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Sean D. Campbell

  • A reveiw of backtesting and backtesting proceduresA reveiw of backtesting and backtesting procedures
  • A trend and variance decomposition of the rent-price ratio in housing marketsA trend and variance decomposition of the rent-price ratio in housing markets
  • Alternative estimates of the presidential premiumAlternative estimates of the presidential premium
  • Stock market volatility and the great moderationStock market volatility and the great moderation
  • Stock returns and expected business conditionsStock returns and expected business conditions
  • Weather forecasting for weather derivativesWeather forecasting for weather derivatives