In-sample vs. out-of-sample tests of stock return predictability in the context of data mining
Year of publication: |
2006
|
---|---|
Authors: | Rapach, David E. ; Wohar, Mark E. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 13.2006, 2, p. 231-247
|
Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Data Mining | Data mining |
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