Pages that link to "Item:Q1640689"

The following pages link to A perspective on recent methods on testing predictability of asset returns (Q1640689):

Displaying 13 items.

• Measuring excess-predictability of asset returns and market efficiency over time (Q1714092) (← links)
• A unified test for predictability of asset returns regardless of properties of predicting variables (Q1739638) (← links)
• Simple tests for stock return predictability with good size and power properties (Q2043264) (← links)
• A new test of asset return predictability with an unstable predictor (Q2209589) (← links)
• High-dimensional predictive regression in the presence of cointegration (Q2224889) (← links)
• Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
• New testing approaches for mean-variance predictability (Q2658802) (← links)
• Testing heteroskedasticity for predictive regressions with nonstationary regressors (Q2660025) (← links)
• A new robust inference for predictive quantile regression (Q2697984) (← links)
• Testing for Predictability in Financial Returns Using Statistical Learning Procedures (Q3192399) (← links)
• A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests (Q4683081) (← links)
• Predictive quantile regression with persistent covariates: IVX-QR approach (Q5964753) (← links)
• Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model (Q6586903) (← links)