Equity premium prediction with structural breaks : a two-stage forecast combination approach
Anwen Yin
| Year of publication: |
2019
|
|---|---|
| Authors: | Yin, Anwen |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 11.2019, 12, p. 50-65
|
| Subject: | equity premium | forecast combination | model averaging | structural break | Strukturbruch | Structural break | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Modellierung | Scientific modelling | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v11n12p50 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012197463