Understanding spurious regression in financial economics
Ai Deng
| Year of publication: |
2014
|
|---|---|
| Authors: | Deng, Ai |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 12.2014, 1, p. 122-150
|
| Subject: | spurious regression | signal-to-noise ratio | fixed-b asymptotics | data mining | stock return predictability | Theorie | Theory | Kapitaleinkommen | Capital income | Data Mining | Data mining | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Systematischer Fehler | Bias | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010233602