Reading the tea leaves : model uncertainty, robust forecasts, and the autocorrelation of analysts' forecast errors
Juhani T. Linnainmaa, Walter Torous, James Yae
| Year of publication: |
October 2016
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| Authors: | Linnainmaa, Juhani ; Torous, Walter N. ; Yae, James |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 122.2016, 1, p. 42-64
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| Subject: | Model uncertainty | Parameter uncertainty | Forecasting | Robustness | Financial analysts | Prognoseverfahren | Forecasting model | Finanzanalyse | Financial analysis | Prognose | Forecast | Risiko | Risk | Robustes Verfahren | Robust statistics | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Autokorrelation | Autocorrelation | Statistischer Fehler | Statistical error |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2015.08.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011590878