user22485
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1 answers
9 votes
298 views
4 bookmarks
Are returns predictable, Campbell and Shiller (1988)
3 answers
4 votes
297 views
Whats the big deal between volatility and the risk free rate?
1 answers
4 votes
973 views
2 bookmarks
What is the stambaugh bias? Why is it important for predictability regressions?
2 answers
4 votes
2k views
7 bookmarks
What is time-varying risk premium? Forecasting stock returns
1 answers
2 votes
45 views
1 bookmarks
Deriving the long-horizon predictive regression and hypothesis testing
0 answers
1 votes
36 views
General to specific approach to modelling
0 answers
1 votes
47 views
Log likelihood function, GARCH(1,1) with asymmetric term
1 answers
1 votes
117 views
How did Dickey and Fuller know something was wrong?
1 answers
1 votes
1k views
How does Kenneth French create the industry portfolio returns?
2 answers
1 votes
228 views
2 bookmarks
Volatility Index for Industries
1 answers
1 votes
62 views
How does inflation impact stock returns? Academic examples
0 answers
1 votes
288 views
Comparing two models using Wald Test
1 answers
1 votes
177 views
2 bookmarks
Dividend Yield Goyal and Welch (2008)
1 answers
0 votes
1k views
Creating value weighted portfolio returns. How to handle missing data?
0 answers
0 votes
40 views
Joint hypothesis tests
2 answers
0 votes
607 views
1 bookmarks
Summer Schools in Quantitative Finance
0 answers
0 votes
41 views
Bond Data on UK corporate
1 answers
0 votes
58 views
Time Series Multiple Choice