Jonathan J. Reeves - Publications, H-index & Citations

Jonathan J. Reeves

university of new south wales

11H指数

55论文数

382被引数

收录论文 10

发表时间

Beta Forecasting With Realized Beta Estimators and Machine Learning Algorithms 基于已实现贝塔估计器和机器学习算法的贝塔预测

Journal of Forecasting

IF2.7

2026-09-01

OAAI

Bao Doan; Dulani Jayasuriya; John B. Lee; Jonathan J. Reeves

Beta measurement with high frequency returns

FINANCE RESEARCH LETTERS

IF6.9

2022-06-01

PREAI

Doan, Bao; Lee, John B.; Liu, Qianqiu; Reeves, Jonathan J.

Shifts in beta and the TARP announcement

FINANCE RESEARCH LETTERS

IF6.9

2022-06-01

PREAI

Phin, Andrew; Prono, Todd; Reeves, Jonathan J.; Saxena, Konark

An analysis on the predictability of CAPM beta for momentum returns

JOURNAL OF FORECASTING

IF2.7

2018-10-12

PREAI

Cenesizoglu, Tolga; Papageorgiou, Nicolas; Reeves, Jonathan J.; Wu, Haifeng

Beta forecasting at long horizons

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2017-10-01

PREAI

Cenesizoglu, Tolga; Ribeiro, Fabio de Oliveira Ferrazoli; Reeves, Jonathan J.

Betas and the myth of market neutrality

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2016-04-01

PREAI

Papageorgiou, Nicolas; Reeves, Jonathan J.; Xie, Xuan

Monthly Beta Forecasting with Low-, Medium- and High-Frequency Stock Returns

JOURNAL OF FORECASTING

IF2.7

2016-03-10

PREAI

Cenesizoglu, Tolga; Liu, Qianqiu; Reeves, Jonathan J.; Wu, Haifeng

Constant versus Time-Varying Beta Models: Further Forecast Evaluation

JOURNAL OF FORECASTING

IF2.7

2011-12-19

PREAI

Reeves, Jonathan J.; Wu, Haifeng

Quarterly beta forecasting: An evaluation

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2008-07-01

PREAI

Hooper, Vincent J.; Ng, Kevin; Reeves, Jonathan J.

Bootstrap prediction intervals for ARCH models

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2005-04-01

PREAI

Reeves, JJ

研究方向