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Britten-Jones, Mark's
Scholarly Papers
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Total Downloads
1,499 |
Total
Citations
8 |
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1.
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Improved Inference in Regression with Overlapping Observations
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Britten-Jones, Mark London Business School - Institute of Finance and Accounting Neuberger, Anthony University of Warwick - Warwick Business School Nolte, Ingmar Warwick Business School - Finance Group - Financial Econometrics Research Centre
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Posted:
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23 Jun 04
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Last Revised:
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16 Nov 11
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Britten-Jones, Mark London Business School - Institute of Finance and Accounting Neuberger, Anthony University of Warwick - Warwick Business School Nolte, Ingmar Warwick Business School - Finance Group - Financial Econometrics Research Centre
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long horizon, stock return predictability, induced autocorrelation
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Britten-Jones, Mark London Business School - Institute of Finance and Accounting Neuberger, Anthony University of Warwick - Warwick Business School Nolte, Ingmar Warwick Business School - Finance Group - Financial Econometrics Research Centre
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23 Jun 04
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Last Revised:
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16 Nov 11
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804
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Long horizon, stock return predictability, induced autocorrelation
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2.
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Non-Linear Value-at-Risk
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Britten-Jones, Mark London Business School - Institute of Finance and Accounting Schaefer, Stephen M. London Business School - Institute of Finance and Accounting
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Posted:
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21 Sep 99
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Last Revised:
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20 Jan 10
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693
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Britten-Jones, Mark London Business School - Institute of Finance and Accounting Schaefer, Stephen M. London Business School - Institute of Finance and Accounting
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Britten-Jones, Mark London Business School - Institute of Finance and Accounting Schaefer, Stephen M. London Business School - Institute of Finance and Accounting
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