The "out-of-sample" performance of long run risk models
Year of publication: |
2013
|
---|---|
Authors: | Ferson, Wayne E. ; Nallareddy, Suresh ; Xie, Biqin |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 107.2013, 3, p. 537-556
|
Subject: | Long-run risk models | Out-of-sample | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | USA | United States | Theorie | Theory |
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