The dog that did not bark : a defense of return predictability
Year of publication: |
2008
|
---|---|
Authors: | Cochrane, John H. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 21.2008, 4, p. 1533-1575
|
Subject: | Kapitaleinkommen | Capital income | Dividende | Dividend | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | USA | United States | 1926-2004 |
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