Do return prediction models add economic value?
Year of publication: |
2012
|
---|---|
Authors: | Cenesizoglu, Tolga ; Timmermann, Allan |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 11, p. 2974-2987
|
Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income |
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