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23 research outputs found

Incomplete Information in a Long Run Risks Model of Asset Pricing

Author: A C Harvey
A David
G Gennotte
J B Detemple
L G Epstein
L P Hansen
M J Brennan
M U Dothan
P Veronesi
P Weil
Prasad V. Bidarkota
R Bansal
R Bansal
R Bansal
Publication venue: 'Elsevier BV'
Publication date: 01/01/2008
Field of study

25 Years of IIF Time Series Forecasting: A Selective Review

Author: A A Cecen
A A Syntetos
A B Koehler
A B Koehler
A B Koehler
A B Koehler
A C Harvey
A C Harvey
A C Harvey
A C Harvey
A Fiordaliso
A L Rosas
A L Sweet
A L Sweet
A M R Taylor
A Novales
A Pagan
A S Tay
A Tegene
Arch/Garch
B Flores
B K Ray
B M A Awartani
B P M Mccabe
B Quenneville
B R Weller
C Brooks
C C Pegels
C Chatfield
C Chatfield
C Chatfield
C Chatfield
C Chatfield
C Chen
C Combining Aksu
C M Dahl
C M Hurvich
C W J Granger
C W J Granger
C W J Granger
C W J Granger
C W J Granger
D A Ahlburg
D Bunn
D Bunn
D E Spencer
D F Findley
D F Hendry
D Harvey
D J Noakes
D J Pack
D Ladiray
D M Miller
D M Miller
D Olson
D Osborn
D Pfeffermann
D Pfeffermann
D S Poskitt
D S Poskitt
D W Bunn
D W Williams
E Arima De Alba
E B Dagum
E Mahmoud
E Mckenzie
E Mckenzie
E Parzen
F Fern�ndez-Rodr�guez
F Lisi
F R Johnston
F R Johnston
F Schweppe
F X Diebold
F X Diebold
F X Diebold
G A Darbellay
G Boero
G Chevillon
G E P Box
G Huot
G K Grunwald
G L Shoesmith
G L Shoesmith
G Masarotto
G Tkacz
G W Downs
G Zhang
H D Vinod
H Herwartz
H Herwartz
H Theil
H Tong
H Zou
H-E Reimers
J A Kim
J A Kim
J Beran
J D Croston
J D Cummins
J D Hamilton
J Du Preez
J Durbin
J E Wieringa
J F Callen
J G De Gooijer
J G De Gooijer
J G De Gooijer
J G De Gooijer
J G De Gooijer
J G Mcclain
J H Stock
J Hansson
J J Reeves
J K Ord
J K Ord
J K Ord
J L Harris
J Ledolter
J Ludlow
J M Bates
J M Wells
J O Ramsay
J S Armstrong
J S Armstrong
J Smith
J W Galbraith
J W Taylor
J W Taylor
J W Taylor
J.-P Lam
Jan G. De Gooijer
K Albertson
K B Church
K Br�nn�s
K Br�nn�s
K C Cogger
K D Patterson
K F Wallis
K F Wallis
K S Man
L Bianchi
L Cao
L F Simmons
L Hentschel
L J Tashman
L J Tashman
L M De Menezes
L Pascual
L Pascual
L Poulos
L R Souza
L R Souza
L Tashman
L-E Oller
L-M Wun
M A Ari�oari?ari�o
M D Bradley
M D Geurts
M D Geurts
M Deutsch
M Funke
M Ghiassi
M Grigoletto
M H Quenouille
M Hibon
M J Artis
M K Andersson
M Kamstra
M Marcellino
M P Clements
M P Clements
M P Clements
M P Clements
M P Clements
M P Clements
M Qi
M Sabbatini
M Villani
M W Mccracken
M West
M Yar
N Kulendran
N R Swanson
N Ravishanker
N Sarantis
N Terui
N Wiener
P A Cholette
P A Cholette
P A Coomes
P A Texter
P A Thompson
P A Thompson
P Goodwin
P Grambsch
P H Franses
P H Franses
P H Franses
P H Franses
P H Franses
P H Franses
P J Brockwell
P J Dhrymes
P J Dhrymes
P J Harrison
P Lefran�ois
P Newbold
P Newbold
P Pflaumer
P R Winters
P T Geriner
P V Bidarkota
P-O Edlund
P-O Edlund
Q Yao
R Ashley
R B Cleveland
R D Snyder
R Dawes
R E Kalman
R Engle
R F Engle
R F Engle
R F Engle
R Fildes
R Fildes
R Fildes
R J Bhansali
R J Hyndman
R J Hyndman
R K Freeland
R L Winkler
R Lawton
R M J Heuts
R Paap
R Sullivan
R T Baillie
R T Clemen
R W Hafer
R W Koenker
R Withycombe
Ribeiro Ramos
Rob J. Hyndman
S A Roberts
S D Balkin
S Gupta
S Hein
S Heravi
S Hylleberg
S I Gunter
S M Miller
S Makridakis
S Makridakis
S Makridakis
S Makridakis
S Makridakis
S Makridakis
S Mittnik
S Satchell
S Simkins
T Bollerslev
T Hill
T Miller
T Nonlinear Astatkie
T Proietti
T R Willemain
T R Willemain
T Riise
U Di Caprio
V G � Omez
V M Guerrero
V Volterra
W D Ray
W Enders
W Gorr
W Gorr
W Polonik
Y Fang
Z Wang
� Oller
Publication venue: 'Elsevier BV'
Publication date: 01/01/2005
Field of study

No Predictable Components in G7 Stock Returns

Author: Khurshid M. Kiani
P V Bidarkota
Prasad V. Bidarkota
Publication venue: 'Elsevier BV'
Publication date: 01/01/2004
Field of study

Intrinsic Bubbles and Fat Tails in Stock Prices

Author: B Mandelbrot
J D Hamilton
J Driffill
J P Nolan
K A Froot
P V Bidarkota
Prasad V. Bidarkota
R J Shiller
S F Leroy
T Lux
V M Zolotarev
Publication venue: 'Elsevier BV'
Publication date: 01/01/2003
Field of study

Risk Premia in Forward Foreign Exchange Markets: A Comparison of Signal Extraction and Regression Methods

Author: A L Tucker
C C P Wolff
D K Backus
Prasad V. Bidarkota
V M Zolotarev
Publication venue: 'Elsevier BV'
Publication date: 01/01/2004
Field of study

Consumption Asset Pricing with Stable Shocks - Exploring a Solution and Its Implications for the Equity Premium Puzzle

Author: B Mandelbrot
C Burnside
G Tauchen
J H Mcculloch
J. Huston Mcculloch
Jr Lucas
K A Froot
N Kocherlakota
P V Bidarkota
Prasad V. Bidarkota
R Mehra
S G Cecchetti
V M Zolotarev
Publication venue: 'Elsevier BV'
Publication date: 01/01/2001
Field of study

On the Economic Impact of Modeling Non-Linearities: The Asset Pricing Example

Author: B E Hansen
C Burnside
E G Tsionas
F X Diebold
G Tauchen
G Tauchen
H Tong
J B Ramsey
J D Hamilton
J Y Campbell
Jr Lucas
K A Froot
M Bonomo
M C Ebell
M Stinchcombe
N Kocherlakota
P V Bidarkota
P V Bidarkota
Prasad V. Bidarkota
R Mehra
S G Cecchetti
S Kandel
S M Potter
S N Neftci
T-H Lee
Publication venue: 'Elsevier BV'
Publication date: 01/01/2004
Field of study

The Comparative Forecast Performance of Univariate and Multivariate Models

Author: A D Brunner
C R Nelson
D E Rose
E F Fama
F S Mishkin
H White
J D Hamilton
M P Clements
N R Ericsson
P J Brockwell
P V Bidarkota
Prasad V. Bidarkota
R T Baillie
T C Mills
T J Sargent
Publication venue: 'Elsevier BV'
Publication date: 01/01/1996
Field of study

The Impact of Fat Tails on Equilibrium Rates of Return and Term Premia

Author: A B Abel
Brice V. Dupoyet
F Black
I Khindanova
J Geweke
J H Mcculloch
J Y Campbell
J Y Campbell
K M Kiani
L Wu
Lucas
N S Balke
O J Blanchard
P V Bidarkota
Prasad V. Bidarkota
R Mehra
S J Hales
Y Tokat
Publication venue: 'Elsevier BV'
Publication date: 01/01/2004
Field of study

On the Economic Value of Modeling Fat Tails: Measuring the Impact on Equilibrium Risk Premiums

Author: A B Abel
A Kamara
A Roma
B Mandelbrot
D K Backus
F Black
G M Constantinides
I Khindanova
J H Mcculloch
J P Nolan
Jr Lucas
K M Kiani
L P Hansen
N Kocherlakota
O J Blanchard
P V Bidarkota
Prasad V. Bidarkota
R Adler
S J Hales
V M Zolotarev
Y Tokat
Publication venue: 'Elsevier BV'
Publication date: 01/01/2003
Field of study

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