Predicting stock returns in the presence of uncertain structural changes and sample noise
Year of publication: |
August 2017
|
---|---|
Authors: | Mantilla-García, Daniel ; Vaidyanathan, Vijay |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 31.2017, 3, p. 357-391
|
Subject: | Bayesian methods | Dividend-price ratio | Return predictability | Statistical shrinkage | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Theorie | Theory | Bayes-Statistik | Bayesian inference | Stichprobenerhebung | Sampling | Dividende | Dividend |
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