Browsen in EconStor gesamt nach Autor:innen Faria, Gonçalo
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Erscheinungsjahr | Titel | Autor:innen |
2016 | Forecasting stock market returns by summing the frequency-decomposed parts | Faria, Gonçalo; Verona, Fabio |
2017 | Forecasting the equity risk premium with frequency-decomposed predictors | Faria, Gonçalo; Verona, Fabio |
2018 | The equity risk premium and the low frequency of the term spread | Faria, Gonçalo; Verona, Fabio |
2020 | Time-frequency forecast of the equity premium | Faria, Gonçalo; Verona, Fabio |
2020 | Frequency-domain information for active portfolio management | Faria, Gonçalo; Verona, Fabio |
2023 | Forecast combination in the frequency domain | Faria, Gonçalo; Verona, Fabio |
2024 | Unlocking predictive potential: the frequency-domain approach to equity premium forecasting | Faria, Gonçalo; Verona, Fabio |
2024 | Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators | Faria, Gonçalo; Verona, Fabio |