| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A flexible predictive density combination for large financial data sets in regular and crisis periods
|
Casarin, Roberto
|
|
|
237 |
2PC |
p.
|
artikel
|
| 2 |
A penalized two-pass regression to predict stock returns with time-varying risk premia
|
Bakalli, Gaetan
|
|
|
237 |
2PC |
p.
|
artikel
|
| 3 |
Are bond returns predictable with real-time macro data?
|
Huang, Dashan
|
|
|
237 |
2PC |
p.
|
artikel
|
| 4 |
Business-cycle consumption risk and asset prices
|
Bandi, Federico M.
|
|
|
237 |
2PC |
p.
|
artikel
|
| 5 |
Comparing forecasting performance in cross-sections
|
Qu, Ritong
|
|
|
237 |
2PC |
p.
|
artikel
|
| 6 |
CRPS learning
|
Berrisch, Jonathan
|
|
|
237 |
2PC |
p.
|
artikel
|
| 7 |
Dynamic factor copula models with estimated cluster assignments
|
Oh, Dong Hwan
|
|
|
237 |
2PC |
p.
|
artikel
|
| 8 |
Editorial Board
|
|
|
|
237 |
2PC |
p.
|
artikel
|
| 9 |
Evaluating forecast performance with state dependence
|
Odendahl, Florens
|
|
|
237 |
2PC |
p.
|
artikel
|
| 10 |
Extensions to IVX methods of inference for return predictability
|
Demetrescu, Matei
|
|
|
237 |
2PC |
p.
|
artikel
|
| 11 |
Machine learning panel data regressions with heavy-tailed dependent data: Theory and application
|
Babii, Andrii
|
|
|
237 |
2PC |
p.
|
artikel
|
| 12 |
On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates
|
Diebold, Francis X.
|
|
|
237 |
2PC |
p.
|
artikel
|
| 13 |
Optimal model averaging based on forward-validation
|
Zhang, Xiaomeng
|
|
|
237 |
2PC |
p.
|
artikel
|
| 14 |
Predictive modeling of financial data
|
Andersen, Torben G.
|
|
|
237 |
2PC |
p.
|
artikel
|
| 15 |
Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach
|
Fan, Rui
|
|
|
237 |
2PC |
p.
|
artikel
|
| 16 |
Score-driven asset pricing: Predicting time-varying risk premia based on cross-sectional model performance
|
Umlandt, Dennis
|
|
|
237 |
2PC |
p.
|
artikel
|
| 17 |
Taking stock of long-horizon predictability tests: Are factor returns predictable?
|
Kostakis, Alexandros
|
|
|
237 |
2PC |
p.
|
artikel
|
| 18 |
Time-varying forecast combination for high-dimensional data
|
Chen, Bin
|
|
|
237 |
2PC |
p.
|
artikel
|
| 19 |
Transformed regression-based long-horizon predictability tests
|
Demetrescu, Matei
|
|
|
237 |
2PC |
p.
|
artikel
|
| 20 |
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
|
Cheng, Mingmian
|
|
|
237 |
2PC |
p.
|
artikel
|
| 21 |
Volatility measurement with pockets of extreme return persistence
|
Andersen, Torben G.
|
|
|
237 |
2PC |
p.
|
artikel
|
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