Predictable return distributions
Thomas Q. Pedersen
| Year of publication: |
2015
|
|---|---|
| Authors: | Pedersen, Thomas Q. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 34.2015, 2, p. 114-132
|
| Subject: | return predictability | return distribution | quantile regression | multivariate model | out-of-sample forecast | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Regressionsanalyse | Regression analysis | Prognose | Forecast | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011305289