Choice of benchmark when forecasting long-term stock returns
Year of publication: |
April 2018
|
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Authors: | Kyriakou, Ioannis ; Mousavi, Parastoo ; Nielsen, Jens Perch ; Scholz, Michael |
Publisher: |
[Graz] : Department of Economics, Department of Public Economics, University of Graz |
Subject: | Benchmark | Cross validation | Prediction | Stock returns | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Benchmarking | Börsenkurs | Share price | Prognose | Forecast |
Extent: | 1 Online-Ressource (circa 12 Seiten) |
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Series: | Graz economics papers : GEP. - Graz, ZDB-ID 2677671-6. - Vol. GEP 2018, 08 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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