A new partial-segmentation approach to modeling international stock returns
Year of publication: |
April 2018
|
---|---|
Authors: | Karolyi, G. Andrew ; Wu, Ying |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 53.2018, 2, p. 507-546
|
Subject: | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Industrieländer | Industrialized countries | Entwicklungsländer | Developing countries | Welt | World | 1989-2010 |
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