Econometric Society 57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

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Keyword: STOCK RETURNS

The following papers have the keyword stock returns:

  A NEW CLASS OF CHARACTERISTIC-FUNCTION-BASED DISTRIBUTION TESTS AND ITS APPLICATION TO GARCH MODELS
  Time & Location: GARCH MODELS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 1.8
  Category: Econometrics
  Presenter(s): Chen, Yi-Ting

  FORECAST ACCURACY AFTER PRETESTING WITH AN APPLICATION TO THE STOCK MARKET
  Time & Location: FORECASTING II
Monday 26th August 2002, 14:30 - 16:00, Room: 5.6
  Category: Econometrics
  Presenter(s): Magnus, Jan

  LONG RANGE DEPENDENCE IN DAILY STOCK RETURNS
  Time & Location: LONG MEMORY I
Monday 26th August 2002, 14:30 - 16:00, Room: 1.14
  Category: Econometrics
  Presenter(s): Caporale, Guglielmo Maria

  ON THE IMPORTANCE OF SKEWNESS AND ASYMMETRIC DEPENDENCE IN STOCK RETURNS FOR ASSET ALLOCATION
  Time & Location: ASSET PRICING
Wednesday 28th August 2002, 09:30 - 11:00, Room: 5.4
  Category: Econometrics
  Presenter(s): Patton, Andrew

Total Papers Listed: 4


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57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

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