Do return prediction models add economic value?
Tolga Cenesizoglu; Allan Timmermann
| Year of publication: |
2012
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|---|---|
| Authors: | Cenesizoglu, Tolga ; Timmermann, Allan |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 11, p. 2974-2987
|
| Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns |
| 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/10009673046