G2TT

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An Exploration of Trend-Cycle Decomposition Methodologies in Simulated Data 智库出版物
2020
作者:  Robert J. Hodrick
Adobe PDF(919Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2022/10/09
Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications 智库出版物
2018
作者:  Robert J. Hodrick;  Tuomas Tomunen
Adobe PDF(436Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/09
The Carry Trade: Risks and Drawdowns 智库出版物
2014
作者:  Kent Daniel;  Robert J. Hodrick;  Zhongjin Lu
收藏  |  浏览/下载:1/0  |  提交时间:2022/10/08
Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances 智库出版物
2014
作者:  Esben Hedegaard;  Robert J. Hodrick
收藏  |  浏览/下载:2/0  |  提交时间:2022/10/08
Estimating the Risk-Return Trade-off with Overlapping Data Inference 智库出版物
2014
作者:  Esben Hedegaard;  Robert J. Hodrick
收藏  |  浏览/下载:1/0  |  提交时间:2022/10/08
Aggregate Idiosyncratic Volatility 智库出版物
2010
作者:  Geert Bekaert;  Robert J. Hodrick;  Xiaoyan Zhang
Adobe PDF(462Kb)  |  收藏  |  浏览/下载:4/0  |  提交时间:2022/10/08
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 智库出版物
2008
作者:  Andrew Ang;  Robert J. Hodrick;  Yuhang Xing;  Xiaoyan Zhang
Adobe PDF(212Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/08
International Stock Return Comovements 智库出版物
2005
作者:  Geert Bekaert;  Robert J. Hodrick;  Xiaoyan Zhang
Adobe PDF(522Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2022/10/08
The Cross-Section of Volatility and Expected Returns 智库出版物
2004
作者:  Andrew Ang;  Robert J. Hodrick;  Yuhang Xing;  Xiaoyan Zhang
Adobe PDF(294Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/08
Pricing the Global Industry Portfolios 智库出版物
2002
作者:  Stefano Cavaglia;  Robert J. Hodrick;  Moroz Vadim;  Xiaoyan Zhang
Adobe PDF(268Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/08