Complete subset averaging methods in corporate bond return prediction
Year of publication: |
2023
|
---|---|
Authors: | Cheng, Tingting ; Jiang, Shan ; Zhao, Albert Bo ; Jia, Zhimin |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 54.2023, p. 1-10
|
Subject: | Complete subset quantile averaging | Complete subset regression | Corporate bond return | Out-of-sample performance | Unternehmensanleihe | Corporate bond | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Theorie | Theory | Kapitalmarktrendite | Capital market returns |
-
Nonparametric predictive regression
Kasparis, Ioannis, (2015)
-
Validating intra-day risk premium in cross-sectional return curves
Zhao, Yuqian, (2021)
-
Mueller, Philippe, (2012)
- More ...
-
The impact of COVID-19 pandemic on the volatility connectedness network of global stock market
Cheng, Tingting, (2022)
-
Stock return prediction : stacking a variety of models
Zhao, Albert Bo, (2022)
-
Wei, Binhui, (2024)
- More ...