.
Savin, N. Eugene's
Scholarly Papers
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column.
Aggregate Statistics
Total 739
Total Citations 4
1.
Testing the CAPM Revisited
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Ray, Surajit D. Morgan Stanley
Savin, N. Eugene University of Iowa - Henry B. Tippie College of Business - Department of Economics
Tiwari, Ashish University of Iowa
Posted:
23 Mar 09
Last Revised:
04 Dec 09
410(33,086)
4
Ray, Surajit D. Morgan Stanley
Savin, N. Eugene University of Iowa - Henry B. Tippie College of Business - Department of Economics
Tiwari, Ashish University of Iowa
103
4
CAPM, Heteroskedasticity and autocorrelation robust tests, Heteroskedasticity and autocorrelation consistent estimators, Bartlett and Parzen kernels
Ray, Surajit D. Morgan Stanley
Savin, N. Eugene University of Iowa - Henry B. Tippie College of Business - Department of Economics
Tiwari, Ashish University of Iowa
Posted:
23 Mar 09
Last Revised:
04 Oct 09
307
4
CAPM, Heteroskedasticity and autocorrelation robust (HAR) tests, Conventional Wald tests
2.
O'Doherty, Michael S. University of Missouri at Columbia - Department of Finance
Savin, N. Eugene University of Iowa - Henry B. Tippie College of Business - Department of Economics
Tiwari, Ashish University of Iowa
Posted:
15 Mar 10
Last Revised:
06 May 12
236(63,081)
Asset pricing, Model pooling, Model combination, Forecasting, Predictive distributions, Log predictive score
3.
Savin, N. Eugene University of Iowa - Henry B. Tippie College of Business - Department of Economics
Wurtz, Allan University of Aarhus - Department of Economics
58(187,189)
Botstrap, Box-Cox transformation, GMM, Lagrange Multiplier Tests, Power, Prepivoting, Wald Tests
4.
O'Doherty, Michael University of Missouri at Columbia
Savin, N. Eugene University of Iowa - Henry B. Tippie College of Business - Department of Economics
Tiwari, Ashish University of Iowa
Posted:
12 Dec 12
Last Revised:
05 Feb 13
35(231,110)
Hedge funds, Model pooling, Model combination, Performance evaluation, Predictive distributions, Log predictive score
5.
Nankervis, John University of Essex - Department of Accounting, Finance & Management
Savin, N. Eugene University of Iowa - Henry B. Tippie College of Business - Department of Economics
0(349,638)
ARMA models, Autocorrelation tests, EGARCH, GARCH, Non‐linear moving average models
6.
McManus, Douglas A. Office of the Chief Economist - Freddie Mac
Nankervis, John University of Essex - Department of Accounting, Finance & Management
Savin, N. Eugene University of Iowa - Henry B. Tippie College of Business - Department of Economics
Econometrics, Asymptotic Theory, Power
7.
Savin, N. Eugene University of Iowa - Henry B. Tippie College of Business - Department of Economics
Weller, Paul A. University of Iowa - Department of Finance
Zvingelis, Janis Mesirow Financial Investment Management
kernel regression, stock prices, technical analysis
8.
Savin, N. Eugene University of Iowa - Henry B. Tippie College of Business - Department of Economics
Weller, Paul A. University of Iowa - Department of Finance
Zvingelis, Janis Mesirow Financial Investment Management
kernel regression, stock prices, technical analysis
9.
Savin, N. Eugene University of Iowa - Henry B. Tippie College of Business - Department of Economics
Wurtz, Allan University of Aarhus - Department of Economics
10.
Savin, N. Eugene University of Iowa - Henry B. Tippie College of Business - Department of Economics
Wurtz, Allan University of Aarhus - Department of Economics
11.
Horowitz, Joel L. Northwestern University
Loughran, Tim University of Notre Dame
Savin, N. Eugene University of Iowa - Henry B. Tippie College of Business - Department of Economics
.
Savin, N. Eugene's
Other Papers
Note: the statistics on these "Other Papers" are not used
in determining an Author's rank.
Aggregate Statistics
Total 119
Total Citations 0
1.
O'Doherty, Michael S. University of Missouri at Columbia - Department of Finance
Savin, N. Eugene University of Iowa - Henry B. Tippie College of Business - Department of Economics
Tiwari, Ashish University of Iowa
Posted:
15 Jan 10
Last Revised:
08 Aug 11
119
Asset Pricing Models, Model Pooling, Log Predictive Score, Return Prediction
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