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1. Forecasting Costa Rican inflation with machine learning methods. (2020). Rodriguez Vargas, Adolfo ; Rodriguez-Vargas, Adolfo.
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2. Macroeconomic Forecasting in Times of Crises. (2017). Zhong, Molin ; Guerron, Pablo ; Guerron-Quintana, Pablo.
   In: Finance and Economics Discussion Series.
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3. Hedge fund allocation: Evaluating parametric and nonparametric forecasts using alternative portfolio construction techniques. (2016). Fabozzi, Frank ; Subbiah, Mohan.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:45:y:2016:i:c:p:189-201.

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4. Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions. (2014). Hammoudeh, Shawkat ; GUPTA, RANGAN ; Alvarez-Diaz, Marcos.
   In: The North American Journal of Economics and Finance.
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5. Some Recent Developments in Nonparametric Finance. (2013). CAI, ZONGWU ; Hong, Yongmiao.
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6. Functional Coefficient Models for Economic and Financial Data. (2013). CAI, ZONGWU.
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7. Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions. (2013). Hammoudeh, Shawkat ; GUPTA, RANGAN ; Alvarez-Diaz, Marcos.
   In: Working Papers.
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8. Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets. (2013). Ledenyov, Dimitri.
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9. Analytical solution for the constrained Hansen-Jagannathan distance under multivariate ellipticity. (2012). Robotti, Cesare ; Gospodinov, Nikolay.
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10. The International CAPM When Expected Returns Are Time-Varying. (2012). Ng, David ; Ng, David T. C., .
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11. Non-parametric and semi-parametric asset pricing. (2011). Ormos, Mihály ; Erdos, Peter ; Zibriczky, David.
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12. An out-of-sample test for nonlinearity in financial time series: An empirical application. (2010). Panagiotidis, Theodore.
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13. An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application. (2010). Panagiotidis, Theodore.
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14. Funding liquidity risk and the cross-section of stock returns. (2010). Etula, Erkko ; Adrian, Tobias.
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15. The predictive power of the yield spread in timing the stock market. (2010). Saraogi, Ravi ; Bhaduri, Saumitra.
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16. Land of addicts? an empirical investigation of habit-based asset pricing models. (2009). Ludvigson, Sydney ; Chen, Xiaohong.
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17. Improvement in finite sample properties of the Hansen-Jagannathan distance test. (2009). Shimotsu, Katsumi ; Ren, Yu.
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18. Robust portfolio optimization with a generalized expected utility model under ambiguity. (2008). .
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19. Optimal portfolio allocation with higher moments. (2008). POLIMENIS, VASSILIS ; Cvitanic, Jaksa.
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20. How investor behavioral factors influence investment satisfaction, trust in investment company, and reinvestment intention. (2008). Kim, Yong-man ; Lee, Seung-Hwan ; Shim, Gyu-yeol.
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21. Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test. (2007). Shimotsu, Katsumi ; Ren, Yu.
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22. Caracterización no lineal y predicción no paramétrica en el IBEX35/Nonlinear Characterization and Predictions of IBEX 35. (2007). Valderas Jaramillo, Juan Manuel ; Velasco, F. ; Olmedo, E..
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23. Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims. (2006). zhang, xiaoyan ; Wang, Zhenyu.
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25. Commodity Price Fluctuations: A Century of Analysis. (2005). Labys, Walter.
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35. Determinism in Financial Time Series. (2003). Tse, Chi ; Small, Michael.
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37. Nonparametric tests of conditional mean-variance efficiency of a benchmark portfolio. (2002). Wang, Kevin Q..
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38. Market efficiency, asset returns, and the size of the risk premium in global equity markets. (2002). Lundblad, Christian ; Bansal, Ravi.
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39. What Determines Expected International Asset Returns?. (2002). Zhou, Guofu ; Harvey, Campbell ; Solnik, Bruno.
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40. What Determines Expected International Asset Returns?. (2002). Zhou, Guofu ; Harvey, Campbell ; Solnik, Bruno.
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41. Superior Forecasts of the U.S. Unemployment Rate Using a Nonparametric Method. (2002). Perloff, Jeffrey ; Golan, Amos.
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42. Superior Forecasts of the U.S. Unemployment Rate Using a Nonparametric Method. (2002). Perloff, Jeffrey ; Golan, Amos.
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43. Downside Risk and the Momentum Effect. (2001). Xing, Yuhang ; Ang, Andrew ; Chen, Joseph.
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44. Driving Factors of Efficiency of CEE Capital Markets. (2000). Ratkovicova, Miriam .
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45. Routes to Equity Market Integration - The Interplay between Politicians, Investors and Managers. (2000). Oxelheim, Lars.
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46. Empirical Pricing Kernels. (2000). Rosenberg, Joshua ; Engle, Robert.
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47. Unconditional international asset pricing models: empirical tests. (2000). Vaihekoski, Mika.
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48. Return behavior and pricing of American depositary receipts. (2000). Patro, Dilip Kumar .
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49. Approximating payoffs and pricing formulas. (2000). darolles, serge ; Laurent, Jean-Paul.
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50. Modèles d’évaluation des actifs financiers dans les marchés boursiers en émergence : identification des facteurs de risque et tests de changement structurel. (1998). Garcia, René.
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51. L’intégration des marchés émergents et la modélisation des rendements des actifs risqués. (1997). Boyer, Marcel ; Cherkaoui, Mouna ; Ghysels, Eric.
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53. Consumption-based versus production-based models of international equity markets. (1997). Kasa, Kenneth.
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63. An Exploratory Investigation of the Fundamental Determinants of National Equity Market Returns. (1993). Harvey, Campbell ; Ferson, Wayne.
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64. Partial- Vs. General-Equilibrium Models of the International Capital Market. (1993). Dumas, Bernard.
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65. Econometric Evaluation of Asset Pricing Models. (1993). Luttmer, Erzo ; Hansen, Lars ; Heaton, John .
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66. .

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67. Too much cocited documents. This list is not complete

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