Out-of-sample equity premium predictability in South Africa : evidence from a large number of predictors
Year of publication: |
2016
|
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Authors: | Gupta, Rangan ; Modise, Mampho P. ; Uwilingiye, Josine |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 52.2016, 7/9, p. 1935-1955
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Subject: | bagging | Bayesian predictive regressions | equity premium | forecast combinations | predictive regressions | principal component regressions | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Südafrika | South Africa | Bayes-Statistik | Bayesian inference | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis |
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