Program > Parallel sessions
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Nonlinear Predictability of Stock Returns? Parametric vs. nonparametric inference in predictive regressions
Matei Demetrescu, Benjamin Hillmann
sciencesconf.org:qffe2018:192093 |
Time Varying Heteroskedastic Realized GARCH models for tracking measurement error bias in volatility forecasting
Giuseppe Storti, Richard Gerlach, Antonio Naimoli
sciencesconf.org:qffe2018:196233 |
How far can we forecast? Statistical tests of the predictive content
Joerg Breitung
sciencesconf.org:qffe2018:196399 |
Multi-Horizon Forecast Comparison
Rogier Quaedvlieg
sciencesconf.org:qffe2018:196772 |
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