Halbert White Jr. Memorial JFEC Lecture: Pitfalls and Possibilities in Predictive Regression.
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- Journal of Financial Econometrics, 2015, v. 13, n. 3, p. 521, doi. 10.1093/jjfinec/nbv014
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Works matching IS 14798409 AND DT 2015 AND VI 13 AND IP 3
Results: 6
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Bayesian Mixed Frequency VARs.
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- Journal of Financial Econometrics, 2015, v. 13, n. 3, p. 698, doi. 10.1093/jjfinec/nbu027
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- Article
3
Asset Pricing with a General Multifactor Structure.
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- Journal of Financial Econometrics, 2015, v. 13, n. 3, p. 556, doi. 10.1093/jjfinec/nbu026
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- Article
4
A Random Coefficient Approach to the Predictability of Stock Returns in Panels.
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- Journal of Financial Econometrics, 2015, v. 13, n. 3, p. 605, doi. 10.1093/jjfinec/nbu003
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- Article
5
A Bayesian High-Frequency Estimator of the Multivariate Covariance of Noisy and Asynchronous Returns.
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- Journal of Financial Econometrics, 2015, v. 13, n. 3, p. 665, doi. 10.1093/jjfinec/nbu017
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- Article
6
The HESSIAN Method for Models with Leverage-like Effects.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 3, p. 722, doi. 10.1093/jjfinec/nbt027
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- Article