Short-horizon return predictability and oil prices (Q5745653): Difference between revisions

@@ Property / OpenAlex ID @@
+W2049909390
@@ Property / OpenAlex ID: W2049909390 / rank @@
+Normal rank
@@ Property / cites work @@
+Recent developments in bootstrapping time series
@@ Property / cites work: Recent developments in bootstrapping time series / rank @@
+Normal rank
@@ Property / cites work @@
+Q3368279
@@ Property / cites work: Q3368279 / rank @@
+Normal rank
@@ Property / cites work @@
+Tests of equal forecast accuracy and encompassing for nested models
+Normal rank
@@ Property / cites work @@
+Evaluating Direct Multistep Forecasts
@@ Property / cites work: Evaluating Direct Multistep Forecasts / rank @@
+Normal rank
@@ Property / cites work @@
+Common risk factors in the returns on stocks and bonds
+Normal rank
@@ Property / cites work @@
+What is an oil shock?
@@ Property / cites work: What is an oil shock? / rank @@
+Normal rank
@@ Property / cites work @@
+In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
+Normal rank
@@ Property / cites work @@
+Asymptotics for out of sample tests of Granger causality
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Automatic Lag Selection in Covariance Matrix Estimation
+Normal rank