Forecasting Volatility and the Risk-Return Tradeoff: An Application on the Fama-French Benchmark Market Return.
- Published in:
- Journal of Time Series Econometrics, 2015, v. 7, n. 2, p. 181, doi. 10.1515/jtse-2012-0018
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- Publication type:
- Article
Works matching IS 19411928 AND DT 2015 AND VI 7 AND IP 2
Results: 5
1
2
Recursive Adjustment for General Deterministic Components and Improved Cointegration Rank Tests.
- Published in:
- Journal of Time Series Econometrics, 2015, v. 7, n. 2, p. 143, doi. 10.1515/jtse-2013-0005
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- Publication type:
- Article
3
A Test of the Long Memory Hypothesis Based on Self-Similarity.
- Published in:
- Journal of Time Series Econometrics, 2015, v. 7, n. 2, p. 115, doi. 10.1515/jtse-2013-0036
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- Publication type:
- Article
4
How Close Is a Fractional Process to a Random Walk with Drift?
- Published in:
- Journal of Time Series Econometrics, 2015, v. 7, n. 2, p. 217, doi. 10.1515/jtse-2013-0032
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- Publication type:
- Article
5
Frontmatter.
- Published in:
- Journal of Time Series Econometrics, 2015, v. 7, n. 2, p. i, doi. 10.1515/jtse-2015-frontmatter2
- Publication type:
- Article