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There are 9421 results for: content related to: Price–Dividend Ratios and Stock Price Predictability

  1. The Realised–Implied Volatility Relationship: Recent Empirical Evidence from FTSE-100 Stocks

    Journal of Forecasting

    Volume 31, Issue 7, November 2012, Pages: 639–660, John F. Garvey and Liam A. Gallagher

    Article first published online : 30 DEC 2011, DOI: 10.1002/for.1244

  2. Multivariate GARCH Models with Correlation Clustering

    Journal of Forecasting

    Volume 31, Issue 5, August 2012, Pages: 443–468, Mike K. P. So and Iris W. H. Yip

    Article first published online : 30 MAR 2011, DOI: 10.1002/for.1234

  3. Shrinkage-Based Tests of Predictability

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 307–332, Pablo Matias Pincheira Brown

    Article first published online : 16 JAN 2012, DOI: 10.1002/for.1270

  4. 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

    Article first published online : 30 DEC 2011, DOI: 10.1002/for.1272

  5. Spurious Forecasts?

    Journal of Forecasting

    Volume 31, Issue 3, April 2012, Pages: 245–259, Berenice Martínez-Rivera, Daniel Ventosa-Santaulària and J. Eduardo Vera-Valdés

    Article first published online : 14 MAR 2011, DOI: 10.1002/for.1219

  6. Testing Interval Forecasts: A GMM-Based Approach

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 97–110, Elena-Ivona Dumitrescu, Christophe Hurlin and Jaouad Madkour

    Article first published online : 28 NOV 2011, DOI: 10.1002/for.1260

  7. Forecast Evaluation of Nonlinear Models: The Case of Long-Span Real Exchange Rates

    Journal of Forecasting

    Volume 31, Issue 7, November 2012, Pages: 580–595, Efthymios G. Pavlidis, Ivan Paya and David A. Peel

    Article first published online : 19 SEP 2011, DOI: 10.1002/for.1247

  8. Density Forecasting with Time-Varying Higher Moments: A Model Confidence Set Approach

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 19–31, Anders Wilhelmsson

    Article first published online : 19 SEP 2011, DOI: 10.1002/for.1246

  9. Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate

    Journal of Forecasting

    Volume 31, Issue 1, January 2012, Pages: 85–98, Giacomo Sbrana

    Article first published online : 13 MAR 2011, DOI: 10.1002/for.1227

  10. Modeling and Forecasting the Yield Curve by an Extended Nelson-Siegel Class of Models: A Quantile Autoregression Approach

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 111–123, Rafael B. de Rezende and Mauro S. Ferreira

    Article first published online : 20 NOV 2011, DOI: 10.1002/for.1256

  11. Space-Time Model versus VAR Model: Forecasting Electricity demand in Japan

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 75–85, Yoshihiro Ohtsuka and Kazuhiko Kakamu

    Article first published online : 9 NOV 2011, DOI: 10.1002/for.1255

  12. Can We Predict Exchange Rate Movements at Short Horizons?

    Journal of Forecasting

    Volume 31, Issue 7, November 2012, Pages: 565–579, Chongcheul Cheong, Young-Jae Kim and Seong-Min Yoon

    Article first published online : 3 JUN 2011, DOI: 10.1002/for.1236

  13. Break Detectability and Mean Square Forecast Error Ratios for Selecting Estimation Windows

    Journal of Forecasting

    Volume 31, Issue 8, December 2012, Pages: 688–705, Hildegart A. Ahumada

    Article first published online : 21 JUL 2011, DOI: 10.1002/for.1240

  14. Nonlinear Forecasting Using Factor-Augmented Models

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 32–40, Bruno Cara Giovannetti

    Article first published online : 10 OCT 2011, DOI: 10.1002/for.1248

  15. Real-Time Forecasts of Inflation: The Role of Financial Variables

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 51–61, Libero Monteforte and Gianluca Moretti

    Article first published online : 28 MAR 2012, DOI: 10.1002/for.1250

  16. Combining Economic Forecasts by Using a Maximum Entropy Econometric Approach

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 124–136, Blanca Moreno and Ana Jesús López

    Article first published online : 9 OCT 2011, DOI: 10.1002/for.1257

  17. Twisting the Dollar? On the Consistency of Short-Run and Long-Run Exchange Rate Expectations

    Journal of Forecasting

    Volume 31, Issue 7, November 2012, Pages: 596–616, Michael Frenkel, Jan-Christoph Rülke and Georg Stadtmann

    Article first published online : 10 JUL 2011, DOI: 10.1002/for.1238

  18. Generalised Estimators for Seasonal Forecasting by Combining Grouping with Shrinkage Approaches

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 137–150, Kui Zhang, Huijing Chen, John Boylan and Philip Scarf

    Article first published online : 9 OCT 2011, DOI: 10.1002/for.1254

  19. Henderson-Trending of Macroeconomic Variables and Forecasting Accuracy

    Journal of Forecasting

    Volume 31, Issue 1, January 2012, Pages: 68–84, Liam J. A. Lenten

    Article first published online : 9 MAR 2011, DOI: 10.1002/for.1223

  20. Forecasting the Yield Curve in a Data-Rich Environment Using the Factor-Augmented Nelson–Siegel Model

    Journal of Forecasting

    Volume 32, Issue 3, April 2013, Pages: 193–214, Peter Exterkate, Dick Van Dijk, Christiaan Heij and Patrick J. F. Groenen

    Article first published online : 27 OCT 2011, DOI: 10.1002/for.1258