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Alternative estimates of the presidential premium
Campbell, Sean D.; Li, Canlin - 2004
Persistent link: https://www.econbiz.de/10002512038
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Taxonomy of global risk, uncertainty, and volatility measures
Datta, Deepa Dhume; Londono, Juan M.; Sun, Bo; Beltran, … - 2017
A large number of measures for monitoring risk and uncertainty surrounding macroeconomic and financial outcomes have been proposed in the literature, and these measures are frequently used by market participants, policy makers, and researchers in their analyses. However, risk and uncertainty...
Persistent link: https://www.econbiz.de/10011780277
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A forecast comparison of volatility models : does anything beat a GARCH (1,1)?
Hansen, Peter Reinhard (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566773
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Consistent preordering with an estimated criterion function, with an application to the evaluation and comparison of volatility models
Hansen, Peter Reinhard (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752573
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Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
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Stock market volatility and the great moderation
Campbell, Sean D. - 2005
Persistent link: https://www.econbiz.de/10003159169
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Stock market volatility and the great moderation
Campbell, Sean D. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003297352
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Macroeconomic volatility, predictability, and uncertainty in the great moderation : evidence from the survey of professional forecasters
Campbell, Sean D. - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 2, pp. 191-200
Persistent link: https://www.econbiz.de/10003463635
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What moves housing markets : a variance decomposition of the rentprice ratio
Campbell, Sean D.; Davis, Morris A.; Hojvat Gallin, Joshua - In: Journal of urban economics 66 (2009) 2, pp. 90-102
Persistent link: https://www.econbiz.de/10003894227