Time-Varying Short-Horizon Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.1177375 ◽

2008 ◽

Author(s):

Sam James Henkel ◽

J. Spencer Martin ◽

Federico Nardari

Keyword(s):

Time Varying ◽

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TIME-VARYING FACTORS AND CROSS-AUTOCORRELATIONS IN SHORT-HORIZON STOCK RETURNS

The Journal of Financial Research ◽

10.1111/j.1475-6803.1997.tb00259.x ◽

1997 ◽

Vol 20 (4) ◽

pp. 435-458 ◽

Author(s):

Allaudeen Hameed

Keyword(s):

Stock Returns ◽

Time Varying ◽

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Macroeconomic Uncertainty and Time-Varying Short-Horizon Return Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.2360906 ◽

2013 ◽

Author(s):

Deok Hyeon Lee ◽

Tong Suk Kim

Keyword(s):

Return Predictability ◽

Time Varying ◽

Macroeconomic Uncertainty ◽

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Understanding time-varying short-horizon predictability✰

Finance Research Letters ◽

10.1016/j.frl.2019.01.009 ◽

2020 ◽

Vol 32 ◽

pp. 101097 ◽

Author(s):

Yacine Hammami ◽

Jie Zhu

Keyword(s):

Time Varying ◽

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Time-varying short-horizon predictability☆

Journal of Financial Economics ◽

10.1016/j.jfineco.2010.09.008 ◽

2011 ◽

Vol 99 (3) ◽

pp. 560-580 ◽

Author(s):

Sam James Henkel ◽

J. Spencer Martin ◽

Federico Nardari

Keyword(s):

Time Varying ◽

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Adaptative Model of the Human Operator in a Time-Varying Control Task

PsycEXTRA Dataset ◽

10.1037/e506122009-008 ◽

1966 ◽

Author(s):

E. E. Gould ◽

K. S. Fu

Keyword(s):

Human Operator ◽

Time Varying ◽

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Holography of time-varying waves through diffraction of pulsed light

Uspekhi Fizicheskih Nauk ◽

10.3367/ufnr.0148.198603g.0537 ◽

1986 ◽

Vol 148 (3) ◽

pp. 537 ◽

Author(s):

Yu.T. Mazurenko

Keyword(s):

Time Varying ◽

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New synchronization criteria for an array of neural networks with hybrid coupling and time-varying delays

Nonlinear Analysis Modelling and Control ◽

10.15388/na.2016.1.4 ◽

2016 ◽

pp. 57-76 ◽

Author(s):

Yanke Du ◽

◽

Rui Xu ◽

Keyword(s):

Neural Networks ◽

Time Varying ◽

Hybrid Coupling

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Time-varying Macroeconomic Risk of Real Estate Returns

10.15396/eres2016_161 ◽

2016 ◽

Author(s):

Felix Schindler ◽

Bertram Steininger ◽

Tim Kroencke

Keyword(s):

Real Estate ◽

Time Varying ◽

Macroeconomic Risk ◽

Real Estate Returns

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Modification of ABC Algorithm for Adaptation to Time-Varying Functions

IEEJ Transactions on Electronics Information and Systems ◽

10.1541/ieejeiss.132.584 ◽

2012 ◽

Vol 132 (4) ◽

pp. 584-591 ◽

Author(s):

Takeshi Nishida

Keyword(s):

Time Varying ◽

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A Design Method of Pole Placement and Observer for Non-Lexicographically-Fixed Linear Time-Varying Discrete MIMO Systems

IEEJ Transactions on Electronics Information and Systems ◽

10.1541/ieejeiss.133.365 ◽

2013 ◽

Vol 133 (2) ◽

pp. 365-372

Author(s):

Yasuhiko Mutoh ◽

Tomohiro Hara

Keyword(s):

Mimo Systems ◽

Linear Time ◽

Design Method ◽

Pole Placement ◽

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