Modeling the cross section of stock returns : a model pooling approach
Year of publication: |
2012
|
---|---|
Authors: | O'Doherty, Michael ; Savin, N. Eugene ; Tiwari, Ashish |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 47.2012, 6, p. 1331-1360
|
Subject: | Schätzung | Estimation | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Inflationserwartung | Inflation expectations | Theorie der Arbeitslosigkeit | Unemployment theory |
-
Modeling the Cross Section of Stock Returns : A Model Pooling Approach
O'Doherty, Michael S., (2012)
-
Forecasting Stock Returns : Does Switching Between Models Help?
McMillan, David G., (2009)
-
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem, (1994)
- More ...
-
Evaluating hedge funds with pooled benchmarks
O'Doherty, Michael, (2016)
-
Hedge fund replication : a model combination approach
O'Doherty, Michael, (2017)
-
Modeling the Cross Section of Stock Returns: A Model Pooling Approach
O'Doherty, Michael, (2012)
- More ...