Penetrating sporadic return predictability
Yundong Tu, Xinling Xie
| Year of publication: |
2023
|
|---|---|
| Authors: | Tu, Yundong ; Xie, Xinling |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 237.2023, 1, p. 1-27
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| Subject: | Break point | Persistence imbalance | Predictive regression | Screening | Shrinkage estimation | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Schätzung | Estimation | Schätztheorie | Estimation theory | Strukturbruch | Structural break | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.105509 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471472