Prequential analysis of stock market returns
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- Campbell, John Y, 1991. "A Variance Decomposition for Stock Returns," Economic Journal, Royal Economic Society, vol. 101(405), pages 157-179, March.
- John Y. Campbell, Robert J. Shiller, 1988.
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- Robert J. Shiller & John Y. Campbell, 1986. "The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors," Cowles Foundation Discussion Papers 812, Cowles Foundation for Research in Economics, Yale University.
- Covey, Ted & Bessler, David A, 1992. "Testing for Granger's Full Causality," The Review of Economics and Statistics, MIT Press, vol. 74(1), pages 146-153, February.
- Kling, John L & Bessler, David A, 1989. "Calibration-Based Predictive Distributions: An Application of Prequential Analysis to Interest Rates, Money, Prices, and Output," The Journal of Business, University of Chicago Press, vol. 62(4), pages 477-499, October.
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- Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1999. "Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 661-673, November.
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- Casillas-Olvera, Gabriel & Bessler, David A., 2006. "Probability forecasting and central bank accountability," Journal of Policy Modeling, Elsevier, vol. 28(2), pages 223-234, February.
- Chen, Junyi & McCarl, Bruce A. & Price, Edwin & Wu, Ximing & Bessler, David A., 2016. "Climate as a Cause of Conflict: An Econometric Analysis," 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas 229783, Southern Agricultural Economics Association.
- Dharmasena, Senarath & Bessler, David & Capps, Oral. Jr, 2016. "On the Evaluation of Probability Forecasts: An Application to Qualitative Choice Models," 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts 235424, Agricultural and Applied Economics Association.
- repec:eee:eneeco:v:65:y:2017:i:c:p:411-423 is not listed on IDEAS
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