The following pages link to Long-run risk-return trade-offs (Q291124):
Displaying 11 items.
- Long-run wavelet-based correlation for financial time series (Q724160) (← links)
- On the use of high frequency measures of volatility in MIDAS regressions (Q726593) (← links)
- Nonparametric prediction of stock returns based on yearly data: the long-term view (Q896758) (← links)
- Horizon effect in the term structure of long-run risk-return trade-offs (Q1659133) (← links)
- The scale of predictability (Q1739637) (← links)
- Long horizon predictability: an asset allocation perspective (Q1999642) (← links)
- The long and the short of the risk-return trade-off (Q2347734) (← links)
- Temporal aggregation of random walk processes and implications for economic analysis (Q2697076) (← links)
- Extreme downside risk and market turbulence (Q5212065) (← links)
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
- Robust inference for predictability in smooth transition predictive regressions (Q5860894) (← links)
