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There are 18294 results for: content related to: Using Firm-Level Leverage as an Investment Strategy

  1. Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?

    Journal of Forecasting

    Volume 35, Issue 2, March 2016, Pages: 113–146, Henning Fischer, Ángela Blanco-FERNÁndez and Peter Winker

    Version of Record online : 4 NOV 2015, DOI: 10.1002/for.2371

  2. Forecasting the Daily Time-Varying Beta of European Banks During the Crisis Period: Comparison Between GARCH Models and the Kalman Filter

    Journal of Forecasting

    Volume 36, Issue 8, December 2017, Pages: 956–973, Yuanyuan Zhang and Taufiq Choudhry

    Version of Record online : 14 SEP 2016, DOI: 10.1002/for.2442

  3. Forecasting Temperature Indices Density with Time-Varying Long-Memory Models

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 339–352, Massimiliano Caporin and Juliusz Preś

    Version of Record online : 30 DEC 2011, DOI: 10.1002/for.1272

  4. Bootstrap Replacement to Validate the Influence of the Economic Cycle on the Structure and the Accuracy Level of Business Failure Prediction Models

    Journal of Forecasting

    Volume 34, Issue 4, July 2015, Pages: 275–289, Montserrat Manzaneque, Domingo GarcíA-Pérez-De-Lema and Marcos Antón Renart

    Version of Record online : 10 MAR 2015, DOI: 10.1002/for.2327

  5. The impact of parameter and model uncertainty on market risk predictions from GARCH-type models

    Journal of Forecasting

    Volume 36, Issue 7, November 2017, Pages: 808–823, David Ardia, Jeremy Kolly and Denis-Alexandre Trottier

    Version of Record online : 4 MAY 2017, DOI: 10.1002/for.2472

  6. Forecasting house prices in OECD economies

    Journal of Forecasting

    N. Kundan Kishor and Hardik A. Marfatia

    Version of Record online : 14 JUL 2017, DOI: 10.1002/for.2483

  7. Price–Dividend Ratios and Stock Price Predictability

    Journal of Forecasting

    Volume 31, Issue 5, August 2012, Pages: 423–442, Jyh-Lin Wu and Yu-Hau Hu

    Version of Record online : 25 MAR 2011, DOI: 10.1002/for.1231

  8. Time-Varying Parameter Realized Volatility Models

    Journal of Forecasting

    Volume 36, Issue 5, August 2017, Pages: 566–580, Yudong Wang, Zhiyuan Pan and Chongfeng Wu

    Version of Record online : 28 NOV 2016, DOI: 10.1002/for.2454

  9. How to Finance Pensions: Optimal Strategies for Pay-as-You-Go Pension Systems

    Journal of Forecasting

    Volume 35, Issue 1, January 2016, Pages: 13–33, Humberto Godínez-Olivares, María del Carmen Boado-Penas and Athanasios A. Pantelous

    Version of Record online : 24 MAY 2015, DOI: 10.1002/for.2351

  10. Two Tales of Return Predictability: The Case of Asia–Pacific Equity Markets

    Journal of Forecasting

    Volume 36, Issue 3, April 2017, Pages: 257–272, Andrei Shynkevich

    Version of Record online : 28 JUL 2016, DOI: 10.1002/for.2436

  11. Are Analysts' Loss Functions Asymmetric?

    Journal of Forecasting

    Volume 31, Issue 8, December 2012, Pages: 736–756, Mark A. Clatworthy, David A. Peel and Peter F. Pope

    Version of Record online : 8 NOV 2011, DOI: 10.1002/for.1253

  12. Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model

    Journal of Forecasting

    Henri Nyberg

    Version of Record online : 14 MAR 2017, DOI: 10.1002/for.2458

  13. Forecasting Based on Decomposed Financial Return Series: A Wavelet Analysis

    Journal of Forecasting

    Volume 35, Issue 5, August 2016, Pages: 419–433, Theo Berger

    Version of Record online : 25 NOV 2015, DOI: 10.1002/for.2384

  14. How Informative are the Subjective Density Forecasts of Macroeconomists?

    Journal of Forecasting

    Volume 33, Issue 3, April 2014, Pages: 163–185, Geoff Kenny, Thomas Kostka and Federico Masera

    Version of Record online : 3 MAR 2014, DOI: 10.1002/for.2281

  15. Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range

    Journal of Forecasting

    Volume 32, Issue 5, August 2013, Pages: 469–480, Manabu Asai

    Version of Record online : 7 JUN 2013, DOI: 10.1002/for.2252

  16. The Volatility and Density Prediction Performance of Alternative GARCH Models

    Journal of Forecasting

    Volume 31, Issue 2, March 2012, Pages: 157–171, Teng-Hao Huang and Yaw-Huei Wang

    Version of Record online : 28 JAN 2011, DOI: 10.1002/for.1217

  17. A Time-Simultaneous Prediction Box for a Multivariate Time Series

    Journal of Forecasting

    Volume 34, Issue 8, December 2015, Pages: 675–693, Dag Kolsrud

    Version of Record online : 30 SEP 2015, DOI: 10.1002/for.2366

  18. Semi-Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve

    Journal of Forecasting

    Volume 34, Issue 2, March 2015, Pages: 145–162, Johanna Posch and Fabio Rumler

    Version of Record online : 9 DEC 2014, DOI: 10.1002/for.2319

  19. Inflation and Unemployment Forecasting with Genetic Support Vector Regression

    Journal of Forecasting

    Volume 33, Issue 6, September 2014, Pages: 471–487, Georgios Sermpinis, Charalampos Stasinakis, Konstantinos Theofilatos and Andreas Karathanasopoulos

    Version of Record online : 23 MAY 2014, DOI: 10.1002/for.2296

  20. Predicting Bid–Ask Spreads Using Long-Memory Autoregressive Conditional Poisson Models

    Journal of Forecasting

    Volume 32, Issue 8, December 2013, Pages: 724–742, Axel Groß-KlußMann and Nikolaus Hautsch

    Version of Record online : 22 AUG 2013, DOI: 10.1002/for.2267