Predictable Risks and Predictive Regression in Present-Value Models
Year of publication: |
2017
|
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Authors: | Piatti, Ilaria |
Other Persons: | Trojani, Fabio (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Prognose | Forecast | Kapitaleinkommen | Capital income | Risiko | Risk | Finanzmarkt | Financial market | Regressionsanalyse | Regression analysis |
Extent: | 1 Online-Ressource (96 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 31, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.1786897 [DOI] |
Classification: | G12 - Asset Pricing ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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