Predicting the Equity Premium Out of Sample : Can Anything Beat the Historical Average?
Year of publication: |
July 2005
|
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Authors: | Campbell, John Y. |
Other Persons: | Thompson, Samuel B. (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market |
Extent: | 1 Online-Ressource |
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Series: | NBER working paper series ; no. w11468 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | System requirements: Adobe [Acrobat] Reader required for PDF files Mode of access: World Wide Web Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w11468 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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