Nonparametric Conditional Density Estimation, with an Application to Stock Returns Volatility

بواسطة Tay, Anthony
منشور في 2004

Mixing Frequencies: Stock Returns as a Predictor of Real Output Growth

بواسطة TAY, Anthony S.
منشور في 2006

Financial variables as predictors of real output growth

بواسطة Tay, Anthony S.
منشور في 2007

Intraday Stock Prices, Volume, and Duration: A Nonparametric Conditional Duration Analysis

بواسطة Tay, Anthony
منشور في 2005

A brief survey of density forecasting in macroeconomics

بواسطة TAY, Anthony S.
منشور في 2015

Time-varying incentives in the mutual fund industry

بواسطة OLIVIER, Jacques, TAY, Anthony S.
منشور في 2008

Intraday Stock Prices, Volume, and Duration: A Nonparametric Conditional Density Analysis

بواسطة Tay, Anthony S., Ting, Christopher
منشور في 2006

The role of macroeconomic and policy uncertainty in density forecast dispersion

بواسطة LI, You, TAY, Anthony S.
منشور في 2021

Dynamic regressions with variables observed at different frequencies

بواسطة ABEYSINGHE, Tilak, TAY, Anthony S.
منشور في 2000

How should we interpret evidence of time varying conditional skewness?

بواسطة PREMARATNE, Gamini, TAY, Anthony S.
منشور في 2002

The role of macroeconomic, policy, and forecaster uncertainty in forecast dispersion

بواسطة LI, You, TAY, Anthony S.
منشور في 2017

Density Forecasting: A Survey

بواسطة TAY, Anthony S., WALLIS, Kenneth F.
منشور في 2000

Selecting an index for a stock index futures contract: An analysis of the Singapore market

بواسطة Tay, Anthony S., TSE, Yiu Kuen
منشور في 1991

Global and regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness

بواسطة Hashmi, Aamir R., Tay, Anthony S.
منشور في 2007

Mean, Volatility, and Skewness Spillovers in Equity Markets

بواسطة Hashmi, Aamir R., TAY, Anthony S.
منشور في 2012

Intraday Stock Prices, Volume,a Nd Duariona: A Nonparametric Conditional Density Analysis

بواسطة TAY, Anthony, TING, Hian Ann, Christopher
منشور في 2008

Non-fundamental expectations and economic fluctuations: Evidence from professional forecasts

بواسطة Choy, Keen Meng, Leong, Kenneth, Tay, Anthony S.
منشور في 2006

Multivariate density forecast evaluation and calibration in financial risk management: High-frequency returns on foreign exchange

بواسطة Diebold, Francis X., Hahn, Jinyong, Tay, Anthony S.
منشور في 1999

Evaluating density forecasts with applications to financial risk management

بواسطة Diebold, Francis X., Gunther, Todd A., TAY, Anthony S.
منشور في 1998

Evaluating density forecasts of inflation: The survey of professional forecasters

بواسطة Diebold, Francis X., Tay, Anthony S., Wallis, Kenneth F.
منشور في 1999