Data snooping in equity premium prediction
Year of publication: |
2021
|
---|---|
Authors: | Dichtl, Hubert ; Drobetz, Wolfgang ; Neuhierl, Andreas ; Wendt, Viktoria-Sophie |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 1, p. 72-94
|
Subject: | Equity premium | Prediction | Data snooping | Multiple testing | Return predictability | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Statistischer Test | Statistical test | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
Description of contents: | Description [doi.org] |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1325-1326 |
Other identifiers: | 10.1016/j.ijforecast.2020.03.002 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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