Out‐of-sample return predictability : a quantile combination approach
Year of publication: |
June/July 2017
|
---|---|
Authors: | Lima, Luiz Renato ; Meng, Fanning |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 32.2017, 4, p. 877-895
|
Subject: | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Welt | World | 1926-2013 |
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