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Items where Author is "Demetrescu, Matei"

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Number of items: 4.

Article

Demetrescu, Matei and Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2022) 'Testing for Episodic Predictability in Stock Returns.' Journal of Econometrics, 227 (1). pp. 85-113. ISSN 0304-4076

Monograph

Demetrescu, Matei and Rodrigues, Paulo MM and Taylor, AM Robert (2022) Transformed Regression-based Long-Horizon Predictability Tests. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Demetrescu, Matei and Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2022) Extensions to IVX Methods of Inference for Return Predictability. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Demetrescu, Matei and Georgiev, Iliyan and Rodrigues, Paulo MM and Taylor, AM Robert (2019) Testing for Episodic Predictability in Stock Returns. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

This list was generated on Sun Aug 7 23:37:37 2022 BST.