Cross-sectional forecasts of the equity premium
Year of publication: |
2006
|
---|---|
Authors: | Polk, Christopher ; Thompson, Samuel B. ; Vuolteenaho, Tuomo |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 81.2006, 1, p. 101-141
|
Subject: | CAPM | Neuronale Netze | Neural networks | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | USA | United States | Equity-Premium-Puzzle | Equity premium puzzle | 1927-2002 |
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