Computational Economics · 2008 · 42 citations · 17 references
BusinessComputer ScienceFinanceFinancial EconomicsForecastingTime Series AnalysisFinancial Time Series AnalysisForecast UncertaintyTime Series ForecastingTime Series ModelingVolatility AnalysisVolatility ModelingConfidence Intervals For ForecastsForecast IntervalsInterval AnalysisInterval ForecastingPrediction Intervals
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Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations
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Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1997 · 6.2K citations
Economic Forces and the Stock Market
Nai‐Fu Chen, Richard Roll, Stephen A. Ross · The Journal of Business · 1986 · 5.4K citations
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Eugene F. Fama · American Economic Review · 1981 · 2.6K citations
Social Sciences, Economics, Finance +12