Forecasting Stock Returns Under Economic Constraints
Year of publication: |
2014
|
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Authors: | Pettenuzzo, Davide |
Other Persons: | Timmermann, Allan (contributor) ; Valkanov, Rossen I. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Theorie | Theory | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Welt | World | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (57 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 7, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2186574 [DOI] |
Classification: | C11 - Bayesian Analysis ; C22 - Time-Series Models ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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