The use of recursive model selection strategies in forecasting stock returns
M. Hashem Pesaran ; Allan Timmermann
| Year of publication: |
1994
|
|---|---|
| Authors: | Pesaran, M. Hashem ; Timmermann, Allan |
| Institutions: | Birkbeck College / Department of Economics (contributor) |
| Publisher: |
London : Dep. of Economics, Birkbeck College |
| Subject: | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Wirtschaftsmodell | Economic model | Theorie | Theory | Schätzung | Estimation | USA | United States | 1954-1992 |
| Extent: | 43, [29] S. : graph. Darst |
|---|---|
| Series: | Discussion paper in financial economics : FE. - London : Dep. of Economics, Birkbeck College, ZDB-ID 2552812-9. - Vol. 94,3 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000924261