Galbraith John W.

John W. Galbraith

Information about the author John W. Galbraith will soon be added to the site.
Found 2 papers in total
Forecasting some low-predictability time series using diffusion indices
2003
The growth rates of real output and real investment are two macroeconomic time series...
Content horizons for conditional variance forecasts
2005
Using realized variance to estimate daily conditional variance of financial returns,...
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