The following pages link to Predictable Return Distributions (Q4687537):
Displaying 4 items.
- Penalized averaging of parametric and non-parametric quantile forecasts (Q2196656) (← links)
- Predicting the Distribution of Stock Returns: Model Formulation, Statistical Evaluation, VaR Analysis and Economic Significance (Q4687541) (← links)
- Quantile aggregation and combination for stock return prediction (Q5861021) (← links)
- Persistence of return distribution sequence in financial markets (Q6121857) (← links)