Pages that link to "Item:Q737993"
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The following pages link to Predictability of stock returns and asset allocation under structural breaks (Q737993):
Displayed 13 items.
- Complete subset regressions (Q134090) (← links)
- Powerful tests for structural changes in volatility (Q528175) (← links)
- Monotonic effects of characteristics on returns (Q2078731) (← links)
- Testing for episodic predictability in stock returns (Q2116325) (← links)
- Corrigendum to ``Predictability of stock returns and asset allocation under structural breaks'' (Q2116352) (← links)
- Optimal asset allocation with multivariate Bayesian dynamic linear models (Q2179969) (← links)
- Does modeling a structural break improve forecast accuracy? (Q2295799) (← links)
- Perpetual learning and stock return predictability (Q2446469) (← links)
- Combining long memory and level shifts in modelling and forecasting the volatility of asset returns (Q4554429) (← links)
- On the Long-Run Volatility of Stocks (Q4559692) (← links)
- Change points in heavy‐tailed multivariate time series: Methods using precision matrices (Q5213968) (← links)
- Penetrating sporadic return predictability (Q6090551) (← links)
- Structural Breaks in Grouped Heterogeneity (Q6190688) (← links)