G17
Financial Forecasting and Simulation
Title | Authors | Year | JEL Codes |
---|---|---|---|
Conditional Heteroskedasticity in the Volatility of Asset Returns | Ding, Y. | [2021] | C22 C32 C53 C58 G17 |
Nonparametric Predictive Regressions for Stock Return Prediction | Cheng, T., Gao, J., Linton, O. | [2019] | C14 C22 G17 |
Two EGARCH models and one fat tail | Caivano, M. and Harvey, A. C. | [2013] | C22 G17 |
Time series models with an EGB2 conditional distribution | Caivano, M. and Harvey, A. C. | [2013] | C22 G17 |
Mean-Variance versus 1/N: What if we can forecast? (Updated 22nd December 2013) | Allen, D., Lizieri, C. and Satchell, S. | [2012] | G11 G17 |
EGARCH models with fat tails, skewness and leverage | Harvey, A. C. and Sucarrat, G. | [2012] | C22 G17 |
Exponential Conditional Volatility Models | Harvey, A. C. | [2010] | C22 G17 |
On the Difficulty of Measuring Forecasting Skill in Financial Markets | Satchell, S. and J. Williams , O. | [2010] | D53 D82 D84 G11 G17 |
Social Welfare Issues of Financial Literacy | Satchell, S. and J. Williams , O. | [2010] | D14 D53 D60 D82 D84 G01 G17 G18 G28 |
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