Bagging constrained equity premium predictors
Year of publication: |
2014
|
---|---|
Authors: | Hillebrand, Eric ; Lee, Tae-hwy ; Medeiros, Marcelo C. |
Published in: |
Essays in nonlinear time series econometrics. - Oxford [u.a.] : Oxford Univ. Press, ISBN 0-19-967995-9. - 2014, p. 330-356
|
Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach | Regressionsanalyse | Regression analysis |
-
Predictability hidden by anomalous observations
Camponovo, Lorenzo, (2013)
-
Camponovo, Lorenzo, (2012)
-
Harvey, Campbell R., (2021)
- More ...
-
Let´s do it again: bagging equity premium predictors
Hillebrand, Eric, (2012)
-
Let's do it again : bagging equity premium predictors
Hillebrand, Eric, (2012)
-
Let's Do It Again: Bagging Equity Premium Predictors
Hillebrand, Eric, (2012)
- More ...