Pages that link to "Item:Q5964757"
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The following pages link to A reexamination of stock return predictability (Q5964757):
Displaying 12 items.
- A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
- A unified test for predictability of asset returns regardless of properties of predicting variables (Q1739638) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- Volatility regressions with fat tails (Q2227065) (← links)
- Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
- Testing heteroskedasticity for predictive regressions with nonstationary regressors (Q2660025) (← links)
- A new robust inference for predictive quantile regression (Q2697984) (← links)
- Penetrating sporadic return predictability (Q6090551) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
- Semi-parametric single-index predictive regression models with cointegrated regressors (Q6193026) (← links)
- Unified Tests for a Dynamic Predictive Regression (Q6617788) (← links)
- New robust inference for predictive regressions (Q6667297) (← links)
