Is imperfection better? : evidence from predicting stock and bond returns
Katarína Lučivjanská
| Year of publication: |
2018
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|---|---|
| Authors: | Lučivjanská, Katarína |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 16.2018, 2, p. 244-270
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| Subject: | Bayesian econometrics | predictive regression | predictive system | return predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Bayes-Statistik | Bayesian inference | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Anleihe | Bond | Prognose | Forecast | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nby003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011987766