Stock return predictability : a Bayesian model selection perspective
Year of publication: |
2002
|
---|---|
Authors: | Cremers, K. J. Martijn |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 15.2002, 4, p. 1223-1249
|
Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Theorie | Theory |
-
Stock index returns' density prediction using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F., (2011)
-
Tactical industry allocation and model uncertainty
Ammann, Manuel, (2007)
-
Seasonal Mackey-Glass-GARCH process and short-term dynamics
Kyrtsou, Catherine, (2010)
- More ...
-
Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
Cremers, Martijn, (2008)
-
Individual stock-option prices and credit spreads
Cremers, Martijn, (2008)
-
Internal capital markets : the bright side of corporate politics
Cremers, Martijn, (2009)
- More ...