Items where Author is "Perron, B"

Article

Bandi, F.M, Perron, B, Tamoni, Andrea and Tebaldi, C. (2018) The scale of predictability. Journal of Econometrics, 208 (1). pp. 120-140. ISSN 0304-4076

Linton, Oliver and Perron, B (2003) The shape of the risk premium : evidence from a semiparametric generalized autoregressive conditional heteroscedasticity model. Journal of Business and Economic Statistics, 21 (3). pp. 354-367. ISSN 0735-0015