Reeves Jonathan J

Jonathan J Reeves

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Found 2 papers in total
Monthly Beta Forecasting with Low-, Medium- and High-Frequency Stock Returns
Monthly Beta Forecasting with Low-, Medium- and High-Frequency Stock Returns
2016
This paper evaluates the accuracy of 1‐month‐ahead systematic (beta)...
Forecasting volatility in the presence of model instability
Forecasting volatility in the presence of model instability
2010
Recent advances in financial econometrics have allowed for the construction of...
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