Ostrov, Daniel - In: Journal of investment management : JOIM 22 (2024) 1, pp. 58-64
Persistent link: https://www.econbiz.de/10014546370
Cover Image
Forecasting probabilities of default and loss rates given default in the presence of selection
Rösch, Daniel; Scheule, Harald - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 393-407
Persistent link: https://www.econbiz.de/10010251696
Cover Image
Individual and combination approaches to forecasting hierarchical time series with correlated data : an empirical study
Ur Rehman, Hakeem; Wan, Guohua; Ullah, Azmat; Shaukat, … - In: Journal of management analytics 6 (2019) 3, pp. 231-249
Persistent link: https://www.econbiz.de/10012171429
Cover Image
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan; Patton, Andrew J. - 2021 - This draft: 21 January 2021
Persistent link: https://www.econbiz.de/10012608826
Cover Image
State correlation and forecasting : a Bayesian approach using unobserved components models
Uzeda, Luis - In: Essays in honour of Fabio Canova, (pp. 25-53). 2022
Persistent link: https://www.econbiz.de/10013443965