1 à 5 de 49 résultats
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The MIDAS Touch: Mixed Data Sampling Regression Models
Eric Ghysels, Pedro Santa-Clara et Rossen Valkanov
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Approximating the Probability Distribution of Functions of Random Variables: A New Approach
Anders Eriksson, Lars Forsberg et Eric Ghysels
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Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies
Eric Ghysels, Pedro Santa-Clara et Rossen Valkanov
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There is a Risk-Return Tradeoff After All
Eric Ghysels, Pedro Santa-Clara et Rossen Valkanov
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