Pages that link to "Item:Q1739638"
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The following pages link to A unified test for predictability of asset returns regardless of properties of predicting variables (Q1739638):
Displaying 15 items.
- A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
- Measuring excess-predictability of asset returns and market efficiency over time (Q1714092) (← links)
- Editorial for the special issue on financial engineering and risk management for JoE (Q1739626) (← links)
- Simple tests for stock return predictability with good size and power properties (Q2043264) (← links)
- A robust test for predictability with unknown persistence (Q2179772) (← links)
- A new test of asset return predictability with an unstable predictor (Q2209589) (← links)
- A new robust inference for predictive quantile regression (Q2697984) (← links)
- Testing for Predictability in Financial Returns Using Statistical Learning Procedures (Q3192399) (← links)
- CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
- Stock-specific sentiment and return predictability (Q5139250) (← links)
- Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model (Q5146012) (← links)
- Penetrating sporadic return predictability (Q6090551) (← links)
- A Unified Inference for Predictive Quantile Regression (Q6567947) (← links)
- Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model (Q6586903) (← links)
- A new Portmanteau test for predictive regression models with possible embedded endogeneity (Q6636850) (← links)
