Pages that link to "Item:Q2116325"
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The following pages link to Testing for episodic predictability in stock returns (Q2116325):
Displaying 12 items.
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
- Simple tests for stock return predictability with good size and power properties (Q2043264) (← links)
- Stability Testing of Stock Returns Connections (Q3133368) (← links)
- Testing for Predictability in Financial Returns Using Statistical Learning Procedures (Q3192399) (← links)
- Short term prediction of extreme returns based on the recurrence interval analysis (Q4554428) (← links)
- Penetrating sporadic return predictability (Q6090551) (← links)
- Extensions to IVX methods of inference for return predictability (Q6090572) (← links)
- Transformed regression-based long-horizon predictability tests (Q6090579) (← links)
- Robust inference with stochastic local unit root regressors in predictive regressions (Q6108267) (← links)
- A Unified Inference for Predictive Quantile Regression (Q6567947) (← links)
- Weighted nonlinear regression with nonstationary time series (Q6593387) (← links)
- A new Portmanteau test for predictive regression models with possible embedded endogeneity (Q6636850) (← links)
