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Gospodinov, Nikolay's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
334 |
Total
Citations
13 |
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1.
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Anatolyev, Stanislav
New Economic School Gospodinov, Nikolay
Concordia University, Quebec - Department of Economics
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19 Sep 08
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Last Revised:
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12 Aug 09
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74
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2
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Stock returns predictability, Directional forecasting, Absolute returns, Joint predictive distribution, Copulas
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2.
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Gospodinov, Nikolay
Concordia University, Quebec - Department of Economics Robotti, Cesare
Federal Reserve Bank of Atlanta Kan, Raymond
University of Toronto - Rotman School of Management
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13 Jan 10
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Last Revised:
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02 Apr 12
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62
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4
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Hansen-Jagannthan distrance, no-arbitrage constraint, model comparison
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3.
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Gospodinov, Nikolay
Concordia University, Quebec - Department of Economics Kan, Raymond
University of Toronto - Rotman School of Management Robotti, Cesare
Federal Reserve Bank of Atlanta
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02 Apr 11
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Last Revised:
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26 Mar 12
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46
(209,862)
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1
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asset pricing models, Hansen-Jagannathan distance, model selection, model misspecification
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4.
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Gospodinov, Nikolay
Concordia University, Quebec - Department of Economics Kan, Raymond
University of Toronto - Rotman School of Management Robotti, Cesare
Federal Reserve Bank of Atlanta
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15 Jul 10
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Last Revised:
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09 May 12
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39
(224,119)
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2
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GMM
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5.
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Gospodinov, Nikolay
Concordia University, Quebec - Department of Economics Kan, Raymond
University of Toronto - Rotman School of Management Robotti, Cesare
Federal Reserve Bank of Atlanta
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23 Nov 12
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Last Revised:
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23 Mar 13
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35
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Asset Pricing Models, Model Misspecification, Weak Identification, Useless Factor
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6.
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Assa, Hirbod
Concordia University, Quebec Gospodinov, Nikolay
Concordia University, Quebec - Department of Economics
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23
(267,318)
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Projection Hedging, Good Deals, Quantile Regression
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7.
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Anatolyev, Stanislav
New Economic School Gospodinov, Nikolay
Concordia University, Quebec - Department of Economics
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21
(274,189)
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2
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Instrumental variables, many instruments, Bekker's asymptotics, Anderson-Rubin test, test for overidentifying restrictions
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8.
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Gospodinov, Nikolay
Concordia University, Quebec - Department of Economics Irvine, Ian
Concordia University, Quebec - Department of Economics
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20
(277,703)
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9.
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Gospodinov, Nikolay
Concordia University, Quebec - Department of Economics
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14
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2
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10.
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Gospodinov, Nikolay
Concordia University, Quebec - Department of Economics
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C13, C22, F31, forward premium anomaly, high persistence, local-to-unity asymptotics, low signal-to-noise ratio
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11.
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Gospodinov, Nikolay
Concordia University, Quebec - Department of Economics
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bootstrap, GARCH, persistence, threshold nonlinearity
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Records 1 -
11
of 11 matches
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