Out-of-sample equity premium prediction : combination forecasts and links to the real economy
Year of publication: |
2009
|
---|---|
Authors: | Rapach, David E. ; Strauss, Jack ; Zhou, Guofu |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 23.2010, 2, p. 821-862
|
Subject: | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Stichprobenerhebung | Sampling | Theorie | Theory | USA | United States | 1947-2005 |
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