Chinese stock market return predictability : adaptive complete subset regressions
Year of publication: |
October 2016
|
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Authors: | Chen, Keqi ; Chen, Rui ; Zhang, Xueyong ; Zhu, Min |
Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 45.2016, 5, p. 779-804
|
Subject: | Chinese stock market | Forecast combination | Out-of-sample predictability | Aktienmarkt | Stock market | China | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Prognose | Forecast |
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