Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
Year of publication: |
2013
|
---|---|
Authors: | Rapach, David E. ; Strauss, Jack K. ; Zhou, Guofu |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 23.2013, 2 (8.5.), p. 821-820
|
Saved in:
Saved in favorites
Similar items by person
-
Out-of-sample equity premium prediction : combination forecasts and links to the real economy
Rapach, David E., (2009)
-
International stock return predictability : what is the role of the United States?
Rapach, David E., (2013)
-
Predicting market components out of sample : asset allocation implications
Kong, Aiguo, (2011)
- More ...