Out-of-sample equity premium predictability and sample split-invariant inference
Year of publication: |
November 2017
|
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Authors: | Kolev, Gueorgui I. ; Karapandža, Raša |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 84.2017, p. 188-201
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Subject: | Equity premium predictability | Out-of-sample inference | Sample split choice | Bootstrap | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Stichprobenerhebung | Sampling | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Induktive Statistik | Statistical inference |
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