The predictive performance of asset pricing models : evidence from the Australian Securities Exchange
Year of publication: |
December 2016
|
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Authors: | Bianchi, Robert ; Drew, Michael E. ; Whittaker, Timothy |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 19.2016, 4, p. 1-18
|
Subject: | Out-of-sample | prediction | asset pricing | Australia | Australien | Prognoseverfahren | Forecasting model | CAPM | Kapitaleinkommen | Capital income | Schätzung | Estimation | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis |
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