Selaus tekijän mukaan kokoelmassa Suomen Pankki
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Forecast combination in the frequency domain
Faria, Gonçalo; Verona, Fabio
Bank of Finland
Bank of Finland Research Discussion Papers : 1/2023
(18.01.2023) -
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo; Verona, Fabio
Journal of Empirical Finance : January 2018
(15.01.2018) -
Forecasting stock market returns by summing the frequency-decomposed parts
Osakemarkkinatuottojen ennustaminen taajuuskomponenttien summien avullaFaria, Gonçalo; Verona, Fabio
Bank of Finland
Bank of Finland Research Discussion Papers : 29/2016
(28.11.2016) -
Forecasting the equity risk premium with frequency-decomposed predictors
Osakemarkkinoiden riskipreemion ennustaminen ennustemuuttujien taajuushajotelmien avullaFaria, Gonçalo; Verona, Fabio
Bank of Finland
Bank of Finland Research Discussion Papers : 1/2017
(03.01.2017) -
Frequency-domain information for active portfolio management
Faria, Gonçalo; Verona, Fabio
Bank of Finland
Bank of Finland Research Discussion Papers : 2/2020
(09.01.2020) -
The equity risk premium and the low frequency of the term spread
Faria, Gonçalo; Verona, Fabio
Bank of Finland
Bank of Finland Research Discussion Papers : 7/2018
(03.04.2018) -
The yield curve and the stock market : Mind the long run
Faria, Gonçalo; Verona, Fabio
Journal of Financial Markets : September
(11.09.2019) -
Time-frequency forecast of the equity premium
Faria, Gonçalo; Verona, Fabio
Quantitative Finance : 12 ; 2021
(23.10.2020) -
Time-frequency forecast of the equity premium
Faria, Gonçalo; Verona, Fabio
Bank of Finland
Bank of Finland Research Discussion Papers : 6/2020
(27.04.2020)