Data snooping in equity premium prediction
Year of publication: |
2019
|
---|---|
Authors: | Wendt, Viktoria-Sophie ; Dichtl, Hubert ; Drobetz, Wolfgang ; Neuhierl, Andreas |
Published in: |
Essays on the application of multiple testing in empirical asset pricing research. - Hamburg. - 2019, p. 8-44
|
Subject: | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Theorie | Theory | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis |
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