Asymmetric predictive abilities of nonlinear modes for stock returns : evidence from density forecast comparison
Yong Bao and Tae-Hwy Lee
Year of publication: |
2006
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Authors: | Bao, Yong ; Lee, Tae-hwy |
Published in: |
Econometric analysis of financial and economic time series ; part B ; 20. - Amsterdam [u.a.] : Elsevier JAI, ISBN 0-7623-1273-4. - 2006, p. 41-62
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Subject: | CAPM | Kapitaleinkommen | Capital income | Nichtlineare Regression | Nonlinear regression | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Theorie | Theory | USA | United States | 1990-2003 |
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