Is stock return predictability time-varying?
Neluka Devpura, Paresh Kumar Narayan, Susan Sunila Sharma
| Year of publication: |
2018
|
|---|---|
| Authors: | Devpura, Neluka ; Narayan, Paresh Kumar ; Sharma, Susan Sunila |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 52.2018, p. 152-172
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| Subject: | Heteroskedasticity | Time-varying predictability | Predictive regression | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Heteroskedastizität | Heteroscedasticity | Schätzung | Estimation | Börsenkurs | Share price | Schätztheorie | Estimation theory | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2017.06.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011986233