A recursive modelling approach to predicting UK stock returns

Modelling currency volatility and returns

Biekpe, N.B.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN021479 / BLDSC - British Library D...

Consumption, aggregate wealth and expected stock returns

Lettau, M.
Ludvigson, S.
Centre for Economic Policy Research, London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2223) / BLDSC - British Lib...

Modelling volatility and correlation for tick-by-tick returns data using trading information and buy/sell signals

Lin, S.
Satchell, S.E.
Knight, J.L.
London Univ. (United Kingdom). Inst. for Financial Research

January 1998

Available from British Library Document Supply Centre-DSC:9350.164(46) / BLDSC - British Library Doc...

A recursive modelling approach to predicting UK stock returns

Pesaran, M.H.
Timmermann, A.
London School of Economics (United Kingdom). Financial Markets Group

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(322) / BLDSC - British Libra...

The use of recursive model selection strategies in forecasting stock returns

Pesaran, M.H.
Timmermann, A
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9406) / BLDSC - B...

Forecasting stock returns

Pesaran, M.
Timmermann, A
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9216) / BLDSC - B...

Can output explain the predictability and volatility of stock returns

Rodriguez, R.
Restoy, F.
Pena, J.I.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1995) / BLDSC - British Lib...

Assessing the predictability of U.K. stock market returns using statistics based on multiperiod returns

Mills, T.C
Hull Univ. (United Kingdom). Dept. of Economics and Commerce

January 1991

Available from British Library Document Supply Centre-DSC:4335.954(176) / BLDSC - British Library Do...

The predictability of long-horizon stock market returns in the UK

Kwan, Y.S.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN009116 / BLDSC - British Library D...

Model uncertainty, thick modelling and the predictability of stock returns

Aiolfi, Marco
Favero, Carlo A.
Centre for Economic Policy Research (United Kingdom)

January 2003

Includes bibliographical references. Also available via the InternetAvailable from British Library D...

The behaviour of UK stock prices and returns

Hayes, S

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX188270 / BLDSC - British Library D...

Semiparametric estimation of a characteristic-based factor model of stock returns

Connor, G.
Linton, O.
London School of Economics (United Kingdom). Financial Markets Group

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(346) / BLDSC - British Libra...

Recursive estimation in econometrics

Pollock, S.
Queen Mary, Univ. of London (United Kingdom). Dept. of Economics

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:9348.962(no 462) / BLDSC - British Li...

Non-linear predictability of stock market returns Evidence from non-parametric and threshold models

McMillan, D.G.
Saint Andrews Univ. (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.98088(no 0102) / BLDSC - British...

Factors or fantasies? An analysis of stock returns by industry

Green, C.J.
Zhuang, Y.
Maggioni, P.
Loughborough Univ. of Technology (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3654.479(97/8) / BLDSC - British Libr...

Modelling currency volatility and returns

Biekpe, N.B.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN021479 / BLDSC - British Library D...

Consumption, aggregate wealth and expected stock returns

Lettau, M.
Ludvigson, S.
Centre for Economic Policy Research, London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2223) / BLDSC - British Lib...

Modelling volatility and correlation for tick-by-tick returns data using trading information and buy/sell signals

Lin, S.
Satchell, S.E.
Knight, J.L.
London Univ. (United Kingdom). Inst. for Financial Research

January 1998

Available from British Library Document Supply Centre-DSC:9350.164(46) / BLDSC - British Library Doc...

A recursive modelling approach to predicting UK stock returns

Pesaran, M.H.
Timmermann, A.
London School of Economics (United Kingdom). Financial Markets Group

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(322) / BLDSC - British Libra...

The use of recursive model selection strategies in forecasting stock returns

Pesaran, M.H.
Timmermann, A
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9406) / BLDSC - B...

Forecasting stock returns

Pesaran, M.
Timmermann, A
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9216) / BLDSC - B...

Can output explain the predictability and volatility of stock returns

Rodriguez, R.
Restoy, F.
Pena, J.I.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1995) / BLDSC - British Lib...

Assessing the predictability of U.K. stock market returns using statistics based on multiperiod returns

Mills, T.C
Hull Univ. (United Kingdom). Dept. of Economics and Commerce

January 1991

Available from British Library Document Supply Centre-DSC:4335.954(176) / BLDSC - British Library Do...

The predictability of long-horizon stock market returns in the UK

Kwan, Y.S.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN009116 / BLDSC - British Library D...

Model uncertainty, thick modelling and the predictability of stock returns

Aiolfi, Marco
Favero, Carlo A.
Centre for Economic Policy Research (United Kingdom)

January 2003

Includes bibliographical references. Also available via the InternetAvailable from British Library D...

The behaviour of UK stock prices and returns

Hayes, S

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX188270 / BLDSC - British Library D...

Semiparametric estimation of a characteristic-based factor model of stock returns

Connor, G.
Linton, O.
London School of Economics (United Kingdom). Financial Markets Group

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:5300.405(346) / BLDSC - British Libra...

Recursive estimation in econometrics

Pollock, S.
Queen Mary, Univ. of London (United Kingdom). Dept. of Economics

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:9348.962(no 462) / BLDSC - British Li...

Non-linear predictability of stock market returns Evidence from non-parametric and threshold models

McMillan, D.G.
Saint Andrews Univ. (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.98088(no 0102) / BLDSC - British...

Factors or fantasies? An analysis of stock returns by industry

Green, C.J.
Zhuang, Y.
Maggioni, P.
Loughborough Univ. of Technology (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3654.479(97/8) / BLDSC - British Libr...

Modelling currency volatility and returns

Biekpe, N.B.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN021479 / BLDSC - British Library D...

Consumption, aggregate wealth and expected stock returns

Lettau, M.
Ludvigson, S.
Centre for Economic Policy Research, London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2223) / BLDSC - British Lib...

Modelling volatility and correlation for tick-by-tick returns data using trading information and buy/sell signals

Lin, S.
Satchell, S.E.
Knight, J.L.
London Univ. (United Kingdom). Inst. for Financial Research

January 1998

Available from British Library Document Supply Centre-DSC:9350.164(46) / BLDSC - British Library Doc...

A recursive modelling approach to predicting UK stock returns

Abstract

Extracted data

A recursive modelling approach to predicting UK stock returns

Abstract

Extracted data

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