Browsing All of EconStor by Author Faria, Gonçalo
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
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 | Frequency-domain information for active portfolio management | Faria, Gonçalo; Verona, Fabio |
2020 | Time-frequency forecast of the equity premium | Faria, Gonçalo; Verona, Fabio |
2023 | Forecast combination in the frequency domain | Faria, Gonçalo; Verona, Fabio |