Estimating the anomaly base rate
Alex Chinco, Andreas Neuhierl, Michael Weber
| Year of publication: |
2021
|
|---|---|
| Authors: | Chinco, Alex ; Neuhierl, Andreas ; Weber, Michael |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 140.2021, 1, p. 101-126
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| Subject: | Data mining | Empirical Bayes | Penalized regressions | Return predictability | Data Mining | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Bayes-Statistik | Bayesian inference | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2020.12.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013188625